Re: [R] Mixed conditional logit model

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Sun 29 Oct 2006 - 19:09:51 GMT

      The 'lmer' function in library(lme4) and the 'glmmPQL' function in library(MASS) both will estimate mixed-effects logit / logistic regression models. (If anyone thinks there is a difference between 'logit' and 'logistic regression' models, I hope they will disabuse me of my ignorance.)

      Hope this help. 
      Spencer Graves

Ryuichi Tamura wrote:
> Hi,
>
> Sven Müller <sven.mueller <at> tu-dresden.de> writes:
>
>
>> i wonder whether it is possible to estimate a mixed (random parameters)
>> logit model in R.
>>
>
> I wrote a collection of R functions for estimating discrete choice models
> by simulated maximum likelihood. It includes:
> - likelihood and gradient functions for estimating mixed mnl, mixed
> panel mnl with some specific random structures for coefs
> (normal, lognormal, triangular, uniform)
> - some IIA testing functions includes 'artificial variable test' in
> Mcfadden and Train(2001)
> - functions for generating halton sequences for 'efficient' simulation.
>
> Please email me if you interested in.
> However, it is not so difficult to write programs for your own needs.
> URL for main reference is Kenneth Train's Home Page:
> http://elsa.berkeley.edu/~train/
> My R functions is based on GAUSS program listed in this site.
>
>
> Regards,
>
> Ryuichi Tamura
>
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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Mon Oct 30 06:28:57 2006

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