logitr

logitr estimates multinomial (MNL) and mixed logit (MXL) models in R. Models can be estimated using "Preference" space or "Willingness-to-pay (WTP)" space utility parameterizations. The current version includes support for:

• Homogeneous multinomial logit (MNL) models
• Heterogeneous mixed logit (MXL) models (support for normal and log-normal parameter distributions).
• Preference space utility parameterization.
• WTP space utility parameterization.
• A multistart optimization loop with random starting points in each iteration (useful for non-convex problems like MXL models or models with WTP space utility parameterizations).
• A simulation function for computing the expected shares of a set of alternatives using an estimated model.

MXL models assume uncorrelated heterogeneity covariances and are estimated using maximum simulated likelihood based on the algorithms in Kenneth Train's book Discrete Choice Methods with Simulation, 2nd Edition (New York: Cambridge University Press, 2009).

Documentation for installing and using logitr are on the project's github page: