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reproduce_Chidmi_Milk_paper.R
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reproduce_Chidmi_Milk_paper.R
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# reproduce Chidmi Milk Papaer reults
rm(list=ls())
cat("\014")
#library(hdm)
library(ucminf)
library(Rcpp)
library(mvQuad)
library(numDeriv)
library(randtoolbox)
library(rngWELL)
library(R.matlab)
#library(SQUAREM)
library(AER)
#library(BB)
Rcpp::sourceCpp('/Users/malooney/Google Drive/digitalLibrary/*BLP_Algos/BLP_Algos/cppFunctions.cpp')
source('/Users/malooney/Google Drive/digitalLibrary/*BLP_Algos/BLP_Algos/helperFunctions.R')
source('/Users/malooney/Google Drive/digitalLibrary/*BLP_Algos/BLP_Algos/estimateBLP1.R')
source('/Users/malooney/Google Drive/digitalLibrary/*BLP_Algos/BLP_Algos/generics.R')
milkdata <- readMat("/Users/malooney/Google Drive/digitalLibrary/*BLP_Algos/BLP_Algos/BLP_Chidmi_Matlab_Code/milkdata.mat")
nmkt=58 # number of markets
nbrn=6 # number of brands
data.milk <- data.frame("constant"= rep(1, times=nmkt*nbrn),
"cdid"= rep(1:nmkt, each = nbrn, times = 1),
"price.Alb"= milkdata$X1[,1],
"promo.Alb"= milkdata$PP[,1]/100,
"PL1"= milkdata$PL[,1],
"MCD.rFat"= milkdata$F[,1],
"SD.Alb"= milkdata$S[,1],
"Obsp"= milkdata$Obsp,
"electricity.iv"= milkdata$elect,
"packaging.indx.iv"= milkdata$pack/100,
"rawMilkPrice.iv"= milkdata$pf,
"wage.iv"= milkdata$wage/10,
"interest1.iv"= milkdata$int1,
"interest2.iv"= milkdata$int2,
"interest3.iv"= milkdata$int3,
"pr.iv"= milkdata$pr,
"PL1.iv"= milkdata$PL[,1],
"PL2.iv"= milkdata$PL[,2],
"share"= milkdata$s[,1]
)
IV <- data.frame(cbind(milkdata$I, milkdata$pr, milkdata$PL))
outshr <- function(share, cdid, nmkt, nbrn){ # function to calculate outshr
cdindex <- seq(nbrn, nbrn*nmkt, nbrn) # indexes the markets
temp <- cumsum(share)
sum1 <- temp[cdindex]
sum1[2:length(sum1)] <- diff(sum1)
outshr <- 1- sum1[cdid]
return(outshr)
}
outshr <- data.frame(outshr= outshr(data.milk$share, data.milk$cdid, nmkt, nbrn))
data.milk <- cbind(data.milk, outshr, IV)
iv.names <- sprintf("X%d",seq(1:45))
iv.names <- paste(paste(iv.names, collapse=" + "))
summary(simple.logit <- lm( log(share)- log(outshr)~ 0+ price.Alb+ promo.Alb+ PL1+ MCD.rFat+ SD.Alb+ Obsp, data= data.milk))
summary( iv.simple.logit <- ivreg(log(share)- log(outshr)~ 0+ price.Alb+
promo.Alb+ PL1+ MCD.rFat+ SD.Alb+ Obsp |
X1 + X2 + X3 + X4 + X5 + X6 + X7 + X8 +
X9 + X10 + X11 + X12 + X13 + X14 + X15 +
X16 + X17 + X18 + X19 + X20 + X21 + X22 +
X23 + X24 + X25 + X26 + X27 + X28 + X29 +
X30 + X31 + X32 + X33 + X34 + X35 + X36 +
X37+ X38 + X39 + X40 + X41 + X42 + X43 +
X44 + X45, data=data.milk))
eii <- data.frame(eii= 1* simple.logit$coefficients[2]* data.milk$price.Alb* (1- data.milk$share))
Xlin = c("price.Alb",
"promo.Alb",
"PL1",
"MCD.rFat",
"SD.Alb",
"Obsp")
Xrandom = c("constant",
"price.Alb",
"promo.Alb",
"PL1",
"MCD.rFat",
"SD.Alb")
Xexo = c("promo.Alb",
"PL1",
"MCD.rFat",
"SD.Alb",
"Obsp")
instruments = c("X1", "X2", "X3", "X4", "X5", "X6", "X7", "X8", "X9", "X10",
"X11", "X12", "X13", "X14", "X15", "X16", "X17", "X18", "X19",
"X20", "X21", "X22", "X23", "X24", "X25", "X26", "X27", "X28",
"X29", "X30", "X31", "X32", "X33", "X34", "X35", "X36", "X37",
"X38", "X39", "X40", "X41", "X42", "X43", "X44", "X45")
cdid_demog <- data.frame("cdid"= 1:(nmkt))
v <- milkdata$v
weights <- matrix(rep(1/20, 20), nrow=20)
demogr <- milkdata$demogr # reproduce Chidmi
Demog_income <- cbind(cdid_demog, demogr[,1:20])
Demog_kids <- cbind(cdid_demog, demogr[,21:40])
demographics <- c("income", "kids")
demographicData <- list("income"= Demog_income,
"kids"= Demog_kids)
