[R] Multinomial Nested Logit package in R?

[Sung, Iyue]

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
> 
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