Estimate matrices of choice probabilities.

For each market, the value in row \(j\) and column i is given by (5) when there are random coefficients, and by (38) when there is additionally a nested structure. For the logit and nested logit models, choice probabilities are market shares.


market_id (object, optional) – ID of the market in which to compute choice probabilities. By default, choice probabilities are computed in all markets and stacked.


Estimated \(J_t \times I_t\) matrices of choice probabilities. If market_id was not specified, matrices are estimated in each market \(t\) and stacked. Columns for a market are in the same order as agents for the market. If a market has fewer agents than others, extra columns will contain numpy.nan.

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