Package Mlogit': R Topics Documented

Package ‘mlogit’
March 12, 2020

Version 1.0-3.1
Date 2020-03-10
Title Multinomial Logit Models
Depends R (>= 2.10), Formula, zoo, lmtest
Imports statmod, MASS, Rdpack
Suggests knitr, car, nnet, lattice, AER, ggplot2, texreg, rmarkdown
Description Maximum Likelihood estimation of random utility discrete
choice models, as described in Kenneth Train (2009) Discrete Choice
Methods with Simulations <doi:10.1017/CBO9780511805271>.
VignetteBuilder knitr
Encoding UTF-8
License GPL (>= 2)
URL https://cran.r-project.org/package=mlogit,
https://r-forge.r-project.org/projects/mlogit/
RoxygenNote 7.0.2
RdMacros Rdpack
NeedsCompilation no
Author Yves Croissant [aut, cre]
Maintainer Yves Croissant <yves.croissant@univ-reunion.fr>
Repository CRAN
Date/Publication 2020-03-12 06:30:15 UTC
R topics documented:
mlogit-package . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
Car . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Catsup . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
cor.mlogit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
Cracker . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1
2 mlogit-package
distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
effects.mlogit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
Electricity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
Fishing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
Game . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
HC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
Heating . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
hmftest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
JapaneseFDI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
logsum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
mFormula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
miscmethods.mlogit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
mlogit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
mlogit.data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
mlogit.optim . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
Mode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
ModeCanada . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
NOx . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
plot.mlogit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
RiskyTransport . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
rpar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
scoretest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
Train . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
vcov.mlogit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
Index 40
mlogit-package mlogit package: estimation of random utility discrete choice models

by maximum likelihood
Description
mlogit provides a model description interface (enhanced formula-data), a very versatile estimation
function and a testing infrastructure to deal with random utility models.
Details
For a gentle and comprehensive introduction to the package, see the package’s vignettes.
Car 3
Car Stated Preferences for Car Choice
Description
a sample of 4654 individuals
Format
A dataframe containing :
• choice: choice of a vehicule amoung 6 propositions,

• college: college education?,
• hsg2: size of household greater than 2?
• coml5: commulte lower than 5 miles a day?,
• typez: body type, one of regcar (regular car), sportuv (sport utility vehicule), sportcar, stwagon
(station wagon), truck, van, for each proposition z from 1 to 6,
• fuelz: fuel for proposition z, one of gasoline, methanol, cng (compressed natural gas), electric.,
• pricez: price of vehicule divided by the logarithme of income,
• rangez: hundreds of miles vehicule can travel between refuelings/rechargings,
• accz: acceleration, tens of seconds required to reach 30 mph from stop,
• speedz: highest attainable speed in hundreds of mph,
• pollutionz: tailpipe emissions as fraction of those for new gas vehicule,
• sizez: 0 for a mini, 1 for a subcompact, 2 for a compact and 3 for a mid–size or large vehicule,
• spacez: fraction of luggage space in comparable new gas vehicule,
• costz: cost per mile of travel (tens of cents) : home recharging for electric vehicule, station
refueling otherwise,
• stationz: fraction of stations that can refuel/recharge vehicule.
Source
Journal of Applied Econometrics data archive.
References
McFadden D, Train K (2000). “Mixed MNL Models for Discrete Response.” Journal of Applied
Econometrics, 15(5), 447–470. ISSN 08837252, 10991255.
4 cor.mlogit
Catsup Choice of Brand for Catsup
Description
a sample of 2798 individuals
Format
• id: individuals identifiers,
• choice: one of heinz41, heinz32, heinz28, hunts32,
• disp.z: is there a display for brand z ?
• feat.z: is there a newspaper feature advertisement for brand z?
• price.z: price of brand z.
Source
Journal of Business Economics and Statistics web site.
References
Jain DC, Vilcassim NJ, Chintagunta PK (1994). “A Random-Coefficients Logit Brand-Choice
Model Applied to Panel Data.” Journal of Business \& Economic Statistics, 12(3), 317-328.
cor.mlogit Correlation structure of the random parameters
Description
Functions that extract the correlation structure of a mlogit object
Usage
cor.mlogit(x)
cov.mlogit(x)
Arguments
x an mlogit object with random parameters and correlation = TRUE.
Details
These functions are deprecated, use vcov. instead.
Cracker 5
Value
A numerical matrix which returns either the correlation or the covariance matrix of the random
parameters.
Author(s)
Yves Croissant
Cracker Choice of Brand for Crakers
Description
a sample of 3292 individualscross-section
Format
• id: individuals identifiers,

• choice: one of sunshine, keebler, nabisco, private,
• disp.z: is there a display for brand z?
• feat.z: is there a newspaper feature advertisement for brand z?
• price.z: price of brand z.
Source
Journal of Business Economics and Statistics web site.
References
Jain DC, Vilcassim NJ, Chintagunta PK (1994). “A Random-Coefficients Logit Brand-Choice

Model Applied to Panel Data.” Journal of Business \& Economic Statistics, 12(3), 317-328.
Paap R, Franses PH (2000). “A dynamic multinomial probit model for brand choice with different
long-run and short-run effects of marketing-mix variables.” Journal of Applied Econometrics, 15(6),
717-744.
6 distribution
distribution Functions used to describe the characteristics of estimated random

parameters
Description
Functions used to describe the characteristics of estimated random parameters
Usage
stdev(x, ...)
rg(x, ...)
med(x, ...)
## S3 method for class 'rpar'

mean(x, norm = NULL, ...)

med(x, norm = NULL, ...)

stdev(x, norm = NULL, ...)

rg(x, norm = NULL, ...)
## S3 method for class 'mlogit'

mean(x, par = NULL, norm = NULL, ...)

med(x, par = NULL, norm = NULL, ...)

stdev(x, par = NULL, norm = NULL, ...)

rg(x, par = NULL, norm = NULL, ...)
qrpar(x, ...)
prpar(x, ...)
drpar(x, ...)

distribution 7
qrpar(x, norm = NULL, ...)

prpar(x, norm = NULL, ...)

drpar(x, norm = NULL, ...)

qrpar(x, par = 1, y = NULL, norm = NULL, ...)

prpar(x, par = 1, y = NULL, norm = NULL, ...)

