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I am trying to develop a design where people have gains/losses in t0, and gains/losses in t3. and other attributes. I created some attributes Y0gain, Y0loss, Y3gain, Y3loss. Given prospect theory (losses have greater disutility), and time preferences, each will have a common basis (the utility of ...

Dear Michiel,

Thank you for this answer and advise

Damien

Dear All,

We are making a bayesian design with 2 alternatives + one status quo. We want to optimize the D-efficiency of a MNL formulation with a Bayesian formulation.

The code reads as follows:

Design
;alts = alt1*, alt2*, sq
;rows = 12
;eff = (mnl,d,mean)
;bdraws = gauss(2)
;model:
U(alt1 ...

Thank you again! Damien

Thank you again for your prompt answer.

Is there a citable source that I can read and cite if needed for this aspect? (I am actually trying to address a reviewer comment who says the opposite and claim that my design is not appropriate for this reason). I was convinced that I was right (and you ...

Dear all,

I have a doubt about the minimum number of rows when doing a blocked design.

Suppose I want to make a design with 10 parameters to be estimated and two alternatives The number of parameter is high because of effects.coded variables.

Then the minimum number of rows is 10/(2-1) = 10 ...

Thank you for your help. Damien

Dear Michiel,

My turn to apologize for late reply, I had switched to another project and I am now back on this one.
Thank you for the nice explanations. It is now working properly.

In fact, I am developing something a bit more complex, and I have 7 attributes (5 continuous all with three levels ...

Dear all,

I have difficulties to use pivot with effect-coded attributes.
The following design result in an error:

Design
; alts = alt1, alt2, alt3
; rows = 8
; eff = (mnl,d)
; model:
U(alt1) = b1*coutH.ref[100] + b2*wMH.ref[10] + b3.effects*stabRev.ref[2] /
U(alt2) = b0 + b1*coutH.piv[-100 , 0 ...

Dear John,

Thank you for this very comprehensive and clear (and somehow reassuring) answer. I will look at the eval function more carefully that I had overlooked so far.

Best

Damien