[R] Multinomial Nested Logit package in R?

[David C. James]

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