drpar(x, par = 1, y = NULL, norm = NULL, ...)
Arguments
x a mlogit or a rpar object,
... further arguments.
norm the variable used for normalization if any : for the mlogit method, this should
be the name of the parameter, for the rpar method the absolute value of the
parameter,
par the required parameter(s) for the mlogit methods (either the name or the posi-
tion of the parameter(s). If NULL, all the random parameters are used.
y values for which the function has to be evaluated,
Details
rpar objects contain all the relevant information about the distribution of random parameters. These
functions enables to obtain easily descriptive statistics, density, probability and quantiles of the
distribution.
mean, med, stdev and rg compute respectively the mean, the median, the standard deviation and the
range of the random parameter. qrpar, prpar, drpar return functions that compute the quantiles,
the probability and the density of the random parameters (note that sd and range are not generic
function in R and that median is, but without ...).
Value
a numeric vector for qrpar, drpar and prpar, a numeric vector for mean, stdev and med and a
numeric matrix for rg.
Author(s)
Yves Croissant
8 effects.mlogit
See Also
mlogit() for the estimation of random parameters logit models and rpar() for the description of
rpar objects.
effects.mlogit Marginal effects of the covariates
Description
The effects method for mlogit objects computes the marginal effects of the selected covariate on
the probabilities of choosing the alternatives
Usage
effects(
object,
covariate = NULL,
type = c("aa", "ar", "rr", "ra"),
data = NULL,
...
)
Arguments
object a mlogit object,
covariate the name of the covariate for which the effect should be computed,
type the effect is a ratio of two marginal variations of the probability and of the co-
variate ; these variations can be absolute "a" or relative "r". This argument is
a string that contains two letters, the first refers to the probability, the second to
the covariate,
data a data.frame containing the values for which the effects should be calculated.
The number of lines of this data.frame should be equal to the number of alter-
natives,
Value
If the covariate is alternative specific, a J ×J matrix is returned, J being the number of alternatives.
Each line contains the marginal effects of the covariate of one alternative on the probability to
choose any alternative. If the covariate is individual specific, a vector of length J is returned.
Author(s)
Yves Croissant
Electricity 9
See Also
mlogit() for the estimation of multinomial logit models.
Examples
data("Fishing", package = "mlogit")

library("zoo")
Fish <- mlogit.data(Fishing, varying = c(2:9), shape = "wide", choice = "mode")
m <- mlogit(mode ~ price | income | catch, data = Fish)
# compute a data.frame containing the mean value of the covariates in
# the sample
z <- with(Fish, data.frame(price = tapply(price, index(m)$alt, mean),
catch = tapply(catch, index(m)$alt, mean),
income = mean(income)))
# compute the marginal effects (the second one is an elasticity
## IGNORE_RDIFF_BEGIN
effects(m, covariate = "income", data = z)
## IGNORE_RDIFF_END
#' effects(m, covariate = "price", type = "rr", data = z)
effects(m, covariate = "catch", type = "ar", data = z)
Electricity Stated preference data for the choice of electricity suppliers
Description
A sample of 2308 households in the United States
Format
• choice: the choice of the individual, one of 1, 2, 3, 4,
• id: the individual index,
• pfi: fixed price at a stated cents per kWh, with the price varying over suppliers and experi-
ments, for scenario i=(1, 2, 3, 4),
• cli: the length of contract that the supplier offered, in years (such as 1 year or 5 years.) During
this contract period, the supplier guaranteed the prices and the buyer would have to pay a
penalty if he/she switched to another supplier. The supplier could offer no contract in which
case either side could stop the agreement at any time. This is recorded as a contract length of
0,
• loci: is the supplier a local company,
• wki: is the supplier a well-known company,
• todi: a time-of-day rate under which the price is 11 cents per kWh from 8am to 8pm and 5 cents
per kWh from 8pm to 8am. These TOD prices did not vary over suppliers or experiments:
whenever the supplier was said to offer TOD, the prices were stated as above.
10 Fishing
• seasi: a seasonal rate under which the price is 10 cents per kWh in the summer, 8 cents per
kWh in the winter, and 6 cents per kWh in the spring and fall. Like TOD rates, these prices
did not vary. Note that the price is for the electricity only, not transmission and distribution,
which is supplied by the local regulated utility.
Source
Kenneth Train’s home page.
References
Huber J, Train K (2000). “On the Similarity of Classical and Bayesian Estimates of Individual
Mean Partworths.” Marketing Letters, 12, 259–269.
Revelt D, Train K (2001). “Customer-Specific Taste Parameters and Mixed Logit: Households’
Choice of Electricity Supplier.” Econometrics 0012001, University Library of Munich, Germany.
https://ideas.repec.org/p/wpa/wuwpem/0012001.html.
Fishing Choice of Fishing Mode
Description
A sample of 1182 individuals in the United-States for the choice of 4 alternative fishing modes.
Format
• mode: recreation mode choice, one of : beach, pier, boat and charter,
• price.beach: price for beach mode
• price.pier: price for pier mode,
• price.boat: price for private boat mode,
• price.charter: price for charter boat mode,
• catch.beach: catch rate for beach mode,
• catch.pier: catch rate for pier mode,
• catch.boat: catch rate for private boat mode,
• catch.charter: catch rate for charter boat mode,
• income: monthly income,
Source
Cameron A, Trivedi P (2005). Microeconometrics. Cambridge University Press. https://EconPapers.
repec.org/RePEc:cup:cbooks:9780521848053.
Game 11
References
Herriges JA, Kling CL (1999). “Nonlinear Income Effects in Random Utility Models.” The Review
of Economics and Statistics, 81(1), 62-72. doi: 10.1162/003465399767923827, https://doi.org/10.1162/003465399767923827
, https://doi.org/10.1162/003465399767923827.
Game Ranked data for gaming platforms
Description
A sample of 91 Dutch individuals
Format
• ch.Platform: where platform is one of Xbox, PlayStation, PSPortable, GameCube, GameBoy

and PC. This variables contain the ranking of the platforms from 1 to 6,
• own.Platform: these 6 variables are dummies which indicate whether the given plaform is
already owned by the respondent,
• age: the age of the respondent,
• hours: hours per week spent on gaming.,
Details
The data are also provided in long format (use in this case data(Game2). In this case, the alternative
and the choice situation are respectively indicated in the platform and chid variables.
Source
References
Fok D, Paap R, Van Dijk B (2012). “A Rank-Ordered Logit Model With Unobserved Hetero-
geneity In Ranking Capatibilities.” Journal of Applied Econometrics, 27(5), 831-846. doi: 10.1002/
jae.1223, https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.1223, https://onlinelibrary.wiley.
com/doi/abs/10.1002/jae.1223.
12 Heating
HC Heating and Cooling System Choice in Newly Built Houses in Califor-

nia
Description
A sample of 250 Californian households
Format
• depvar: heating system, one of gcc (gas central heat with cooling), ecc (electric central re-
sistence heat with cooling), erc (electric room resistence heat with cooling), hpc (electric heat
pump which provides cooling also), gc (gas central heat without cooling), ec (electric central
resistence heat without cooling), er (electric room resistence heat without cooling),
• ich.z: installation cost of the heating portion of the system,
• icca: installation cost for cooling,
• och.z: operating cost for the heating portion of the system,
• occa: operating cost for cooling,
• income: annual income of the household.
Source
Heating Heating System Choice in California Houses
Description
A sample of 900 Californian households#’
Format
A dataframe containing:
• idcase: id,
• depvar: heating system, one of gc (gas central), gr (gas room), ec (electric central), er (electric
room), hp (heat pump),
• ic.z: installation cost for heating system z (defined for the 5 heating systems),
• oc.z: annual operating cost for heating system z (defined for the 5 heating systems),
• pb.z: ratio oc.z/ic.z ,
• income: annual income of the household,
• agehed: age of the household head
• rooms: numbers of rooms in the house,
hmftest 13
Source
hmftest Hausman-McFadden Test
Description
Test the IIA hypothesis (independence of irrelevant alternatives) for a multinomial logit model.
Usage
hmftest(x, ...)
## S3 method for class 'formula'

hmftest(x, alt.subset, ...)

