Fast Estimation of Multinomial Logit Models: R Package mnlogit
نویسندگان
چکیده
منابع مشابه
Fast Estimation of Multinomial Logit Models: R Package mnlogit
We present the R package mnlogit for estimating multinomial logistic regression models, particularly those involving a large number of categories and variables. Compared to existing software, mnlogit offers speedups of 10–50 times for modestly sized problems and more than 100 times for larger problems. Running in parallel mode on a multicore machine gives up to 4 times additional speedup on 8 p...
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mlogit is a package for R which enables the estimation the multinomial logit models with individual and/or alternative specific variables. The main extensions of the basic multinomial model (heteroscedastic, nested and random parameter models) are implemented.
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ژورنال
عنوان ژورنال: Journal of Statistical Software
سال: 2016
ISSN: 1548-7660
DOI: 10.18637/jss.v075.i03