Estimating from RP market share data

[ahcyip]

Hello,

Is there an example and/or additional code available to allow for easy estimation based on RP market shares, as was done in work such as:

Haaf et al. (2014) Sensitivity of Vehicle Market Share Predictions to Discrete Choice Model Specification
Haaf et al. (2016) Forecasting light-duty vehicle demand using alternative-specific constants for endogeneity correction versus calibration
Helveston, Feit, Michalek (2018) Pooling stated and revealed preference data in the presence of RP endogeneity

Arthur ;)

I am embarrassed to admit I am forgetting how the BLP share inversion? and contraction mapping? math/theory translates into the practice of model estimation.

[jhelvy]

Oof, hard question. I just looked back at our 2018 paper and it looks like I wrote a bunch of hand-written R functions, that were quite specific to our experimental setup. I've never done the BLP share thing, and I've also never quite bought the whole argument about the instruments being valid, etc.