hmftest(x, z, ...)
Arguments
x an object of class mlogit or a formula,
... further arguments passed to mlogit for the formula method.
alt.subset a subset of alternatives,
z an object of class mlogit or a subset of alternatives for the mlogit method. This
should be the same model as x estimated on a subset of alternatives,
Details
This is an implementation of the Hausman’s consistency test for multinomial logit models. If the
independance of irrelevant alternatives applies, the probability ratio of every two alternatives de-
pends only on the characteristics of these alternatives. Consequentely, the results obtained on the
estimation with all the alternatives or only on a subset of them are consistent, but more efficient in
the first case. On the contrary, only the results obtained from the estimation on a relevant subset
are consistent. To compute this test, one needs a model estimated with all the alternatives and one
model estimated on a subset of alternatives. This can be done by providing two objects of class
mlogit, one object of class mlogit and a character vector indicating the subset of alternatives, or a
formula and a subset of alternatives.
Value
an object of class "htest".
Author(s)
Yves Croissant
14 JapaneseFDI
References
Hausman, J.A. and D. McFadden (1984), A Specification Test for the Multinomial Logit Model,
Econometrica, 52, pp.1219–1240.
Examples
## from Greene's Econometric Analysis p. 731
data("TravelMode",package="AER")
TravelMode <- mlogit.data(TravelMode,choice="choice",shape="long",
alt.var="mode",chid.var="individual")
## Create a variable of income only for the air mode
TravelMode$avinc <- with(TravelMode,(mode=='air')*income)
## Estimate the model on all alternatives, with car as the base level
## like in Greene's book.
#x <- mlogit(choice~wait+gcost+avinc,TravelMode,reflevel="car")
x <- mlogit(choice~wait+gcost+avinc,TravelMode)
## Estimate the same model for ground modes only (the variable avinc
## must be dropped because it is 0 for every observation
g <- mlogit(choice~wait+gcost,TravelMode,reflevel="car",
alt.subset=c("car","bus","train"))
## Compute the test
hmftest(x,g)
JapaneseFDI Japanese Foreign Direct Investment in European Regions
Description
A sample of 452 Japanese production units in Europe #’
Format
• firm: the investment id,

• country: the country,
• region: the region (nuts1 nomenclature),
• choice: a dummy indicating the chosen region ,
logsum 15
• choice.c: the chosen country,

• wage: wage rate in the region,
• unemp: unemployment rate in the region,
• elig: is the country eligible to european subsidies,
• area: the area of the region,
• scrate: social charge rate (country level),
• ctaxrate: corporate tax rate (country level),
• gdp: regional gdp,
• harris: harris’ market potential,
• krugman: krugman’s market potential,
• domind: domestic industry count,
• japind: japan industry count,
• network: network count.
Source
kindly provided by Thierry Mayer
References
Head K, Mayer T (2004). “Market Potential and the Location of Japanese Investment in the Euro-
pean Union.” The Review of Economics and Statistics, 86(4), 959-972. doi: 10.1162/0034653043125257,
https://doi.org/10.1162/0034653043125257 , https://doi.org/10.1162/0034653043125257.
logsum Compute the log-sum or inclusive value/utility
Description
The logsum function computes the inclusive value, or inclusive utility, which is used to compute
the surplus and to estimate the two steps nested logit model.
Usage
logsum(
coef,
X = NULL,
formula = NULL,
data = NULL,
type = NULL,
output = c("chid", "obs")
)
16 mFormula
Arguments
coef a numerical vector or a mlogit object, from which the coef vector is extracted,
X a matrix or a mlogit object from which the model.matrix is extracted,
formula a formula or a mlogit object from which the formula is extracted,
data a data.frame or a mlogit object from which the model.frame is extracted,
type either "group" or "global" : if a group argument has been provided in the
mlogit.data, the inclusive values are by default computed for every group,
otherwise, a unique global inclusive value is computed for each choice situation,
output the shape of the results: if "chid", the results is a vector (if type = "global") or
a matrix (if type = "region") with row number equal to the number of choice
situation, if "obs" a vector of length equal to the number of lines of the data in
long format is returned.
Details
The inclusive value, or inclusive utility, or log-sum is the log of the denominator of the probabilities
of the multinomial logit model. If a "group" variable is provided in the "mlogit.data" function,
the denominator can either be the one of the multinomial model or those of the lower model of the
nested logit model.
If only one argument (coef) is provided, it should a mlogit object and in this case, the coefficients
and the model.matrix are extracted from this model.
In order to provide a different model.matrix, further arguments could be used. X is a matrix or a
mlogit from which the model.matrix is extracted. The formula-data interface can also be used
to construct the relevant model.matrix.
Value
either a vector or a matrix.
Author(s)
Yves Croissant
See Also
mlogit() for the estimation of a multinomial logit model.
mFormula Model formula for logit models
Description
Two kinds of variables are used in logit models: alternative specific and individual specific variables.
mFormula provides a relevant class to deal with this specificity and suitable methods to extract the
elements of the model.
mFormula 17
Usage
mFormula(object)
## S3 method for class 'formula'

mFormula(object)
is.mFormula(object)
## S3 method for class 'mFormula'

model.frame(
formula,
data,
...,
lhs = NULL,
rhs = NULL,
alt.subset = NULL,
reflevel = NULL
)
## S3 method for class 'mFormula'

model.matrix(object, data, ...)
Arguments
object for the mFormula function, a formula, for the update and model.matrix meth-
ods, a mFormula object,
formula a mFormula object,
data a data.frame,
lhs see Formula,
rhs see Formula,
alt.subset a vector of subset of alternatives one want to select,
reflevel the alternative selected to be the reference alternative,
Details
Let J being the number of alternatives. The formula may include alternative-specific and individual
specific variables. For the latter, J -1 coefficients are estimated for each variable. For the former,
only one (generic) coefficient or J different coefficient may be estimated.
A mFormula is a formula for which the right hand side may contain three parts: the first one con-
tains the alternative specific variables with generic coefficient, i.e. a unique coefficient for all the
alternatives ; the second one contains the individual specific variables for which one coefficient is
estimated for all the alternatives except one of them ; the third one contains the alternative specific
variables with alternative specific coefficients. The different parts are separeted by a | sign. If
a standard formula is writen, it is assumed that there are only alternative specific variables with
generic coefficients.
18 miscmethods.mlogit
The intercept is necessarely alternative specific (a generic intercept is not identified because only
utility differences are relevant). Therefore, it deals with the second part of the formula. As it is
usual in R, the default behaviour is to include an intercept. A model without an intercept may be
specified by including + 0 or -1 in the second right-hand side part of the formula. + 0 or -1 in the
first and in the third part of the formula are simply ignored.
Specific methods are provided to build correctly the model matrix and to update the formula. The
mFormula function is not intended to be use directly. While using the mlogit() function, the first
argument is automaticaly coerced to a mFormula object.
Value
an object of class mFormula.
Author(s)
Yves Croissant
Examples

Fish <- mlogit.data(Fishing, varying = c(2:9), shape = "wide", choice =
"mode")
# a formula with to alternative specific variables (price and

# catch) and an intercept
f1 <- mFormula(mode ~ price + catch)
head(model.matrix(f1, Fish), 2)
# same, with an individual specific variable (income)

f2 <- mFormula(mode ~ price + catch | income)
# same, without an intercept

f3 <- mFormula(mode ~ price + catch | income + 0)
# same as f2, but now, coefficients of catch are alternative

