[Gretl-users] estimating discrete choice models
Walt,
you are probably speaking about Discrete Choice Models based on the McFadden
Random Utility Models.
These models are not implemented in gretl.
You can estimate them in
STATA or Nlogit (retail software)
R or Biogeme (open source)
See
http://www.youtube.com/watch?v=F1Zj7W_z8yk
how to estimate Discrete Choice Models in Stata and R
--
Petr Mariel
Departamento de Econometría y Estadística
UPV, Facultad de Ciencias Económicas y Empresariales
Avda. Lehendakari Aguirre 83
E48015 BILBAO, SPAIN
e-mail: Petr.Mariel(a)ehu.es
Tel.: +34.94.601.3848 Fax.: +34.94.601.3754
--------- Mensaje reenviado --------
De: Sven Schreiber <svetosch(a)gmx.net>
Reply-to: Gretl list <gretl-users(a)lists.wfu.edu>
Para: walt(a)dataanalyticscorp.com
Cc: Gretl list <gretl-users(a)lists.wfu.edu>
Asunto: Re: [Gretl-users] estimating discrete choice models
Fecha: Mon, 17 May 2010 14:29:07 +0200
Data Analytics Corp. schrieb:
Hi Sven,
Thanks for the advice, but the problem for a stated preference discrete
choice model is that estimation depends on the choice sets seen by the
individuals. Say each individual sees a choice set with three
alternatives. The estimation routine needs to know the three and which
of the three was selected. STATA allows this. I don't see that here.
Well if the three alternatives are different from one observation to the
next (why are they always three then, though?), this is beyond me,
sorry. Probably not doable in gretl (apart from programming it up
yourself with gretl's scripting language, of course...).
good luck,
sven
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