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gmnl (version 1.1-3.2)

Multinomial Logit Models with Random Parameters

Description

An implementation of maximum simulated likelihood method for the estimation of multinomial logit models with random coefficients as presented by Sarrias and Daziano (2017) . Specifically, it allows estimating models with continuous heterogeneity such as the mixed multinomial logit and the generalized multinomial logit. It also allows estimating models with discrete heterogeneity such as the latent class and the mixed-mixed multinomial logit model.

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Version

Install

install.packages('gmnl')

Monthly Downloads

1,185

Version

1.1-3.2

License

GPL (>= 2)

Last Published

May 27th, 2020

Functions in gmnl (1.1-3.2)

vcov.gmnl

vcov method for gmnl objects
wtp.gmnl

Compute Willingness-to-pay
getSummary.gmnl

Get Model Summaries for Use with "mtable"
bread.gmnl

Bread for Sandwiches
plot.gmnl

Plot of the Distribution of the Conditional Expectation of Random Parameters
estfun.gmnl

Gradient for Observations
gmnl

Estimate Multinomial Logit Models with Observed and Unobserved Individual Heterogeneity.
effect.gmnl

Get the Conditional Individual Coefficients
AIC.gmnl

Akaike's Information Criterion
gFormula

Model Formula for Multinomial Logit Models
cov.gmnl

Functions for Correlated Random Parameters