# specific
f4 <- mFormula(mode ~ price | income | catch)
miscmethods.mlogit Methods for mlogit objects
Description
Miscellaneous methods for mlogit objects.
miscmethods.mlogit 19
Usage

residuals(object, outcome = TRUE, ...)

df.residual(object, ...)

terms(x, ...)

model.matrix(object, ...)
model.response.mlogit(object, ...)

update(object, new, ...)

print(
x,
digits = max(3, getOption("digits") - 2),
width = getOption("width"),
...
)

logLik(object, ...)

summary(object, ..., type = c("chol", "cov", "cor"))
## S3 method for class 'summary.mlogit'

print(
x,
...
)

index(x, ...)

predict(object, newdata = NULL, returnData = FALSE, ...)

fitted(
20 mlogit
object,
type = c("outcome", "probabilities", "linpred", "parameters"),
outcome = NULL,
...
)

coef(
object,
subset = c("all", "iv", "sig", "sd", "sp", "chol"),
fixed = FALSE,
...
)
## S3 method for class 'summary.mlogit'

coef(object, ...)
Arguments
outcome a boolean which indicates, for the fitted and the residuals methods whether
a matrix (for each choice, one value for each alternative) or a vector (for each
choice, only a value for the alternative chosen) should be returned,
x, object an object of class mlogit
new an updated formula for the update method,
digits the number of digits,
width the width of the printing,
type one of outcome (probability of the chosen alternative), probabilities (prob-
abilities for all the alternatives), parameters for individual-level random pa-
rameters for the fitted method, how the correlated random parameters should be
displayed : "chol" for the estimated parameters (the elements of the Cholesky
decomposition matrix), "cov" for the covariance matrix and "cor" for the cor-
relation matrix and the standard deviations,
newdata a data.frame for the predict method,
returnData for the predict method, if TRUE, the data is returned as an attribute,
subset an optional vector of coefficients to extract for the coef method,
fixed if FALSE (the default), constant coefficients are not returned,
mlogit Multinomial logit model
Description
Estimation by maximum likelihood of the multinomial logit model, with alternative-specific and/or
individual specific variables.
mlogit 21
Usage
mlogit(
formula,
data,
subset,
weights,
na.action,
start = NULL,
alt.subset = NULL,
reflevel = NULL,
nests = NULL,
un.nest.el = FALSE,
unscaled = FALSE,
heterosc = FALSE,
rpar = NULL,
probit = FALSE,
R = 40,
correlation = FALSE,
halton = NULL,
random.nb = NULL,
panel = FALSE,
estimate = TRUE,
seed = 10,
...
)
Arguments
formula a symbolic description of the model to be estimated,
data the data: an mlogit.data object or an ordinary data.frame,
subset an optional vector specifying a subset of observations for mlogit,
weights an optional vector of weights,
na.action a function which indicates what should happen when the data contains NAs,
start a vector of starting values,
alt.subset a vector of character strings containing the subset of alternative on which the
model should be estimated,
reflevel the base alternative (the one for which the coefficients of individual-specific
variables are normalized to 0),
nests a named list of characters vectors, each names being a nest, the corresponding
vector being the set of alternatives that belong to this nest,
un.nest.el a boolean, if TRUE, the hypothesis of unique elasticity is imposed for nested logit
models,
unscaled a boolean, if TRUE, the unscaled version of the nested logit model is estimated,
heterosc a boolean, if TRUE, the heteroscedastic logit model is estimated,
22 mlogit
rpar a named vector whose names are the random parameters and values the distri-
bution : 'n' for normal, 'l' for log-normal, 't' for truncated normal, 'u' for
uniform,
probit if TRUE, a multinomial porbit model is estimated,
R the number of function evaluation for the gaussian quadrature method used if
heterosc = TRUE, the number of draws of pseudo-random numbers if rpar is
not NULL,
correlation only relevant if rpar is not NULL, if true, the correlation between random param-
eters is taken into account,
halton only relevant if rpar is not NULL, if not NULL, halton sequence is used instead
of pseudo-random numbers. If halton = NA, some default values are used for
the prime of the sequence (actually, the primes are used in order) and for the
number of elements droped. Otherwise, halton should be a list with elements
prime (the primes used) and drop (the number of elements droped).
random.nb only relevant if rpar is not NULL, a user-supplied matrix of random,
panel only relevant if rpar is not NULL and if the data are repeated observations of the
same unit ; if TRUE, the mixed-logit model is estimated using panel techniques,
estimate a boolean indicating whether the model should be estimated or not: if not, the
model.frame is returned,
seed the seed to use for random numbers (for mixed logit and probit models),
... further arguments passed to mlogit.data or mlogit.optim.
Details
For how to use the formula argument, see mFormula().
The data argument may be an ordinary data.frame. In this case, some supplementary arguments
should be provided and are passed to mlogit.data(). Note that it is not necessary to indicate the
choice argument as it is deduced from the formula.
The model is estimated using the mlogit.optim(). function.
The basic multinomial logit model and three important extentions of this model may be estimated.
If heterosc=TRUE, the heteroscedastic logit model is estimated. J -1 extra coefficients are esti-
mated that represent the scale parameter for J -1 alternatives, the scale parameter for the reference
alternative being normalized to 1. The probabilities don’t have a closed form, they are estimated
using a gaussian quadrature method.
If nests is not NULL, the nested logit model is estimated.
If rpar is not NULL, the random parameter model is estimated. The probabilities are approximated
using simulations with R draws and halton sequences are used if halton is not NULL. Pseudo-random
numbers are drawns from a standard normal and the relevant transformations are performed to
obtain numbers drawns from a normal, log-normal, censored-normal or uniform distribution. If
correlation = TRUE, the correlation between the random parameters are taken into account by
estimating the components of the cholesky decomposition of the covariance matrix. With G random
parameters, without correlation G standard deviations are estimated, with correlation G * (G + 1)
/2 coefficients are estimated.
mlogit 23
Value
An object of class "mlogit", a list with elements:
• coefficients: the named vector of coefficients,

• logLik: the value of the log-likelihood,
• hessian: the hessian of the log-likelihood at convergence,
• gradient: the gradient of the log-likelihood at convergence,
• call: the matched call,
• est.stat: some information about the estimation (time used, optimisation method),
• freq: the frequency of choice,
• residuals: the residuals,
• fitted.values: the fitted values,
• formula: the formula (a mFormula object),
• expanded.formula: the formula (a formula object),
• model: the model frame used,
• index: the index of the choice and of the alternatives.
Author(s)
Yves Croissant
References
McFadden D (1973). “Conditional Logit Analysis of Qualitative Choice Behaviour.” In Zarembka
P (ed.), Frontiers in Econometrics, 105-142. Academic Press New York, New York, NY, USA.
McFadden D (1974). “The measurement of urban travel demand.” Journal of Public Economics,
3(4), 303 - 328. ISSN 0047-2727, http://www.sciencedirect.com/science/article/pii/
0047272774900036.
Train K (2009). Discrete Choice Methods with Simulation. Cambridge University Press. https:
//EconPapers.repec.org/RePEc:cup:cbooks:9780521766555.
See Also
mlogit.data() to shape the data. nnet::multinom() from package nnet performs the estimation
of the multinomial logit model with individual specific variables. mlogit.optim() details about
the optimization function.
Examples
## Cameron and Trivedi's Microeconometrics p.493 There are two
## alternative specific variables : price and catch one individual
## specific variable (income) and four fishing mode : beach, pier, boat,
## charter

