gmnl

An implementation of maximum simulated likelihood method for the estimation of multinomial logit models with random coefficients as presented by Sarrias and Daziano (2017) <doi:10.18637/jss.v079.i02>. Specifically, it allows estimating models with continuous heterogeneity such as the mixed multinomial logit and the generalized multinomial logit. It also allows estimating models with discrete heterogeneity such as the latent class and the mixed-mixed multinomial logit model.

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