[R] Multinomial Nested Logit package in R?

[bady@univ-lyon1.fr]

hi, hi all,

you can consult this link :
http://tolstoy.newcastle.edu.au/R/help/05/11/15455.html

hope this help,

cheers,


P.BADY












Selon "David C. James" <djames at frontierassoc.com>:

> 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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