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logitr

Estimation of multinomial (MNL) and mixed logit (MXL) models in R with “Preference” space or “Willingness-to-pay” (WTP) space utility parameterizations.

The latest version includes support for:

  • Homogeneous multinomial logit (MNL) models
  • Heterogeneous mixed logit (MXL) models (with normal and log-normal parameter distributions).
  • Preference space utility parameterization.
  • WTP space utility parameterization.
  • An option to run a multistart optimization loop that uses different random starting points in each iteration to search for different local minima (useful for non-convex problems like MXL models or models with WTP space parameterizations).
  • Computing and comparing WTP from both preference space and WTP space models.
  • Support for weighted models to differentially weight individual choice observations.
  • Functions for predicting expected choices and choice probabilities for a set (or multiple sets) of alternatives based on an estimated model.

Note: 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).

Installation

You can install {logitr} from CRAN:

install.packages("logitr")

or you can install the development version of {logitr} from GitHub:

# install.packages("remotes")
remotes::install_github("jhelvy/logitr")

Load the library with:

library(logitr)

Basic Usage

View the basic usage page for details on how to use logitr to estimate models.

Author, Version, and License Information

  • Author: John Paul Helveston https://www.jhelvy.com/
  • Date First Written: Sunday, September 28, 2014
  • Most Recent Update: June 10, 2021
  • License: MIT

Citation Information

If you use this package for in a publication, I would greatly appreciate it if you cited it - you can get the citation by typing citation("logitr") into R:

citation("logitr")
#> 
#> To cite logitr in publications use:
#> 
#>   John Paul Helveston and Connor Forsythe (2021). logitr: Random
#>   utility logit models with preference and willingness to pay space
#>   parameterizations. R package version 0.2.0.
#> 
#> A BibTeX entry for LaTeX users is
#> 
#>   @Manual{,
#>     title = {logitr: Random Utility Logit Models with Preference and Willingness to Pay Space Parameterizations},
#>     author = {John Paul Helveston},
#>     year = {2021},
#>     note = {R package version 0.2.0},
#>     url = {https://jhelvy.github.io/logitr/},
#>   }

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Version

Install

install.packages('logitr')

Monthly Downloads

3,526

Version

0.2.0

License

MIT + file LICENSE

Issues

Pull Requests

Stars

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Maintainer

John Helveston

Last Published

June 14th, 2021

Functions in logitr (0.2.0)

simulateShares

Simulate expected shares
recodeData

Returns a list of the design matrix X and updated parNames and randPars to include any dummy-coded categorical or interaction variables.
dummyCode

Add dummy-coded variables to data frame.
cars_us

Stated car choice observations by US car buyers
cars_china

Stated car choice observations by Chinese car buyers
predictChoices

Predict choices
predictProbs

Predict expected choice probabilities
logitr

The main function for estimating logit models
getCoefTable

Get the coefficient summary table as a data frame
yogurt

Choice observations of yogurt purchases by 100 households
coef.logitr

Get the model coefficients
wtpCompare

Compare WTP from preference and WTP space models
wtp

Get WTP from a preference space model
statusCodes

View a description the nloptr status codes
summary.logitr

View summary of estimated model