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Keep a given parameter fixed to a predetermined value

Open alvarogutyerrez opened this issue 1 year ago • 2 comments

Hi Cristian Arteaga,

I was wondering if your program allows you to set a subset of parameters to a given value while optimizing the rest of the parameters.

In particular, I am trying to set the cost coefficients to -1 to immediately read the Value of Time (VoT) from time coefficients.

Is that possible?

Best regards! Álvaro

alvarogutyerrez avatar May 26 '23 13:05 alvarogutyerrez

Dear @alvarogutyerrez ,

I apologize for my delayed response. I recently implemented a feature that I think facilitates keeping a fixed parameter to a predetermined value. Please see the discussion in the thread #17, which shows how to use this new feature and provides instructions to install the pre-release version that includes this feature. After testing this feature, I will release in the stable version of the package. You are welcome to provide any comments in case you have the chance to test this feature.

arteagac avatar Jun 13 '23 03:06 arteagac

Hello @alvarogutyerrez, I just wanted to let you know that the latest version of xlogit allows you to specify an additive term that helps to model coefficients kept at a fixed value as well as alternative specific fixed values. The additive term can be included in the fit and predict functions as shown below:

model.fit(..., addit= -1*df['cost'], ...)

This additive term is equivalent to a utility specification with a coefficient of -1 kept fixed throughout the estimation for the cost variable (the portion in squared brackets is the addit term):

$$ U_{j} = \beta_0 + \beta_{1j} x_{1j} + ... + [-1\cdot x_{cost j}]$$

Let me know in case you have questions about this functionality.

arteagac avatar Jun 16 '23 17:06 arteagac