simmnl {bayesm}R Documentation

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

Details

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

Value

y n x 1 vector of multinomial outcomes (1, ..., p)
X
beta beta vector
prob n x j array of choice probabilities

Warning

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

Author(s)

Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

References

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

See Also

llmnl, rmnlIndepMetrop


[Package bayesm version 2.0-5 Index]