An implementation of maximum simulated likelihood method for the estimation of multinomial logit models with random coefficients. 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.

Documentation

Manual: gmnl.pdf
Vignette: None available.

Maintainer: Mauricio Sarrias <msarrias86 at gmail.com>

Author(s): Mauricio Sarrias*, Ricardo Daziano*, Yves Croissant*

Install package and any missing dependencies by running this line in your R console:

install.packages("gmnl")

Depends R (>= 3.2.1), maxLik, Formula
Imports plotrix, msm, mlogit, truncnorm, stats, graphics, utils
Suggests AER, lmtest, car, memisc
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Package gmnl
Materials
URL http://msarrias.weebly.com/gmnl-package-in-r.html
Task Views Econometrics
Version 1.1-3
Published 2017-07-09
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks gmnl check results
Package source gmnl_1.1-3.tar.gz