A common problem in estimation of discrete choice models is that the complete choice set is very large. A good example is supermarket consumer goods, like breakfast cereal, where there are often a hundred or more varieties (SKUs or UPCs) to choose from. In that case, estimation of complex...

The mixed or heterogeneous multinomial logit (MIXL) model has become popular in a number of fields, especially marketing, health economics, and industrial organization. In most applications of the model, the vector of consumer utility weights on product attributes is assumed to have a...