constraints and model averaging

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constraints and model averaging

Postby mpburton » Thu Feb 20, 2025 11:45 am

In a forum post from 2020 Michiel said that it isn't possible to add constraints on the design if using model averaging.

However, when I run the code below (which has 2 models, and reject conditions ), it seems to impose the restrictions appropriately. Has there been an update? Should I trust the design that's being generated? I am using version 1.4.0

thanks

Michael

Code: Select all
Design

;alts(m1)=alt1, alt2,alt3

;alts(m2)=alt1, alt2,alt3

;rows=1000

;block=200

;eff=m1(mnl,d)+m2(mnl,d)

;require:

alt2.m<=alt1.m,

alt2.cost<alt3.cost,

alt2.time<=alt1.time,

alt2.risk<=alt1.risk

;reject:

alt1.risk >= 2 and alt2.risk <1,

alt1.time > 0.360 and alt2.time <0.180

;alg = mfederov

;model(m1):

U(alt1)=

mb[-0.1]*m[5,4,3,2,1]+

t[-0.1]*time[0.007,0.014,0.03,0.045,0.09,0.182,0.365,0.73,1.825,3.65,7.3]+

r[-0.1]*risk[0.01,0.02,0.04,0.08,0.15,0.26,1,2,3, 5,10,15,26]

/

U(alt2)=

mb[-0.1]*m[5,4,3,2,1]+

t[-0.1]*time[0.007,0.014,0.03,0.045,0.09,0.182,0.365,0.73,1.825,3.65,7.3]+

r[-0.1]*risk[0.01,0.02,0.04,0.08,0.15,0.26,1,2,3, 5,10,15,26]+

cost[-0.0002]*cost[5,10,15,25, 50, 100, 250,500,1000,2000,5000,10000]

/

U(alt3)=cost*cost

;model(m2):

U(alt1)=

mb[-0.2]*m[5,4,3,2,1]+

t[-0.3]*time[0.007,0.014,0.03,0.045,0.09,0.182,0.365,0.73,1.825,3.65,7.3]+

r[-0.4]*risk[0.01,0.02,0.04,0.08,0.15,0.26,1,2,3, 5,10,15,26]

/

U(alt2)=

mb[-0.2]*m[5,4,3,2,1]+

t[-0.3]*time[0.007,0.014,0.03,0.045,0.09,0.182,0.365,0.73,1.825,3.65,7.3]+

r[-0.4]*risk[0.01,0.02,0.04,0.08,0.15,0.26,1,2,3, 5,10,15,26]+

cost[-0.0002]*cost[5,10,15,25, 50, 100, 250,500,1000,2000,5000,10000]

/

U(alt3)=cost*cost

$
mpburton
 
Posts: 4
Joined: Mon Jul 15, 2019 11:16 am

Re: constraints and model averaging

Postby Michiel Bliemer » Sat Feb 22, 2025 9:12 am

Constraints should work in version 1.4.0. I do not remember in what context I have said that, and whether there were some limitations in the version from 5 years ago, but constraints can be applied with model averaging.

What does not work is applying different constraints per model; the constraints will always be applied across all specified models.

Michiel
Michiel Bliemer
 
Posts: 1936
Joined: Tue Mar 31, 2009 4:13 pm

Re: constraints and model averaging

Postby mpburton » Sun Feb 23, 2025 3:51 pm

Good to know that we can use this design.

And sorry, should have added the link:

https://choice-metrics.com/forum/viewtopic.php?f=2&t=749

Its point 5) . I may have misinterpreted it.

Michael
mpburton
 
Posts: 4
Joined: Mon Jul 15, 2019 11:16 am


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