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Maximum likelihood estimation of conditional logit models

Project description

What PyLogit is

PyLogit is a Python package for performing maximum likelihood estimation of conditional logit models and similar logit-like models.

Main Features

  • Conditional Logit (Type) Models

    • Multinomial Logit Models

    • Multinomial Asymmetric Models

      • Multinomial Clog-log Model

      • Multinomial Scobit Model

      • Multinomial Uneven Logit Model

      • Multinomial Asymmetric Logit Model

    • Nested Logit Models

    • Mixed Logit Models (with Normal mixing distributions)

  • Supports datasets where the choice set differs across observations

  • Supports model specifications where the coefficient for a given variable may be

    • completely alternative-specific (i.e. one coefficient per alternative, subject to identification of the coefficients),

    • subset-specific (i.e. one coefficient per subset of alternatives, where each alternative belongs to only one subset, and there are more than 1 but less than J subsets, where J is the maximum number of available alternatives in the dataset),

    • completely generic (i.e. one coefficient across all alternatives).

Where to get it

Available from PyPi

https://pypi.python.org/pypi/pylogit/0.1.1

Available through Anaconda::

conda install -c timothyb0912 pylogit

For More Information

For more information about the asymmetric models that can be estimated with PyLogit, see the following paper

Brathwaite, Timothy, and Joan Walker. “Asymmetric, Closed-Form, Finite-Parameter Models of Multinomial Choice.” arXiv preprint arXiv:1606.05900 (2016). http://arxiv.org/abs/1606.05900.

Attribution

If PyLogit (or its constituent models) is useful in your research or work, please cite this package by citing the paper above.

License

Modified BSD (3-clause)

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