simnhlogit {bayesm} R Documentation

## Simulate from Non-homothetic Logit Model

### Description

`simnhlogit` simulates from the non-homothetic logit model.

### Usage

`simnhlogit(theta, lnprices, Xexpend)`

### Arguments

 `theta ` coefficient vector `lnprices ` n x p array of prices `Xexpend ` n x k array of values of expenditure variables

### Details

For details on parameterization, see `llnhlogit`.

### Value

A list containing:

 `y ` n x 1 vector of multinomial outcomes (1,…,p) `Xexpend ` expenditure variables `lnprices ` price array `theta ` coefficients `prob ` n x p 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, Anderson School, UCLA, perossichi@gmail.com.

### References

For further discussion, see Chapter 4, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.
http://www.perossi.org/home/bsm-1

`llnhlogit`

### Examples

```N = 1000
p = 3
k = 1

theta = c(rep(1,p), seq(from=-1,to=1,length=p), rep(2,k), 0.5)
lnprices = matrix(runif(N*p), ncol=p)
Xexpend  = matrix(runif(N*k), ncol=k)

simdata = simnhlogit(theta, lnprices, Xexpend)
```

[Package bayesm version 3.1-4 Index]