Germán Rodríguez
Generalized Linear Models Princeton University

6.3 The Conditional Logit Model

Stata and R are also able to fit the more general McFadden conditional logit model discussed in the notes, a random-utility model where the expected utility of a choice may depend on characteristics of the alternatives, characteristics of the people making the choices, and variables which are specific to a combination of person and alternative, for example distance to a cinema. The special case where all predictors are individual characteristics is the multinomial logit model of the previous section.

If you are interested in this type of model I recommend that you download the packages mlogit and/or mnlogit and study their documentation. The more general model is beyond the scope of the course.

Updated fall 2022