24 mlogit
Fish <- mlogit.data(Fishing, varying = c(2:9), shape = "wide", choice = "mode")
## a pure "conditional" model

summary(mlogit(mode ~ price + catch, data = Fish))
## a pure "multinomial model"

summary(mlogit(mode ~ 0 | income, data = Fish))
## which can also be estimated using multinom (package nnet)

library("nnet")
summary(multinom(mode ~ income, data = Fishing))
## a "mixed" model
m <- mlogit(mode ~ price+ catch | income, data = Fish)
summary(m)
## same model with charter as the reference level

m <- mlogit(mode ~ price+ catch | income, data = Fish, reflevel = "charter")
## same model with a subset of alternatives : charter, pier, beach

m <- mlogit(mode ~ price+ catch | income, data = Fish,
alt.subset = c("charter", "pier", "beach"))
## model on unbalanced data i.e. for some observations, some

## alternatives are missing
# a data.frame in wide format with two missing prices
Fishing2 <- Fishing
Fishing2[1, "price.pier"] <- Fishing2[3, "price.beach"] <- NA
mlogit(mode~price+catch|income, Fishing2, shape="wide", choice="mode", varying = 2:9)
# a data.frame in long format with three missing lines

data("TravelMode", package = "AER")
Tr2 <- TravelMode[-c(2, 7, 9),]
mlogit(choice~wait+gcost|income+size, Tr2, shape = "long",
chid.var = "individual", alt.var="mode", choice = "choice")
## An heteroscedastic logit model

hl <- mlogit(choice ~ wait + travel + vcost, TravelMode,
shape = "long", chid.var = "individual", alt.var = "mode",
method = "bfgs", heterosc = TRUE, tol = 10)
## A nested logit model

TravelMode$avincome <- with(TravelMode, income * (mode == "air"))
TravelMode$time <- with(TravelMode, travel + wait)/60
TravelMode$timeair <- with(TravelMode, time * I(mode == "air"))
TravelMode$income <- with(TravelMode, income / 10)
# Hensher and Greene (2002), table 1 p.8-9 model 5
TravelMode$incomeother <- with(TravelMode, ifelse(mode %in% c('air', 'car'), income, 0))
nl <- mlogit(choice~gcost+wait+incomeother, TravelMode,
shape='long', alt.var='mode',
nests=list(public=c('train', 'bus'), other=c('car','air')))
# same with a comon nest elasticity (model 1)
mlogit.data 25
nl2 <- update(nl, un.nest.el = TRUE)
## a probit model
## Not run:
pr <- mlogit(choice ~ wait + travel + vcost, TravelMode,
probit = TRUE)
## End(Not run)
## a mixed logit model

## Not run:
rpl <- mlogit(mode ~ price+ catch | income, Fishing, varying = 2:9,
shape = 'wide', rpar = c(price= 'n', catch = 'n'),
correlation = TRUE, halton = NA,
R = 10, tol = 10, print.level = 0)
summary(rpl)
rpar(rpl)
cor.mlogit(rpl)
cov.mlogit(rpl)
rpar(rpl, "catch")
summary(rpar(rpl, "catch"))
## End(Not run)
# a ranked ordered model

data("Game", package = "mlogit")
g <- mlogit(ch~own|hours, Game, choice='ch', varying = 1:12,
ranked=TRUE, shape="wide", reflevel="PC")
mlogit.data data.frame for logit model
Description
shape a data.frame in a suitable form for the use of the mlogit function.
Usage
mlogit.data(
data,
choice = NULL,
shape = c("long", "wide"),
varying = NULL,
sep = ".",
alt.var = NULL,
chid.var = NULL,
alt.levels = NULL,
id.var = NULL,
26 mlogit.data
group.var = NULL,
opposite = NULL,
drop.index = FALSE,
ranked = FALSE,
subset = NULL,
...
)
## S3 method for class 'mlogit.data'

print(x, ...)

index(x, ...)

x[i, j, drop = TRUE]

x[[y]]

x$y
## S3 replacement method for class 'mlogit.data'

object$y <- value
## S3 replacement method for class 'mlogit.data'

object[[y]] <- value

mean(x, ...)
Arguments
data a data.frame,
choice the variable indicating the choice made: it can be either a logical vector, a nu-
merical vector with 0 where the alternative is not chosen, a factor with level
’yes’ when the alternative is chosen
shape the shape of the data.frame: whether long if each row is an alternative or wide
if each row is an observation,
varying the indexes of the variables that are alternative specific,
sep the seperator of the variable name and the alternative name (only relevant for a
wide data.frame),
alt.var the name of the variable that contains the alternative index (for a long data.frame
only) or the name under which the alternative index will be stored (the default
name is alt),
chid.var the name of the variable that contains the choice index or the name under which
the choice index will be stored,
mlogit.data 27
alt.levels the name of the alternatives: if null, for a wide data.frame, they are guessed
from the variable names and the choice variable (both should be the same), for
a long data.frame, they are guessed from the alt.var argument,
id.var the name of the variable that contains the individual index if any,
group.var the name of the variable that contains the group index if any,
opposite returns the opposite of the specified variables,
drop.index should the index variables be dropped from the data.frame,
ranked a logical value which is true if the response is a rank,
subset a logical expression which defines the subset of observations to be selected,
... further arguments passed to reshape.
x, object a mlogit.data or a pseries object,
i the rows to extract,
j the columns to extract,
drop a boolean, equal to FALSE if one wants that a data.frame is always returned,
y the column of the data.frame to extract or to replace,
value the replacement value,
Value
A mlogit.data object, which is a data.frame in long format, i.e. one line for each alternative.
It has a index attribute, which is a data.frame that contains the index of the choice made (chid),
the index of the alternative (alt) and, if any, the index of the individual (id) and of the alternative
groups (group). The choice variable is a boolean which indicates the choice made. This function
use stats::reshape() if the data.frame is in wide format.
Author(s)
Yves Croissant
See Also
stats::reshape()
Examples
# ModeChoice is a long data.frame

TM <- mlogit.data(TravelMode, choice = "choice", shape = "long",
alt.levels = c("air", "train", "bus", "car"))
# Same but the alt variable called mode is provided
TM <- mlogit.data(TravelMode ,choice = "choice", shape = "long",

alt.var = "mode")
28 mlogit.optim
# Same but the chid variable called individual is provided
TM <- mlogit.data(TravelMode, choice = "choice",

shape = "long", id.var = "individual",
alt.levels = c("air", "train", "bus", "car"))
# Same but with two own provided variables

id.var = "individual", alt.var = "mode")
# Same but with two own provided variables which are deleted from the
# data.frame

id.var = "individual", alt.var = "mode", drop.index = TRUE)
# Train is a wide data.frame with columns 'choiceid' is the choice

# index, the alternatives are named "ch1" and "ch2", the opposite of
# the variables is returned
data("Train", package = "mlogit")

