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bayesm (version 1.1-2)

simmnl: Simulate from Multinomial Logit Model

Description

simmnl simulates from the MNL model.

Usage

simmnl(p, n, beta)

Arguments

p
number choice alternatives
n
number of observations
beta
MNL coefficient vector

Value

  • yn x 1 vector of multinomial outcomes (1, ..., p)
  • X
  • { n x k design matrix }
  • betabeta vector
  • probn x j array of choice probabilities

concept

  • logit
  • mnl

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Details

simmnl will simulate two uniformly distributed X vars and add intercepts.

References

For further discussion, see Bayesian Statistics and Marketing by Allenby, McCulloch, and Rossi. http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

See Also

llmnl, rmnlIndepMetrop