K <- length(Xrandom) # number of random coefficients
data.milk$starting.delta <- iv.simple.logit$fitted.values+ rnorm(length(data.milk$cdid), mean=0, sd= abs(iv.simple.logit$residuals))
starting.theta2 <- matrix(c(2.0682, 2.1000, 1.0473,
1.5541, 2.0352, -0.8324,
0.6403, 2.6775, 1.3040,
-0.3018, 1.2227, 3.4240,
0.6605, 3.1289, 1.8451,
1.0198, 0.8942, 1.3901),
nrow= K,
ncol= length(demographics)+ 1,
byrow = TRUE)
#starting.theta2 <- matrix( rnorm(K*(length(demographics)+ 1), mean= 0, sd= 3), nrow= K, ncol= 1 )
rm(milkdata, outshr, IV, iv.names, simple.logit, iv.simple.logit, eii, cdid_demog, Demog_income, Demog_kids, demogr)
oneRun <- function(.){
estimateBLP1(Xlin = Xlin,
Xrandom = Xrandom,
Xexo = Xexo,
instruments = instruments,
shares = "share",
cdid = "cdid",
productData = data.milk,
demographics = demographics,
demographicData = demographicData,
starting.guesses.theta2 = starting.theta2,
solver.control = list(maxeval = 5000,
solver.reltol= 1e-2), #outer tol),
solver.method = "BFGS",
starting.guesses.delta = data.milk$starting.delta,
blp.control = list(inner.tol = 1e-6,
inner.maxit = 5000),
integration.control= list(method= "MC",
amountNodes= 20,
nodes= v,
weights=weights,
seed= NULL,
output= TRUE),
postEstimation.control= list(standardError = "robust",
extremumCheck = TRUE,
elasticities = "price.Alb"),
printLevel = 1)}
library(parallel)
#cl <- makeCluster(1)
start <- Sys.time()
multi_Run_milk <- mclapply(X= 1:1, FUN= oneRun, mc.cores= 1)
end <- Sys.time()
time <- end- start
time
#stopCluster(cl)
#rm(cl)
summary(multi_Run_milk[[1]])
# source('/Users/malooney/Google Drive/digitalLibrary/*BLP_Algos/BLP_Algos/results_shape.R')
#
# multi_Run_milk_res <- results_shape(multi_Run_milk)
#
# par(mfrow=c(4,4))
# plot(density(multi_Run_milk_res[,1]), xlim=c(-6, 4), main="PriceAlb linear")
# rug(jitter(multi_Run_milk_res[,1]))
# plot(density(multi_Run_milk_res[,2]), xlim=c(-6, 4), main="PromoAlb linear")
# rug(jitter(multi_Run_milk_res[,2]))
# plot(density(multi_Run_milk_res[,4]), xlim=c(-6, 4), main="Milk D.rFat linear")
# rug(jitter(multi_Run_milk_res[,4]))
# plot(density(multi_Run_milk_res[,5]), xlim=c(-6, 4), main="Store D linear")
# rug(jitter(multi_Run_milk_res[,5]))
#
# plot(density(multi_Run_milk_res[,13]), xlim=c(-6, 4), main="constant rc")
# rug(jitter(multi_Run_milk_res[,13]))
# plot(density(multi_Run_milk_res[,14]), xlim=c(-6, 4), main="priceAlb rc")
# rug(jitter(multi_Run_milk_res[,14]))
# plot(density(multi_Run_milk_res[,17]), xlim=c(-6, 4), main="Milk D.rFat linear rc")
# rug(jitter(multi_Run_milk_res[,17]))
# plot(density(multi_Run_milk_res[,18]), xlim=c(-6, 4), main="Store D rc")
# rug(jitter(multi_Run_milk_res[,18]))
#
# plot(density(multi_Run_milk_res[,19]), xlim=c(-6, 4), main="income constant rc")
# rug(jitter(multi_Run_milk_res[,19]))
# plot(density(multi_Run_milk_res[,20]), xlim=c(-6, 4), main="income priceAlb rc")
# rug(jitter(multi_Run_milk_res[,20]))
# plot(density(multi_Run_milk_res[,23]), xlim=c(-6, 4), main="income Milk D.rFat linear rc")
# rug(jitter(multi_Run_milk_res[,23]))
# plot(density(multi_Run_milk_res[,24]), xlim=c(-6, 4), main="income Store D rc")
# rug(jitter(multi_Run_milk_res[,24]))
#
# plot(density(multi_Run_milk_res[,25]), xlim=c(-6, 4), main="kids constant rc")
# rug(jitter(multi_Run_milk_res[,25]))
# plot(density(multi_Run_milk_res[,26]), xlim=c(-6, 4), main="kids priceAlb rc")
# rug(jitter(multi_Run_milk_res[,26]))
# plot(density(multi_Run_milk_res[,29]), xlim=c(-6, 4), main="kids Milk D.rFat linear rc")
# rug(jitter(multi_Run_milk_res[,29]))
# plot(density(multi_Run_milk_res[,30]), xlim=c(-6, 4), main="kids Store D rc")
# rug(jitter(multi_Run_milk_res[,30]))