Train <- mlogit.data(Train, choice = "choice", shape = "wide",
varying = 4:11, alt.levels = c("A", "B"), sep = "_",
opposite = c("price", "time", "change", "comfort"))
data("HC", package = "mlogit")

HC <- mlogit.data(HC, choice = "depvar", varying=c(2:8, 10:16), shape="wide")
# Game is a data.frame in wide format for which the response is a

# ranking variable
data("Game", package = "mlogit")

G <- mlogit.data(Game, shape="wide", varying = 1:12, alt.var = 'platform',
drop.index = TRUE, choice="ch", ranked =TRUE)
# Game2 contains the same data, but in long format

data("Game2", package = "mlogit")
G2 <- mlogit.data(Game2, shape='long', choice="ch", alt.var = 'platform', ranked = TRUE)
mlogit.optim Non-linear minimization routine
Description
This function performs efficiently the optimization of the likelihood functions for multinomial logit
models
mlogit.optim 29
Usage
mlogit.optim(
logLik,
start,
method = c("bfgs", "nr", "bhhh"),
iterlim = 2000,
tol = 1e-06,
ftol = 1e-08,
steptol = 1e-10,
print.level = 0,
constPar = NULL,
...
)
Arguments
logLik the likelihood function to be maximized,
start the initial value of the vector of coefficients,
method the method used, one of 'nr' for Newton-Ralphson, 'bhhh' for Berndt-Hausman-
Hall-Hall and 'bfgs',
iterlim the maximum number of iterations,
tol the value of the criteria for the gradient,
ftol the value of the criteria for the function,
steptol the value of the criteria for the step,
print.level one of (0, 1, 2), the details of the printing messages. If 'print.level = 0',
no information about the optimization process is provided, if 'print.level
= 1' the value of the likelihood, the step and the stoping criteria is printing,
if 'print.level = 2' the vectors of the parameters and the gradient are also
printed.
constPar a numeric or a character vector which indicates that some parameters should be
treated as constant,
... further arguments passed to f.
Details
The optimization is performed by updating, at each iteration, the vector of parameters by the amount
step * direction, where step is a positive scalar and direction = H^-1 * g, where g is the gradient
and H^-1 is an estimation of the inverse of the hessian. The choice of H^-1 depends on the method
chosen :
if method = 'nr', H is the hessian (i.e. is the second derivates matrix of the likelihood function),
if method = 'bhhh', H is the outer-product of the individual contributions of each individual to the
gradient,
if method = 'bfgs', H^-1 is updated at each iteration using a formula that uses the variations of
the vector of parameters and the gradient. The initial value of the matrix is the inverse of the outer-
product of the gradient (i.e. the bhhh estimator of the hessian).
30 mlogit.optim
The initial step is 1 and, if the new value of the function is less than the previous value, it is divided
by two, until a higher value is obtained.
The routine stops when the gradient is sufficiently close to 0. The criteria is g * H^-1 * g which is
compared to the tol argument. It also may stops if the number of iterations equals iterlim.
The function f has a initial.value argument which is the initial value of the likelihood. The
function is then evaluated a first time with a step equals to one. If the value is lower than the initial
value, the step is divided by two until the likelihood increases. The gradient is then computed and
the function returns as attributes the gradient is the step. This method is more efficient than other
functions available for R:
For the optim and the maxLik functions, the function and the gradient should be provided as sepa-
rate functions. But, for multinomial logit models, both depends on the probabilities which are the
most time-consuming elements of the model to compute.
For the nlm function, the fonction returns the gradient as an attribute. The gradient is therefore
computed at each iteration, even when the function is computed with a step that is unable to increase
the value of the likelihood.
Previous versions of mlogit depended on the 'maxLik' package. We kept the same interface,
namely the start, method, iterlim, tol, print.level and constPar arguments.
The default method is 'bfgs', which is known to perform well, even if the likelihood function is
not well behaved and the default value for print.level = 1, which means moderate printing.
A special default behavior is performed if a simple multinomial logit model is estimated. Indeed, for
this model, the likelihood function is concave, the analytical hessian is simple to write and the op-
timization is straightforward. Therefore, in this case, the default method is 'nr' and print.level
= 0.
Value
a list that contains the followings elements :
• optimum: the value of the function at the optimum, with attributes: gradi a matrix that
contains the contribution of each individual to the gradient, gradient the gradient and, if
method = 'nr', hessian‘ the hessian,
• coefficients: the vector of the parameters at the optimum,
• est.stat: a list that contains some information about the optimization : 'nb.iter' the number
of iterations, 'eps' the value of the stoping criteria, 'method' the method of optimization
method used, ‘’message’
Author(s)
Yves Croissant
Mode 31
Mode Mode Choice
Description
A sample of 453 individuals for 4 transport modes.
Format
• choice: one of car, carpool, bus or rail,
• cost.z: cost of mode z,
• time.z: time of mode z.
Source
ModeCanada Mode Choice for the Montreal-Toronto Corridor
Description
A sample of 3880 travellers for the Montreal-Toronto corridor
Format
A dataframe containing
• case: the individual index,
• alt: the alternative, one of train, car, bus and air,
• choice: one if the mode is chosen, zero otherwise,
• cost: monetary cost,
• ivt: in vehicule time,
• ovt: out vehicule time,
• frequency: frequency,
• income: income,
• urban: urban,
• noalt: the number of alternatives available.
Source
kindly provided by S. Koppelman
32 NOx
References
Bhat CR (1995). “A heteroscedastic extreme value model of intercity travel mode choice.” Trans-
portation Research Part B: Methodological, 29(6), 471 - 483. ISSN 0191-2615, http://www.
sciencedirect.com/science/article/pii/0191261595000156.
Koppelman FS, Wen C (2000). “The paired combinatorial logit model: properties, estimation and
application.” Transportation Research Part B: Methodological, 34(2), 75 - 89. ISSN 0191-2615,
http://www.sciencedirect.com/science/article/pii/S0191261599000120.
Wen C, Koppelman FS (2001). “The generalized nested logit model.” Transportation Research
Part B: Methodological, 35(7), 627 - 641. ISSN 0191-2615, http://www.sciencedirect.com/
science/article/pii/S019126150000045X.
Examples
data("ModeCanada", package = "mlogit")
bususers <- with(ModeCanada, case[choice == 1 & alt == "bus"])
ModeCanada <- subset(ModeCanada, ! case %in% bususers)
ModeCanada <- subset(ModeCanada, noalt == 4)
ModeCanada <- subset(ModeCanada, alt != "bus")
ModeCanada$alt <- ModeCanada$alt[drop = TRUE]
KoppWen00 <- mlogit.data(ModeCanada, shape='long', chid.var = 'case',
alt.var = 'alt', choice='choice',
drop.index=TRUE)
pcl <- mlogit(choice~freq+cost+ivt+ovt, KoppWen00, reflevel='car',
nests='pcl', constPar=c('iv:train.air'))
NOx Technologies to reduce NOx emissions
Description
A sample of 632 American production units
Format
• chid: the plant id,

• alt: the alternative,
• id: the owner id,
• choice: the chosen alternative,
• available: a dummy indicating that the alternative is available,
• env: the regulatory environment, one of 'regulated', 'deregulated' and 'public',
• post: dummy for post-combustion polution control technology,
• cm: dummy for combustion modification technology,
plot.mlogit 33
• lnb: dummy for low NOx burners technology,

