Multinomial Logit Models with Random Parameters
Overview
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.
NEW FEATURES
- Fixed compatibility with mlogit >= 2.0-0 and dfidx-based mlogit.data objects. This restores latent-class model estimation with recent versions of mlogit, including examples using the Fishing and Electricity data sets.
- Fixed mixed-mixed logit models when some coefficients are fixed and others are random. Previously, model = "mm" could fail when ranp did not include all variables in the utility specification.
- For mixed-mixed logit models,
Qirnow stores both prior class probabilities (wnq) and posterior class probabilities (qir).
From inst/NEWS.Rd in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-03-10
Documentation
- Help pages
- 11
- Examples that run
- 50%3 run in a plain check · 3 never run
- Exported functions with examples
- 50%
- Documented parameters
- 91%
- Return-value docs
- 75%
- Help pages citing references
- 64%
Downloads
Dependencies
Installing gmnl adds 31 packages (18 with compiled code, 15 MB of source tarballs). Heaviest: Rcpp 1.8 MB, sandwich 1.4 MB, micsr 1.2 MB.
Code & Tests
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Package metadata
- First published
- 2015-02-23
- Total releases
- 7 / 11 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.6.0
- Download size
- 35 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("gmnl")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.18637/jss.v079.i02.
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