Dear R-Help, I'm hoping to find a Multinomial Nested Logit package in R. It would be great to find something analogous to "PROC MDC" in SAS:> The MDC (Multinomial Discrete Choice) procedure analyzes models > where the > choice set consists of multiple alternatives. This procedure > supports conditional logit, > mixed logit, heteroscedastic extreme value, nested logit, and > multinomial probit mod- > els. The MDC procedure uses the maximum likelihood (ML) or > simulated maximum > likelihood method for model estimation. Since the term multinomial > logit is often > used instead of conditional logit in econometrics literature, the > term simple multino- > mial logit is used here to denote the model used by Schmidt and > Strauss (1975), while > multinomial logit is used as a synonym of conditional logit.I found this web site useful in comparing various categorical dependent variable models, but it only addresses SAS, STATA, LIMDEP, and SPSS: http://www.indiana.edu/~statmath/stat/all/cdvm/cdvm1.html I have searched using: 1. Google> site:r-project multinomial nested logit 2. Google> site:r-project.org multinomial discrete choice 3. R> help.search("multinomial nested logit") No help files found matching ?multinomial nested logit? using fuzzy matching 4. R> help.search("multinomial discrete choice") No help files found matching ?multinomial discrete choice? using fuzzy matching Possibilities that seem unclear and/or not very promising: 1. It is my understanding that the multinom function in the nnet package does NOT do nested models. 2. The MNP (multinomial probit) package is close, but I want a logit, not probit, model. 3. http://www.r-project.org/nocvs/mail/r-help/2002/4394.html On Wed, 29 May 2002, Vumani Dlamini wrote:> > Has anyone implemented the conditional logit and/or the nested > logit model > > in R? > > Conditional logistic regression is clogit() in the survival package.But the survival package didn't seem to have what I needed. Am I overlooking anything? Are there any synonyms that I should be using for the search? I would appreciate any pointers or suggestions. Thanks, -David
Peter Rossi has a package "bayesm" for various flavors of choice models.> -----Original Message----- > From: r-help-bounces at stat.math.ethz.ch > [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of David C. James > Sent: Monday, November 21, 2005 12:18 PM > To: r-help at stat.math.ethz.ch > Subject: [R] Multinomial Nested Logit package in R? > > Dear R-Help, > > I'm hoping to find a Multinomial Nested Logit package in R. > It would be great to find something analogous to "PROC MDC" in SAS: > > The MDC (Multinomial Discrete Choice) procedure analyzes > models where > > the choice set consists of multiple alternatives. This procedure > > supports conditional logit, mixed logit, heteroscedastic extreme > > value, nested logit, and multinomial probit mod- els. The MDC > > procedure uses the maximum likelihood (ML) or simulated maximum > > likelihood method for model estimation. Since the term multinomial > > logit is often used instead of conditional logit in econometrics > > literature, the term simple multino- mial logit is used > here to denote > > the model used by Schmidt and Strauss (1975), while > multinomial logit > > is used as a synonym of conditional logit. > > I found this web site useful in comparing various categorical > dependent variable models, but it only addresses SAS, STATA, > LIMDEP, and SPSS: > http://www.indiana.edu/~statmath/stat/all/cdvm/cdvm1.html > > I have searched using: > 1. Google> site:r-project multinomial nested logit 2. Google> > site:r-project.org multinomial discrete choice 3. R> > help.search("multinomial nested logit") No help files found > matching 'multinomial nested logit' using fuzzy matching 4. > R> help.search("multinomial discrete choice") No help files > found matching 'multinomial discrete choice' using fuzzy matching > > Possibilities that seem unclear and/or not very promising: > 1. It is my understanding that the multinom function in the > nnet package does NOT do nested models. > 2. The MNP (multinomial probit) package is close, but I want > a logit, not probit, model. > 3. http://www.r-project.org/nocvs/mail/r-help/2002/4394.html > On Wed, 29 May 2002, Vumani Dlamini wrote: > > > Has anyone implemented the conditional logit and/or the nested > > logit model > > > in R? > > > > Conditional logistic regression is clogit() in the survival package. > But the survival package didn't seem to have what I needed. > Am I overlooking anything? > > Are there any synonyms that I should be using for the search? > I would appreciate any pointers or suggestions. > > Thanks, > -David > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > -------------------------------------------------------------- > -------------- > This e-mail and any attachments may be confidential or\ > ...{{dropped}}
hi, hi all, you can consult this link : http://tolstoy.newcastle.edu.au/R/help/05/11/15455.html hope this help, cheers, P.BADY Selon "David C. James" <djames at frontierassoc.com>:> Dear R-Help, > > I'm hoping to find a Multinomial Nested Logit package in R. It would > be great to find something analogous to "PROC MDC" in SAS: > > The MDC (Multinomial Discrete Choice) procedure analyzes models > > where the > > choice set consists of multiple alternatives. This procedure > > supports conditional logit, > > mixed logit, heteroscedastic extreme value, nested logit, and > > multinomial probit mod- > > els. The MDC procedure uses the maximum likelihood (ML) or > > simulated maximum > > likelihood method for model estimation. Since the term multinomial > > logit is often > > used instead of conditional logit in econometrics literature, the > > term simple multino- > > mial logit is used here to denote the model used by Schmidt and > > Strauss (1975), while > > multinomial logit is used as a synonym of conditional logit. > > I found this web site useful in comparing various categorical > dependent variable models, but it only addresses SAS, STATA, LIMDEP, > and SPSS: > http://www.indiana.edu/~statmath/stat/all/cdvm/cdvm1.html > > I have searched using: > 1. Google> site:r-project multinomial nested logit > 2. Google> site:r-project.org multinomial discrete choice > 3. R> help.search("multinomial nested logit") > No help files found matching ?multinomial nested logit? using fuzzy > matching > 4. R> help.search("multinomial discrete choice") > No help files found matching ?multinomial discrete choice? using > fuzzy matching > > Possibilities that seem unclear and/or not very promising: > 1. It is my understanding that the multinom function in the nnet > package does NOT do nested models. > 2. The MNP (multinomial probit) package is close, but I want a logit, > not probit, model. > 3. http://www.r-project.org/nocvs/mail/r-help/2002/4394.html > On Wed, 29 May 2002, Vumani Dlamini wrote: > > > Has anyone implemented the conditional logit and/or the nested > > logit model > > > in R? > > > > Conditional logistic regression is clogit() in the survival package. > But the survival package didn't seem to have what I needed. Am I > overlooking anything? > > Are there any synonyms that I should be using for the search? I > would appreciate any pointers or suggestions. > > Thanks, > -David > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > >