mnlogit

Multinomial Logit Model

Time and memory efficient estimation of multinomial logit models using maximum likelihood method. Numerical optimization performed by Newton-Raphson method using an optimized, parallel C++ library to achieve fast computation of Hessian matrices. Motivated by large scale multiclass classification problems in econometrics and machine learning.

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Dependencies

Imports/Depends/LinkingTo/Enhances (3)
  • mlogit
  • lmtest
  • Formula
  • Suggests (1)
  • VGAM
  • Version History