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I am working on a small project where I have to do a Choice Based Conjoint (CBC) analysis. In order to get the part-worths for the different consumers I need to estimate a hierarchical multinomial model. Does anyone know how to do this in R/JAGS, and how to save the estimated coefficients for each consumer in a .csv file?

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2 Answers 2

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After a bit og Googling I found the following package which does the trick: http://cran.r-project.org/web/packages/ChoiceModelR/index.html

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MCMCpack has implemented a multinomial logit which will probably be considerably faster than one you've implemented yourself in JAGS, presuming that it meets your needs.

MCMCmnl(formula, baseline=NULL, data=NULL,
        burnin = 1000, mcmc = 10000, thin = 1,
        mcmc.method = c("IndMH", "RWM", "slice"), tune = 1, tdf=6,
        verbose = 0, seed = NA, beta.start = NA, b0 = 0, B0 = 0, ...)

More documentation: http://mcmcpack.wustl.edu/

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    $\begingroup$ Hi Zach, thanks for the reference, but MCMCpack does not seem to offer any hierarchical version of multinomial logit. $\endgroup$ Jun 29, 2012 at 6:43
  • $\begingroup$ Ah indeed, I conveniently read over "hierarchical" $\endgroup$
    – Zach
    Jun 29, 2012 at 17:37

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