Fast 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 and WTP space utility parameterizations.
  • Weighted models to differentially weight individual choice observations.
  • Functions for computing WTP from preference space models.
  • Functions for predicting expected choices and choice probabilities for a set (or multiple sets) of alternatives based on an estimated model.
  • 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).

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:

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

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

Load the library with:

Basic Usage

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

Author, Version, and License Information

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 (2021). logitr: Random utility logit models with
#>   preference and willingness to pay space parameterizations. R package
#>   version 0.3.1
#> 
#> 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 0.3.1},
#>     url = {https://jhelvy.github.io/logitr/},
#>   }