Customer relationship management (CRM) typically involves tracking individual customer behavior over time, and using this knowledge to configure solutions precisely tailored to the customers’ and vendors’ needs. In the context of choice, this implies designing longitudinal models of choice...

Modern businesses routinely capture data on millions of observations across subjects, brand SKUs, time periods, predictor variables, and store locations, thereby generating massive high-dimensional datasets. For example, Netflix has choice data on billions of movies selected, user ratings, and...

We propose a multi-index binary response model for analyzing large databases (i.e., with many regressors). We combine many regressors into factors (or indexes) and then estimate the link function via parametric or nonparametric methods. Neither the estimation of factors nor the determination of...