Hello,
I am trying to estimate a choice model with varying choice set for each
individual.
I would like to fit different kinds of model (logit ,nested logit,
probit...).
So far I have found that package *mnp* allows me to estimate a probit model
with varying choice set.
But for estimation of a logit model, I have only found function *multinom*
of package *nnet* which does not seem to allow for varying choice set.
I could incorporate indicators of choice availability as explanotary
variables, but it does not seem a very good way to do it.
Instead, for a logit model, I have coded a likelihood computation of the
underlying model with varying choice set and I use optim function to get
the "maximum".
I wondered if there were more user friendly functions available and/or
other choice model related package.
Thanks,
Julien
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