Looking for the use of Matlab's hmcSampler to estimate a discrete-choice multinomial logit model; i.e., conjoint analysis to yield estimates at the individual respondent level. Would love to see your code setup.

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David
David on 18 Apr 2018
Commented: David on 22 Apr 2018
Looking for case ues (with code) of Matlab's hmcSampler to estimate a discrete-choice multinomial logit model; i.e., conjoint analysis to yield estimates at the individual person level.

Answers (1)

Bernhard Suhm
Bernhard Suhm on 22 Apr 2018

Have you checked out the example in doc ?

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David
David on 22 Apr 2018
Bernhard, I am not sure what you mean, but if you mean the example associated with he HMS sampler in Matlab documentation, yes ... that example is a regression problem. The model for discrete-choice analysis is hierarchical and involves what is known as the conditional multinomial logit model (which is not a logistic regression model; the likelihood function is quite different.) So if you mean the regression example, yes I have checked that out, but that's not helpful. I do appreciate your pointing me in that direction, however.

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