Software
I develop and maintain R packages for econometrics, with a focus on discrete choice models, limited dependent variable models, and spatial econometrics.
My software is designed to make advanced econometric models usable for applied researchers, with emphasis on transparent syntax, simulation-based estimation, marginal effects, and reproducible empirical work.
R packages
gmnl
Discrete choice Mixed logit Latent class Random parameters Conditional logit
gmnl estimates multinomial logit models with observed and unobserved preference heterogeneity. It includes mixed multinomial logit, generalized multinomial logit, latent class, and mixed-mixed logit models.
CRAN · GitHub · JSS article · Manual
install.packages("gmnl")Rchoice
Limited dependent variables Random parameters Binary models Ordered models Count models
Rchoice estimates binary, ordered, and count models with random parameters using simulated maximum likelihood for cross-sectional and longitudinal data.
CRAN · GitHub · JSS article · Manual
install.packages("Rchoice")spldv
Spatial econometrics Binary response models GMM Marginal effects Maximum likelihood
spldv estimates spatial limited dependent variable models, especially spatial autoregressive models for binary outcomes using GMM estimators.
install.packages("spldv")hspm
Spatial econometrics Spatial regimes Heterogeneity Endogeneity
hspm implements heterogeneous spatial models, including spatial regimes models with spatial lags, spatially lagged regressors, endogenous variables, and spatially autocorrelated errors.
install.packages("hspm")Package overview
| Package | Main area | Main contribution |
|---|---|---|
gmnl |
Discrete choice | Multinomial logit models with random parameters, latent classes, and flexible heterogeneity. |
Rchoice |
Limited dependent variables | Binary, ordered, and count models with random parameters. |
spldv |
Spatial econometrics | Spatial binary response models estimated by GMM. |
hspm |
Spatial heterogeneity | Spatial regimes and heterogeneous spatial models. |
Research code
I also use GitHub to host research code, replication material, and work-in-progress implementations related to spatial econometrics, discrete choice, and limited dependent variable models.