Package index • rblp

Problem Setup

Define model formulations and create estimation problems.

blp_formulation(): Create a BLP formulation
BLPFormulation: BLP Model Formulation
blp_problem(): Create a BLP Problem
BLPProblem: BLP Problem

Estimation Configuration

Configure integration, iteration, and optimization for estimation.

blp_integration(): Create integration configuration
BLPIntegration: Integration Configuration
blp_iteration(): Create iteration configuration
BLPIteration: Iteration Configuration
blp_optimization(): Create optimization configuration
BLPOptimization: Optimization Configuration

Results

Post-estimation analysis: elasticities, surplus, mergers, and more.

BLPResults: BLP Estimation Results

Simulation

Simulate equilibrium data for testing and Monte Carlo studies.

blp_simulation(): Create a BLP Simulation
BLPSimulation: BLP Simulation
BLPSimulationResults: BLP Simulation Results
build_id_data(): Build Balanced ID Data

Micro Moments

Match micro-level data moments to model predictions.

micro_dataset(): Create a Micro Dataset
MicroDataset: Micro Dataset
micro_part(): Create a Micro Part
MicroPart: Micro Part
micro_moment(): Create a Micro Moment
MicroMoment: Micro Moment

Instruments and Data Construction

Construct instruments and generate panel structures.

build_blp_instruments(): Build BLP Instruments (Sums of Characteristics)
build_differentiation_instruments(): Build Differentiation Instruments (Gandhi & Houde 2020)
build_custom_ownership(): Build Custom Ownership Matrix

Bundled Datasets

Bundled empirical datasets for replicating published results. The Nevo (2000) cereal data and BLP (1995) automobile data are the standard benchmarks in the differentiated products literature.

load_nevo_products(): Load Nevo (2000) cereal product data
load_nevo_agents(): Load Nevo (2000) cereal agent data
load_blp_products(): Load BLP (1995) automobile product data
load_blp_agents(): Load BLP (1995) automobile agent data
nevo_products: Nevo (2000) Cereal Product Data
nevo_agents: Nevo (2000) Cereal Agent Data
blp_products: BLP (1995) Automobile Product Data
blp_agents: BLP (1995) Automobile Agent Data
load_mixtape_products(): Load Mixtape Sessions cereal product data
load_mixtape_demographics(): Load Mixtape Sessions cereal demographic data
prepare_mixtape_data(): Prepare Mixtape product data for rblp estimation
mixtape_products: Mixtape Sessions Cereal Product Data
mixtape_demographics: Mixtape Sessions Cereal Demographic Data
load_otc_products(): OTC Drug Product Data (baby_BLP)

Options

Package-wide configuration options.

rblp_options(): Get or Set rblp Package Options

Package

rblp-package rblp: rblp: BLP Demand Estimation for Differentiated Products