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.


Reference manual

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1.2.6 by Asad Hasan, a year ago

Browse source code at

Authors: Asad Hasan , Wang Zhiyu , Alireza S. Mahani

Documentation:   PDF Manual  

Task views: Econometrics

GPL (>= 2) license

Imports mlogit, lmtest, Formula, stats

Suggests VGAM, nnet

Suggested by WeightIt.

Enhanced by stargazer, texreg.

See at CRAN