mnlogit: Multinomial Logit Model

Time and memory efficient estimation of multinomial logit models using maximum likelihood method. Numerical optimization performed by Newton-Raphson method using an optimized, parallel C++ library to achieve fast computation of Hessian matrices. Motivated by large scale multiclass classification problems in econometrics and machine learning.

Version: 1.2.5
Imports: mlogit, lmtest, Formula, stats
Suggests: VGAM, nnet
Published: 2016-11-08
Author: Asad Hasan, Wang Zhiyu, Alireza S. Mahani
Maintainer: Asad Hasan <asadhasan32 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: mnlogit citation info
Materials: ChangeLog
In views: Econometrics
CRAN checks: mnlogit results

Downloads:

Reference manual: mnlogit.pdf
Vignettes: Fast Estimation of Multinomial Logit Models: R package mnlogit
Package source: mnlogit_1.2.5.tar.gz
Windows binaries: r-devel: mnlogit_1.2.5.zip, r-release: mnlogit_1.2.5.zip, r-oldrel: mnlogit_1.2.5.zip
OS X Mavericks binaries: r-release: mnlogit_1.2.5.tgz, r-oldrel: mnlogit_1.2.5.tgz
Old sources: mnlogit archive

Reverse dependencies:

Reverse enhances: stargazer, texreg

Linking:

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