Multinomial Logit Models with Continuous and Discrete Individual Heterogeneity in R: The gmnl Package
This paper introduces the package gmnl in R for estimation of multinomial logit models with unobserved heterogeneity across individuals for cross-sectional and panel (longitudinal) data. Unobserved heterogeneity is modeled by allowing the parameters to vary randomly over individuals according to a c...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2017-07-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/3201 |