Startseite A Monte Carlo Study of Design Procedures for the Semi-parametric Mixed Logit Model
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A Monte Carlo Study of Design Procedures for the Semi-parametric Mixed Logit Model

  • Andreas Falke EMAIL logo und Harald Hruschka
Veröffentlicht/Copyright: 30. April 2016

Abstract

We determine efficient designs for choice-based conjoint analysis for the semi-parametric mixed logit model which captures latent consumer heterogeneity in a very flexible way. Different methods constructing one or multiple designs are tested. Additionally we apply Halton draws and determine a minimum potential design for prior draws to reduce computation times caused by accounting for latent heterogeneity of consumers. As main efficiency criteria for the construction of designs we consider measures related to D-error and entropy. As additional benchmarks we generate designs both randomly and by an approach which starts from orthogonal designs developed for linear models. We compare these alternative design procedures by simulating choices for different constellations on the basis of the semi-parametric mixed logit model. Using these simulated choices we estimate parameters of the semi-parametric mixed logit model in the next step. ANOVA with root mean squared error between estimated and true coefficient values as dependent variable shows that performance of design procedures depends on dissimilarity and segment size. Following a mean-standard deviation approach we determine which procedure should be used under different constellations or lack of prior information. Overall, either constructing ten designs based on DB-error or constructing one design based on entropy turn out to be preferable.

Appendix 1: Estimation of the semi-parametric mixed logit model

We set initial segment shares to equal values, initial coefficients bc0 to a random value in the interval [β2σ,β+2σ] with β being the true value of the consumer coefficient and σ=0.1, which is the higher value of factor 3. The initial covariance matrix is diagonal with all diagonal elements being 0.5. We initialize parameters this way, as we focus on the comparison of design procedures and do not intend to test estimation algorithms.

The proper estimation algorithm is taken from Train (2008):

  1. For each person R=4 random values are drawn from the segment specific normal distribution N(bc0,Vc0). The r-th draw for person n in segment c is labeled as βˆncr0.

  2. For each person in each segment and each draw a weight is calculated as

    hncr0=gc0Knβˆncr0cgcrKnβˆncr0/R

    with Kn(βˆncr0) as probability of yn, conditional on βˆncr0

    Kn(βˆncr0)=teβˆncr0xnynttjeβˆncr0xnjt
  3. Segment shares are updated as

    gc1=nrhncr0cnrhncr0
  4. Coefficients and covariances are updated by

    bc1=nrhncr0βˆncr0nrhncr0

    and

    Vc1=nrhncr0(βˆncr0bc1)(βˆncr0bc1)nrhncr0,

    respectively.

  5. If the absolute difference between previous and updated parameter values is less than 106 or 10000 iterations have been made, the algorithm stops, otherwise it sets the old values of parameters to their updated values and goes back to step 1.

Appendix 2: Tables with designs

Table 4:

18 Choice sets, design 1.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I021011121000
II002101000111
2I010222111112
II201222222220
3I121202222221
II010011000002
4I222120001121
II021220112202
5I211212112200
II002112220011
6I121201220012
II112120001120
7I222212202102
II101101010210
8I112211010211
II220012121022
9I100102121020
II221022202101
10I022222102011
II121001210122
11I111120210120
II210001021201
12I122020021202
II012112102010
13I221221100222
II022012211000
14I012222211001
II222110022112
15I211022022110
II200121100221
16I222110201210
II120022012021
17I212212012022
II011101120100
18I112201120101
II201122201212
Table 5:

18 Choice sets, design 2.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I010012121000
II201220202111
2I100121011112
II212010222220
3I011102222221
II102021000002
4I111112001121
II200200112202
5I101111112200
II212020220011
6I221221220012
II200012001120
7I112110202102
II201021010210
8I011111010211
II120222121022
9I022121121020
II111210202101
10I201112102011
II120001210122
11I211120210120
II012212021201
12I121210021202
II210102102010
13I221211100222
II002002211000
14I012222211001
II120000022112
15I211022022110
II022100100221
16I010210201210
II201022012021
17I111111012022
II020020120100
18I112201120101
II220012201212
Table 6:

18 Choice sets, design 3.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I222011121000
II001220202111
2I200212011112
II022000122220
3I100200000001
II001020020000
4I121111001121
II102220112202
5I102112112200
II121220220011
6I221112220012
II102000001120
7I011210202102
II120022010210
8I111010010211
II022121121022
9I211120121020
II100211202101
10I122111102011
II210120210122
11I110110210120
II211202021201
12I021120021202
II112102102010
13I112111100222
II001121211000
14I011121211001
II221010022112
15I211022022110
II022100100221
16I010210201210
II121021012021
17I111111012022
II222222120100
18I112201120101
II220012201212
Table 7:

