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Superior Analysis Tools for Multinomial Choice Modeling
Our NLOGIT statistical software provides the widest and deepest array of tools available anywhere for analysis of multinomial logit models, including nested logit, generalized mixed multinomial logit, heteroscedastic extreme value, multinomial probit, mixed logit and more. A unique simulation package that allows you to analyze alternative scenarios in the context of any estimated discrete choice model with any data set, whether used in estimation or as hold out data for examining model cross validity.
Non- and Semiparametric Estimators
Least absolute deviations linear regression
Quantile regression, linear or count
Maximum score for binary choice
and Spady estimator for binary choice
Nonparametric, kernel density regression
LOWESS regression
Stratified Data
Cluster corrections
Stratification and clustering
Finite population weights
Statistics & Graphics
Descriptive statistics and graphical analysis tools include:
Descriptive statistics for cross sections and panels
Tables of means and quantiles
Time series
Spectral density
Graphics tools
Kernel density
Discriminant analysis
Contour plots
Heteroscedasticity
Weighted least squares
Multiplicative heteroscedasticity, maximum likelihood
Goldfeld-Quandt, Breusch-Pagan tests
Groupwise heteroscedasticity
Heteroscedastic fixed and random effects
ARCH, GARCH, GARCH in mean
Specification Tests
Omitted variables
Structural change
J, Cox, PE tests
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