mixl
An open-source R package for estimating complex choice models on large datasets
Author / Producer
Date
2019
Publication Type
Working Paper
ETH Bibliography
yes
Citations
Altmetric
Data
Rights / License
Abstract
This paper introduces mixl , a new R package for the estimation of advanced choice models. The estimation of such models typically relies on simulation methods with a large number of random draws to obtain stable results. mixl uses inherent properties of the loglikelihood problem structure to greatly reduce both the memory usage and runtime of the estimation procedure for specific types of mixed multinomial logit models. Functions for prediction and posterior analysis are included. Parallel computing is also supported, with near linear speedups observed on up to 24 cores. mixl is directly accessible from R, and easy to use. This paper presents the architecture and performance of the package, details its use, and presents some results using real world data and models.
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
1408
Pages / Article No.
Publisher
IVT, ETH Zurich
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Multinominal logit; Mixed logit; Choice modelling; R; Hybrid choice; Estimation
Organisational unit
03521 - Axhausen, Kay W. (emeritus) / Axhausen, Kay W. (emeritus)
02655 - Netzwerk Stadt u. Landschaft ARCH u BAUG / Network City and Landscape ARCH and BAUG
Notes
Funding
Related publications and datasets
Is identical to: http://hdl.handle.net/20.500.11850/342820