• age: age of the plant (in deviation from the mean age).,
• vcost: variable cost,
• kcost: capital cost.
Source
American Economic Association data archive.
References
Fowlie M (2010). “Emissions Trading, Electricity Restructuring, and Investment in Pollution
Abatement.” American Economic Review, 100(3), 837-69. doi: 10.1257/aer.100.3.837, http:
//www.aeaweb.org/articles?id=10.1257/aer.100.3.837.
plot.mlogit Plot of the distribution of estimated random parameters
Description
Methods for rpar and mlogit objects which provide a plot of the distribution of one or all of the
estimated random parameters
Usage
plot(x, par = NULL, norm = NULL, type = c("density", "probability"), ...)

plot(x, norm = NULL, type = c("density", "probability"), ...)
Arguments
x a mlogit or a rpar object,
par a subset of the random parameters ; if NULL, all the parameters are selected,
norm the coefficient’s name for the mlogit method or the coefficient’s value for the
rpar method used for normalization,
type the function to be plotted, whether the density or the probability density func-
tion,
... further arguments, passed to plot.rpar for the mlogit method and to plot for
the rpar method.
Details
For the rpar method, one plot is drawn. For the mlogit method, one plot for each selected random
parameter is drawn.
34 RiskyTransport
Author(s)
Yves Croissant
See Also
mlogit() the estimation of random parameters logit models and rpar() for the description of rpar
objects and distribution for functions which return informations about the distribution of random
parameters.
RiskyTransport Risky Transportation Choices
Description
1793 choices by 561 individuals of a transport mode at Freetwon airport
Format
• id: individual id,
• choice: 1 for the chosen mode,
• mode: one of Helicopter,WaterTaxi, Ferry, and Hovercraft‘,
• cost: the generalised cost of the transport mode,
• risk: the fatality rate, numbers of death per 100,000 trips,
• weight: weights,
• seats: ,
• noise: ,
• crowdness: ,
• convloc: ,
• clientele: ,
• chid: choice situation id,
• african: yes if born in Africa, no otherwise,
• lifeExp: declared life expectancy,
• dwage: declared hourly wage,
• iwage: imputed hourly wage,
• educ: level of education, one of low and high,
• fatalism: self-ranking of the degree of fatalism,
• gender: gender, one of female and male,
• age: age,
• haveChildren: yes if the traveler has children, no otherwise,
• swim: yes if the traveler knows how to swim, ‘no, otherwise.
rpar 35
Source
American Economic Association data archive.
References
León G, Miguel E (2017). “Risky Transportation Choices and the Value of a Statistical Life.”
American Economic Journal: Applied Economics, 9(1), 202-28. doi: 10.1257/app.20160140, http:
//www.aeaweb.org/articles?id=10.1257/app.20160140.
rpar random parameter objects
Description
rpar objects contain the relevant information about estimated random parameters. The homony-
mous function extract on rpar object from a mlogit object.
Usage
rpar(x, par = NULL, norm = NULL, ...)

print(
x,
...
)

summary(object, ...)
Arguments
x, object a mlogit object,
par the name or the index of the parameters to be extracted ; if NULL, all the param-
eters are selected,
norm the coefficient used for normalization if any,
digits the number of digits
width the width of the printed output
Details
mlogit objects contain an element called rpar which contain a list of rpar objects, one for each es-
timated random parameter. The print method prints the name of the distribution and the parameter,
the summary behave like the one for numeric vectors.
36 scoretest
Value
a rpar object, which contains:
• dist: the name of the distribution,
• mean: the first parameter of the distribution,
• sigma: the second parameter of the distribution,
• name: the name of the parameter.
Author(s)
Yves Croissant
See Also
mlogit() for the estimation of a random parameters logit model.
scoretest The three tests for mlogit models
Description
Three tests for mlogit models: specific methods for the Wald test and the likelihood ration test and
a new function for the score test
Usage
scoretest(object, ...)

## Default S3 method:

waldtest(object, ...)

lrtest(object, ...)
Arguments
object an object of class mlogit or a formula,
... two kinds of arguments can be used. If mlogit arguments are introduced, initial
model is updated using these arguments. If formula or other mlogit models are
introduced, the standard behavior of lmtest::waldtest() and lmtest::lrtest()
is followed.
Train 37
Details
The scoretest function and mlogit method for waldtest and lrtest from the lmtest package
provides the infrastructure to compute the three tests of hypothesis for mlogit objects.
The first argument must be a mlogit object. If the second one is a fitted model or a formula, the
behaviour of the three functions is the one of the default methods of waldtest and lrtest: the
two models provided should be nested and the hypothesis tested is that the constrained model is the
‘right’ model.
If no second model is provided and if the model provided is the constrained model, some specific
arguments of mlogit should be provided to descibe how the initial model should be updated. If
the first model is the unconstrained model, it is tested versus the ‘natural’ constrained model; for
example, if the model is a heteroscedastic logit model, the constrained one is the multinomial logit
model.
Value
an object of class htest.
Author(s)
Yves Croissant
Examples
library("mlogit")
library("lmtest")
ml <- mlogit(choice ~ wait + travel + vcost, TravelMode,
shape = "long", chid.var = "individual", alt.var = "mode")
hl <- mlogit(choice ~ wait + travel + vcost, TravelMode,
method = "bfgs", heterosc = TRUE)
lrtest(ml, hl)
waldtest(hl)
scoretest(ml, heterosc = TRUE)
Train Stated Preferences for Train Traveling
Description
A sample of 235 Dutch individuals facing 2929 choice situations

38 vcov.mlogit
Format
• id: individual identifient,
• choiceid: choice identifient,
• choice: one of ’A’ or ’B’,
• price_z: price of proposition z (z = ’A’, ’B’) in cents of guilders,
• time_z: travel time of proposition z (z = ’A’, ’B’) in minutes,
• comfort_z: comfort of proposition z (z = ’A’, ’B’), 0, 1 or 2 in decreasing comfort order,
• change_z: number of changes for proposition z (z = ’A’, ’B’).
Source
References
Ben-Akiva M, Bolduc D, Bradley M (1993). “Estimation of Travel Choice Models with Randomly
Distributed Values of Time.” Papers 9303, Laval - Recherche en Energie. https://ideas.repec.
org/p/fth/lavaen/9303.html.
Meijer E, Rouwendal J (2006). “Measuring welfare effects in models with random coefficients.”
Journal of Applied Econometrics, 21(2), 227-244. doi: 10.1002/jae.841, https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.8
https://onlinelibrary.wiley.com/doi/abs/10.1002/jae.841.
vcov.mlogit vcov method for mlogit objects
Description
The vcov method for mlogit objects extract the covariance matrix of the coefficients, the errors or
the random parameters.
Usage
vcov(
object,
what = c("coefficient", "errors", "rpar"),
subset = c("all", "iv", "sig", "sd", "sp", "chol"),
type = c("cov", "cor", "sd"),
reflevel = NULL,
...
)
## S3 method for class 'vcov.mlogit'

vcov.mlogit 39
print(x, ...)
## S3 method for class 'vcov.mlogit'

summary(object, ...)
## S3 method for class 'summary.vcov.mlogit'

