estfun.gmnl

<p>a fitted model of class <code>gmnl</code>.</p>

<p>It extracts the gradient for each observation evaluated at the estimated parameters for an object of class <code>gmnl</code>.</p>

An implementation of maximum simulated likelihood method for the
estimation of multinomial logit models with random coefficients as presented by Sarrias and Daziano (2017) <doi:10.18637/jss.v079.i02>.
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.

Mauricio Sarrias

gmnl

estfun.gmnl: Gradient for Observations

Description

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References