18 choice sets, design 4.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I111200121000
II000111202111
2I120101011112
II002010122220
3I202120000001
II020002111112
4I110121101121
II022202112202
5I021211112200
II110021220011
6I110111220012
II201120001120
7I210112202102
II121022010210
8I012212010211
II120121121022
9I112112121020
II210201202101
10I211011102011
II100122210122
11I012102210120
II111211021201
12I211112021202
II102201102010
13I101112100222
II010220211000
14I212111211001
II121202022112
15I111211022110
II022100100221
16I212110201210
II021022012021
17I001011012022
II112122120100
18I011121120101
II120012201212
Table 8:

18 choice sets, design 5.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I210100121000
II011022202111
2I210102011112
II002220122220
3I121110000001
II010202111112
4I120110101121
II202201212202
5I011120112200
II202222220011
6I012221220012
II121002001120
7I110121202102
II222200010210
8I001111010211
II210020121022
9I021101121020
II200210202101
10I111010102011
II222221210122
11I211021210120
II020110021201
12I111201021202
II212011102010
13I021121100222
II112200211000
14I101110211001
II210221022112
15I011110022110
II122011100221
16I111112201210
II010221012021
17I221212012022
II112120120100
18I201111120101
II112202201212
Table 9:

18 choice sets, design 6.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I222000121000
II000122202111
2I012121011112
II010210122220
3I210202000001
II001012111112
4I012022101121
II101100212202
5I120110112200
II011202220011
6I100100020012
II022011001120
7I122111202102
II021102010210
8I202002010211
II120110121022
9I011020121020
II202121202101
10I121202102011
II002111210122
11I101011210120
II212202021201
12I002101021202
II210022102010
13I220212100222
II101000211000
14I001122211001
II222201022112
15I221112022110
II122221100221
16I020101201210
II201110012021
17I110111012022
II211020120100
18I121111120101
II222222201212
Table 10:

18 choice sets, design 7.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I011022121000
II200211202111
2I211210011112
II020001122220
3I112101000001
II012020111112
4I011011101121
II220200212202
5I011212112200
II220011220011
6I222122020012
II010211101120
7I022101000102
II100212000210
8I121221010211
II210000121022
9I212212121020
II220001202101
10I010121102011
II101000210122
11I022210210120
II110121021201
12I221120021202
II110101102010
13I112101100222
II202011211000
14I220111211001
II111100022112
15I112001022110
II000110100221
16I212220201210
II102011012021
17I012021012022
II121102120100
18I011011120101
II102122201212
Table 11:

18 choice sets, design 8.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I001211121000
II212100202111
2I001100011112
II212012122220
3I001110000001
II110201111112
4I021201101121
II202111212202
5I001101112200
II212010220011
6I011001020012
II120120101120
7I221101000102
II100222111210
8I100210110211
II012001121022
9I111111121020
II220010202101
10I212111102011
II122202210122
11I211112210120
II100021021201
12I111112021202
II202201102010
13I021121100222
II100212211000
14I110011211001
II202122022112
15I011222022110
II120110100221
16I112112201210
II221001012021
17I211011012022
II020202120100
18I211211120101
II122022201212
Table 12:

18 choice sets, design 9.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I120112121000
II211020202111
2I100122011112
II221111122220
3I010012000001
II201121111112
4I110120101121
II201011212202
5I022102112200
II210220220011
6I000222020012
II211110101120
7I010022000102
II001110111210
8I021112110211
II210021221022
9I100011002000
II121222000100
10I001011102011
II110122210122
11I010211210120
II121020021201
12I112121021202
II020200102010
13I012111100222
II200202211000
14I120221211001
II102002022112
15I102111022110
II010000100221
16I121111201210
II100220012021
17I011201012022
II122112120100
18I002110120101
II110011201212
Table 13:

18 choice sets, design 10.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I010201121000
II102010202111
2I200211011112
II122000122220
3I022011000001
II202220111112
4I020110101121
II102202212202
5I111121112200
II200210220011
6I222111020012
II122000101120
7I012011000102
II221200111210
8I111211110211
II002020221022
9I102001002000
II022212110111
10I021221200000
II112102010000
11I110101210120
II022012021201
12I111011021202
II020102102010
13I121101100222
II100212211000
14I112111211001
II101002022112
15I101212022110
II120020100221
16I111110201210
II002221012021
17I201121012022
II112012120100
18I221112120101
II120221201212
Table 14:

27 choice sets, design 1.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I012202221001
II201120002112
2I212111011221
II011220122002
3I211202022201
II000121100012
4I022012000022
II212221111100
5I220120010100
II102212121211
6I211012021010
II220121102121
7I201122002212
II212211110020
8I220212012120
II112121120201
9I011110020112
II122022101220
10I222122100200
II121010211011
11I112200112011
II121211220122
12I211022122022
II122110200100
13I021100102110
II112212210221
14I111122111102
II222011222210
15I122221120220
II211102201001
16I221111101111
II002222212222
17I122121111222
II201010222000
18I120200120001
II201021201112
19I121221200121
II112112011202
20I111020212000
II020212020111
21I110101221102
II001220002210
22I112212201020
II000101012101
23I100202210012
II012011021120
24I111110222121
II200201000202
25I101101202202
II022022010010
26I110111210211
II022022021022
27I011112221210
II102021002021
Table 15:

27 choice sets, design 2.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I221101221001
II200220002112
2I211001001221
II001211222002
3I122121022201
II110010100012
4I012011000022
II201220111100
5I212212010100
II101001121211
6I122212021010
II020121102121
7I202111002212
II120220110020
8I012102012120
II101011120201
9I221110020112
II202222101220
10I111022100200
II220111211011
11I011111112011
II120022220122
12I210111122022
II021220200100
13I211122102110
II102211210221
14I001112111102
II212201222210
15I211111120220
II000001201001
16I011221101111
II002002212222
17I211110111222
II000201222000
18I012122120001
II101021201112
19I121221200121
II202002011202
20I111020212000
II222101020111
21I110121221102
II222212002210
22I111101201020
II220010012101
23I102121210012
II221010021120
24I111112222121
II222221000202
25I221102202202
II012220010010
26I110111210211
II221222021022
27I011211221210
II222120002021
Table 16:

27 choice sets, design 3.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I110022221001
II001100002112
2I102221001221
II010112112002
3I100212002201
II022122200012
4I112010000022
II200221111100
5I021101010100
II100112121211
6I001101021010
II202210102121
7I021111002212
II110122110020
8I211021012120
II022112120201
9I012100020112
II111212101220
10I011211100200
II122100211011
11I220111112011
II101222220122
12I112112122022
II221220200100
13I201111102110
II112200210221
14I221111111102
II112220222210
15I110012120220
II021110201001
16I011110101111
II212001212222
17I111210111222
II022022222000
18I011111120001
II120200201112
19I211111200121
II002002011202
20I021010212000
II202202020111
21I002111221102
II111202002210
22I211001201020
II022122012101
23I121111210012
II212202021120
24I011112222121
II122221000202
25I111121202202
II102210010010
26I102120210211
II011201021022
27I011211221210
II122022002021
Table 17:

27 choice sets, design 4.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I020011221001
II102200002112
2I021112001221
II120000112002
3I220111002201
II022020110012
4I001122100022
II211001011100
5I012020010100
II200101121211
6I002021021010
II220112102121
7I012221002212
II201002110020
8I210011012120
II121202120201
9I111220020112
II020012101220
10I002111100200
II210022211011
11I202111112011
II011222220122
12I011011122022
II120120200100
13I121120102110
II221201210221
14I112011111102
II000122222210
15I012210120220
II121122201001
16I201112101111
II111221212222
17I011112111222
II122021222000
18I101111120001
II012222201112
19I111101200121
II222212011202
20I211212212000
II102121020111
21I221111221102
II110212002210
22I111221201020
II022112012101
23I011221210012
II102002021120
24I112121222121
II020200000202
25I010111202202
II121202010010
26I021112210211
II110201021022
27I201120221210
II012001002021
Table 18:

27 choice sets, design 5.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I221001221001
II002112002112
2I001221001221
II112002112002
3I002201002201
II110012110012
4I100022100022
II211100011100
5I020000010100
II000001121211
6I021010021010
II102121102121
7I002212002212
II110020110020
8I012120012120
II120201120201
9I020112020112
II101220101220
10I100200100200
II211011211011
11I112011112011
II220122220122
12I122022122022
II200100200100
13I102110102110
II210221210221
14I111102111102
II222210222210
15I211110120220
II100022201001
16I002121101111
II220200212222
17I221022111222
II012100222000
18I201121120001
II022202201112
19I021121200121
II202112011202
20I221101212000
II002010020111
21I111010221102
II002121002210
22I012211201020
II020102012101
23I211111210012
II112002021120
24I222110222121
II001121000202
25I012112202202
II221220010010
26I121112210211
II202220021022
27I101112221210
II222121002021
Table 19:

