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st: Estimating choice models at the individual level

From   "Data Analytics Corp." <>
To   "" <>
Subject   st: Estimating choice models at the individual level
Date   Tue, 21 Jun 2011 10:40:51 -0400


I have a discrete choice model to estimate for a client that I originally planned to estimate as an aggregate model using clogit. Now the client is asking for results for many segments of the respondents which would mean, if I stayed with my original plan, I would have to estimate a large number of models. I could certainly do this, but I'm thinking that it would be better to estimate a Hierarchical Bayes model to get coefficients for each individual respondent. This way, I could pull put the people I need for a particular segment and use just those coefficients. Sawtooth's program for MaxDiff can do this. Is there any Stata program to do an HB estimation for a discrete choice (logit) model?




Walter R. Paczkowski, Ph.D.
Data Analytics Corp.
44 Hamilton Lane
Plainsboro, NJ 08536
(V) 609-936-8999
(F) 609-936-3733

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