Discrete Choice Models

This is a broad and rich topic. Applications are found in almost every field. Over the past 30+ years major theoretical contributions from Econometrics, Psychometrics and Statistics have established the topic as a vibrant research area. Most major statistics oriented software packages provide most of the basic functionality. But sometimes this doesn’t go far enough. Sometimes real world models are defined with just enough complication that one can’t cast the model(s) of interest within the user interface provided by most software. Of course the solution is to step out from those software constraints and code the solution that is needed. Elsewhere in this blog there are software options that may be of use, and sometimes one needs access to codes at a more fundamental level. Another issue is that many researchers are not as familiar with the topic as they wish to be, but would otherwise like to know more. University of Calif. Economics Prof. Kenneth Train has provided both Gauss and Matlab codes addressing many Discrete Choice Models. In addition his site has about 20+ hours of lectures available for streaming download.