Optimal design for probit choice models with dependent utilities

DOI10.1080/02331888.2021.1888292MaRDI QIDQ4987651zbMATH OpenOpenAlexFDO

Authors Ulrike Graßhoff, Heiko Großmann, Heinz Holling, Rainer Schwabe

Publication date 3 May 2021

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.09036

zbMATH Keywords

dependent part-worthsdiscrete choice modelmultinomial probit modeloptimal designpaired comparison

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Optimal statistical designs (62K05) Applications of statistics to psychology (62P15)

Abstract: In this paper we derive locally D-optimal designs for discrete choice experiments based on multinomial probit models. These models include several discrete explanatory variables as well as a quantitative one. The commonly used multinomial logit model assumes independent utilities for different choice options. Thus, D-optimal optimal designs for such multinomial logit models may comprise choice sets, e.g., consisting of alternatives which are identical in all discrete attributes but different in the quantitative variable. Obviously such designs are not appropriate for many empirical choice experiments. It will be shown that locally D-optimal designs for multinomial probit models supposing independent utilities consist of counterintuitive choice sets as well. However, locally D-optimal designs for multinomial probit models allowing for dependent utilities turn out to be reasonable for analyzing decisions using discrete choice studies.

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Cited in

(4)

• \(D\)-optimal conjoint choice designs with no-choice options for a nested logit model
• Optimal choice designs for the main effects plus specified two-factor interaction effects model for binary attributes
• Optimal design for discrete choice experiments
• A-optimal and A-efficient designs for discrete choice experiments

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