Fast Estimation of Multinomial Logit Models: R Package mnlogit
We present the R package mnlogit for estimating multinomial logistic regression models, particularly those involving a large number of categories and variables. Compared to existing software, mnlogit offers speedups of 10 - 50 times for modestly sized problems and more than 100 times for larger prob...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2016-11-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/2924 |