27 choice sets, design 6.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I210111221001
II122000002112
2I211100001221
II020021112002
3I211211002201
II010100110012
4I110112100022
II002010211100
5I101202020000
II020020101111
6I011221221010
II222202002121
7I011112002212
II200001110020
8I110110012120
II002021120201
9I112201020112
II120010101220
10I111011100200
II000122211011
11I122222112011
II010110220122
12I211222122022
II122010200100
13I012012102110
II000221210221
14I221021111102
II102210222210
15I212110120220
II010212201001
16I221011101111
II110101212222
17I111211111222
II002200222000
18I201110120001
II022201201112
19I011110200121
II102201011202
20I111101212000
II002212020111
21I211212221102
II012121002210
22I211110201020
II110021012101
23I111211210012
II012122021120
24I111110222121
II000222000202
25I211111202202
II110220010010
26I111211210211
II202020021022
27I100111221210
II221220002021
Table 20:

27 choice sets, design 7.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I022101221001
II201212002112
2I010022001221
II221111112002
3I000120002201
II211001110012
4I022211100022
II101020211100
5I021101020000
II112020101111
6I020110221010
II201001002121
7I102222000010
II011020200000
8I012112012120
II221221120201
9I011121020112
II120012101220
10I002022100200
II110200211011
11I011112112011
II100021220122
12I101111122022
II212000200100
13I212202102110
II120111210221
14I210211111102
II101102222210
15I121120120220
II200102201001
16I112211101111
II200122212222
17I001111111222
II212022222000
18I221112120001
II012221201112
19I211111200121
II122222011202
20I021122212000
II102210020111
21I110111221102
II221020002210
22I211122201020
II022201012101
23I011100210012
II122011021120
24I010022222121
II221101000202
25I112111202202
II020212010010
26I011212210211
II122120021022
27I022111221210
II111222002021
Table 21:

27 choice sets, design 8.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I011021221001
II200112002112
2I220211001221
II102100112002
3I002210002201
II221002110012
4I011100100022
II200011211100
5I110221020000
II001012101111
6I222010221010
II101122002121
7I121111000010
II220000111121
8I010001000100
II202210000001
9I012111020112
II220202101220
10I021011100200
II212200211011
11I002211112011
II210020220122
12I121211122022
II012022200100
13I011121102110
II122010210221
14I010111111102
II122022222210
15I110212120220
II101001201001
16I011101101111
II120012212222
17I121201111222
II212112222000
18I211111120001
II102220201112
19I001121200121
II112202011202
20I211111212000
II102200020111
21I112111221102
II021222002210
22I201111201020
II012200012101
23I011202210012
II222121021120
24I110211222121
II022100000202
25I011011202202
II120122010010
26I111111210211
II022020021022
27I111101221210
II000212002021
Table 22:

27 choice sets, design 9.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I002212221001
II210100002112
2I110121001221
II002001112002
3I211100002201
II100012110012
4I100202100022
II011022211100
5I102110020000
II210001101111
6I111010221010
II000222002121
7I010122000010
II101200111121
8I012221000100
II221112111211
9I012112020112
II221220101220
10I012211100200
II200122211011
11I121101112011
II210012220122
12I110111122022
II101022200100
13I012111102110
II220202210221
14I100111111102
II012222222210
15I202111120220
II110020201001
16I211021101111
II122112212222
17I011121111222
II102012222000
18I002011120001
II110122201112
19I222111200121
II010202011202
20I111110212000
II222221020111
21I021102221102
II100110002210
22I120111201020
II211222012101
23I211121210012
II122010021120
24I012111222121
II121022000202
25I211211202202
II122122010010
26I011110210211
II122221021022
27I012121221210
II110212002021
Table 23:

27 choice sets, design 10.

Choice setAlternativeDB-errorEntropy
AttributesAttributes
1I011101221001
II202010002112
2I002012001221
II110100112002
3I002120002201
II210212110012
4I002101100022
II121020211100
5I011022020000
II100102101111
6I002222221010
II110002002121
7I000211000010
II212000111121
8I201110000100
II120001111211
9I101001020112
II010110101220
10I221212010000
II112120000001
11I111121112011
II002212220122
12I112022122022
II021100200100
13I001001102110
II210112210221
14I122102111102
II011210222210
15I021110120220
II110221201001
16I001211101111
II112102212222
17I101112111222
II212200222000
18I111211120001
II000122201112
19I011011200121
II100122011202
20I111202212000
II022011020111
21I111021221102
II002110002210
22I012111201020
II101222012101
23I111111210012
II222202021120
24I111101222121
II010212000202
25I111102202202
II222010010010
26I211012210211
II122221021022
27I111211221210
II020002002021

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Published Online: 2016-4-30
Published in Print: 2016-6-1

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