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timothyb0912 / pylogit

A python package for estimating conditional logit models.
https://pypi.org/project/pylogit/
BSD 3-Clause "New" or "Revised" License
187 stars 104 forks source link

Weighting #76

Open jlaz opened 3 years ago

jlaz commented 3 years ago

Hey @timothyb0912, It seems that functionality for weighing (particularly for mixed logit) is almost there. I'm wondering if there's a workaround to pass weights to the estimator or if you'd be open to guiding me through the implementation?

It seems like the weights parameter is needed here: https://github.com/timothyb0912/pylogit/blob/cffc9c523b5368966ef2481c7dc30f0a5d296de8/src/pylogit/mixed_logit.py#L592

timothyb0912 commented 3 years ago

Hey @jlaz thanks for brining this up.

I haven't looked at the mixed_logit code in a long time, but because weighting isn't already implemented, my initial instinct is to assume there was something that at the time seemed non-trivial. If so, there wouldn't be an easy workaround. Who knows though I could be wrong.

Guiding you through the implementation sounds like the most fun route to me. Thanks for suggesting and being open to that.

When do you need this completed by? Is there a strict deadline?