print(
x,
...
)
Arguments
object a mlogit object (and a vcov.mlogit for the summary method),
what indicates which covariance matrix has to be extracted : the default value is
coefficients, in this case, vcov behaves as usual. If what equals errors the
covariance matrix of the errors of the model is returned. Finally, if what equals
rpar, the covariance matrix of the random parameters are extracted,
subset the subset of the coefficients that have to be extracted (only relevant if what
= "coefficients"),
type with this argument, the covariance matrix may be returned (the default) ; the
correlation matrix with the standard deviation on the diagonal may also be ex-
tracted,
reflevel relevent for the extraction of the errors of a multinomial probit model ; in this
case the covariance matrix is of error differences is returned and, with this argu-
ment, the alternative used for differentiation is indicated,
x a vcov.mlogit or a summary.vcov.mlogit object,
digits the number of digits,
width the width of the printing,
Details
This new interface replaces the cor.mlogit and cov.mlogit functions which are deprecated.
Author(s)
Yves Croissant
See Also
mlogit() for the estimation of multinomial logit models.
Index
∗Topic attribute coef.mlogit (miscmethods.mlogit), 18

mlogit.data, 25 coef.summary.mlogit
∗Topic datasets (miscmethods.mlogit), 18
Car, 3 cor.mlogit, 4
Catsup, 4 cov.mlogit (cor.mlogit), 4
Cracker, 5 Cracker, 5
Electricity, 9
Fishing, 10 df.residual.mlogit
Game, 11 (miscmethods.mlogit), 18
HC, 12 distribution, 6, 34
Heating, 12 drpar (distribution), 6
JapaneseFDI, 14
Mode, 31 effects.mlogit, 8
ModeCanada, 31 Electricity, 9
NOx, 32
RiskyTransport, 34 Fishing, 10
Train, 37 fitted.mlogit (miscmethods.mlogit), 18
∗Topic htest formula.mlogit.data (mlogit.data), 25
hmftest, 13
Game, 11
scoretest, 36
Game2 (Game), 11
∗Topic models
mFormula, 16 HC, 12
∗Topic regression Heating, 12
cor.mlogit, 4 hmftest, 13
distribution, 6
effects.mlogit, 8 index (mlogit.data), 25
logsum, 15 index.mlogit (miscmethods.mlogit), 18
mlogit, 20 is.mFormula (mFormula), 16
mlogit.optim, 28
plot.mlogit, 33 JapaneseFDI, 14
rpar, 35
vcov.mlogit, 38 lmtest::lrtest(), 36
[.mlogit.data (mlogit.data), 25 lmtest::waldtest(), 36
[[.mlogit.data (mlogit.data), 25 logLik.mlogit (miscmethods.mlogit), 18
[[<-.mlogit.data (mlogit.data), 25 logsum, 15
$.mlogit.data (mlogit.data), 25 lrtest (scoretest), 36
$<-.mlogit.data (mlogit.data), 25
mean.mlogit (distribution), 6
Car, 3 mean.mlogit.data (mlogit.data), 25
Catsup, 4 mean.rpar (distribution), 6
40
INDEX 41
med (distribution), 6 summary.mlogit (miscmethods.mlogit), 18

mFormula, 16 summary.rpar (rpar), 35
mFormula(), 22 summary.vcov.mlogit (vcov.mlogit), 38
miscmethods.mlogit, 18
mlogit, 20 terms.mlogit (miscmethods.mlogit), 18
mlogit(), 8, 9, 16, 18, 34, 36, 39 Train, 37
mlogit-package, 2
mlogit.data, 25 update.mlogit (miscmethods.mlogit), 18
mlogit.data(), 22, 23
vcov, 4
mlogit.optim, 28
vcov.mlogit, 38
mlogit.optim(), 22, 23
Mode, 31 waldtest (scoretest), 36
ModeCanada, 31
model.frame.mFormula (mFormula), 16
model.matrix.mFormula (mFormula), 16
model.matrix.mlogit
(miscmethods.mlogit), 18
model.response.mlogit
nnet::multinom(), 23
NOx, 32
plot.mlogit, 33
plot.rpar (plot.mlogit), 33
predict.mlogit (miscmethods.mlogit), 18
print.mlogit (miscmethods.mlogit), 18
print.mlogit.data (mlogit.data), 25
print.pseries (mlogit.data), 25
print.rpar (rpar), 35
print.summary.mlogit
print.summary.vcov.mlogit
(vcov.mlogit), 38
print.vcov.mlogit (vcov.mlogit), 38
prpar (distribution), 6
qrpar (distribution), 6
residuals.mlogit (miscmethods.mlogit),
18
rg (distribution), 6
RiskyTransport, 34
rpar, 35
rpar(), 8, 34
scoretest, 36
stats::reshape(), 27
stdev (distribution), 6

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Package ‘mlogit’

March 12, 2020

mlogit-package mlogit package: estimation of random utility discrete choice models

Car Stated Preferences for Car Choice

a sample of 4654 individuals

• choice: choice of a vehicule amoung 6 propositions,

Journal of Applied Econometrics data archive.

Catsup Choice of Brand for Catsup

cor.mlogit Correlation structure of the random parameters

Cracker Choice of Brand for Crakers

a sample of 3292 individualscross-section

• id: individuals identifiers,

Journal of Business Economics and Statistics web site.

Jain DC, Vilcassim NJ, Chintagunta PK (1994). “A Random-Coefficients Logit Brand-Choice

distribution Functions used to describe the characteristics of estimated random

## S3 method for class 'rpar'

## S3 method for class 'rpar'

## S3 method for class 'rpar'

## S3 method for class 'rpar'

## S3 method for class 'mlogit'

## S3 method for class 'mlogit'

## S3 method for class 'mlogit'

## S3 method for class 'mlogit'

## S3 method for class 'rpar'

qrpar(x, norm = NULL, ...)

## S3 method for class 'rpar'

## S3 method for class 'rpar'

## S3 method for class 'mlogit'

## S3 method for class 'mlogit'

## S3 method for class 'mlogit'

effects.mlogit Marginal effects of the covariates

data("Fishing", package = "mlogit")

Electricity Stated preference data for the choice of electricity suppliers

Fishing Choice of Fishing Mode

Game Ranked data for gaming platforms

A sample of 91 Dutch individuals

• ch.Platform: where platform is one of Xbox, PlayStation, PSPortable, GameCube, GameBoy

Journal of Applied Econometrics data archive.

HC Heating and Cooling System Choice in Newly Built Houses in Califor-

Heating Heating System Choice in California Houses

hmftest Hausman-McFadden Test

## S3 method for class 'formula'

## S3 method for class 'mlogit'

## from Greene's Econometric Analysis p. 731

## Create a variable of income only for the air mode

TravelMode$avinc <- with(TravelMode,(mode=='air')*income)

## Compute the test

JapaneseFDI Japanese Foreign Direct Investment in European Regions

• firm: the investment id,

• choice.c: the chosen country,

logsum Compute the log-sum or inclusive value/utility

mFormula Model formula for logit models

## S3 method for class 'formula'

## S3 method for class 'mFormula'

## S3 method for class 'mFormula'

data("Fishing", package = "mlogit")

# a formula with to alternative specific variables (price and

# same, with an individual specific variable (income)