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.


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Reference manual

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install.packages("mnlogit")

1.2.6 by Asad Hasan, a year ago


Browse source code at https://github.com/cran/mnlogit


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