mclogit: Mixed conditional logit models in R

The package 'mclogit' implements the estimation of mixed conditional logit models via the PQL method as used in my article published in Electoral Studies. It is published on CRAN. You may also download a local copy of the source package and of the windows version from this website.

The model assumptions of such a model are the following:

The probability that individual chooses alternative from choice set is

with

where are values of independent variables, are parameters (coefficients), and are random effects with a normal distribution.

The package allows to specify that random effects are equal for all individuals within clusters , that is for and , where such clusters also may be nested in a "multi-level" manner.

The "dependent variable" may be a "dummy variable" that is equal to 1 if individual has chosen alternative and 0 if s/he has chosen another alternative. For example, if all individuals face the same set of five alternatives, then five values of the dependent variable would correspond to each individual with only one of the values being equal to one and the other four values being equal to zero. (This is sometimes called that the data are in "stacked" format.)

Also, if "covariate classes" of individuals are formed that share the same values of the independent variables and are members of the same cluster, and indicates such a covariate class, may be the count of individuals from covariate class that have chosen alternative .

Version 0.2-3 of R package "mclogit" released

Posted on Wed, 7 Dec 2011 16:17:48 +0100

I just wrapped up version 0.2-3 of my mclogit package, which corrects some issues with the standard errors. It should soon appear on CRAN. For the time being there is a version available from this website.

Tags: mclogit, R

Updates of munfold and mclogit

Posted on Wed, 7 Apr 2010 21:28:34 +0200

I just uploaded updates of my packages munfold and mclogit onto my website. The updates have now a more complete documentation so that they pass R CMD check. These updates have also been uploaded to CRAN where I hope they will soon be made publicly available.

Tags: munfold, mclogit, R

R software uploads

Posted on Thu, 18 Feb 2010 22:20:02 +0100

Just finished the pages for some of my R packages (there's more to come). Packages memisc, munfold, and mcogit can now be found on my website.

Tags: memisc, munfold, mclogit, R