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M-competitions, respectively.

  • Multinomial responses : Multinomial models with individual-specific covariates only are available in multinom() from package nnet. An implementation with both individual- and choice-specific variables is mlogit. Generalized multinomial logit models (e.g., with random effects etc.) are in gmnl. A flexible framework of various customizable choice models (including multinomial logit and nested logit among many others) is implemented in the apollo package. Generalized additive models (GAMs) for multinomial responses can be fitted with the VGAM package. A Bayesian approach to multinomial probit models is provided by MNP. Various Bayesian multinomial models (including logit and probit) are available in bayesm. Furthermore, the package RSGHB fits various hierarchical Bayesian specifications based on direct specification of the likelihood function.
  • Ordered responses : Proportional-odds regression for ordered responses is implemented in polr() from package MASS. The package ordinal provides cumulative link models for ordered data which encompasses proportional odds models but also includes more general specifications. Bayesian ordered probit models are provided by bayesm.
  • Censored responses : Basic censored regression models (e.g., tobit models) can be fitted by survreg() in survival, a convenience interface tobit() is in package AER. Further censored regression models, including models for panel data, are provided in censReg. Censored regression models with conditional heteroscedasticity are in crch. Models for sample selection are available insampleSelection and semiparametric extensions of these are provided by SemiParSampleSel. Package matchingMarkets corrects for selection bias when the sample is the result of a stable matching process (e.g., a group formation or college admissions problem).
  • Truncated responses crch for truncated (and potentially heteroscedastic) Gaussian, logistic, and t responses. Homoscedastic Gaussian responses are also available in truncreg.
  • Fraction and proportion responses : Fractional response models are in frm. Beta regression for responses in (0, 1) is in betareg and gamlss.
  • Miscellaneous : Further more refined tools for microeconometrics are provided in the micEcon family of packages: Analysis with Cobb-Douglas, translog, and quadratic functions is in micEcon; the constant elasticity of scale (CES) function is in micEconCES; the symmetric normalized quadratic profit (SNQP) function is in micEconSNQP. The almost ideal demand system (AIDS) is inmicEconAids. Stochastic frontier analysis (SFA) is in frontier and certain special cases also in sfa. Semiparametric SFA in is available in semsfa and spatial SFA in spfrontier and ssfa. The packagebayesm implements a Bayesian approach to microeconometrics and marketing. Estimation and marginal effect computations for multivariate probit models can be carried out with mvProbit. Inference for relative distributions is contained in package reldist.