logsum: Compute the log-sum or inclusive value/utility

In mlogit: Multinomial Logit Models

Compute the log-sum or inclusive value/utility

Description

The 'logsum' function computes the inclusive value, or inclusive utility, which is used to compute the surplus and to estimate the two steps nested logit model.

Usage

logsum(
  coef,
  X = NULL,
  formula = NULL,
  data = NULL,
  type = NULL,
  output = c("chid", "obs")
)

Arguments

coef	a numerical vector or a 'mlogit' object, from which the 'coef' vector is extracted,
X	a matrix or a 'mlogit' object from which the 'model.matrix' is extracted,
formula	a formula or a 'mlogit' object from which the 'formula' is extracted,
data	a 'data.frame' or a 'mlogit' object from which the 'model.frame' is extracted,
type	either '"group"' or '"global"' : if a 'group' argument has been provided in the 'mlogit.data', the inclusive values are by default computed for every group, otherwise, a unique global inclusive value is computed for each choice situation,
output	the shape of the results: if '"chid"', the results is a vector (if 'type = "global"') or a matrix (if 'type = "region"') with row number equal to the number of choice situation, if '"obs"' a vector of length equal to the number of lines of the data in long format is returned.

Details

The inclusive value, or inclusive utility, or log-sum is the log of the denominator of the probabilities of the multinomial logit model. If a '"group"' variable is provided in the '"mlogit.data"' function, the denominator can either be the one of the multinomial model or those of the lower model of the nested logit model.

If only one argument ('coef') is provided, it should a 'mlogit' object and in this case, the 'coefficients' and the 'model.matrix' are extracted from this model.

In order to provide a different 'model.matrix', further arguments could be used. 'X' is a 'matrix' or a 'mlogit' from which the 'model.matrix' is extracted. The 'formula'-'data' interface can also be used to construct the relevant 'model.matrix'.

Value

either a vector or a matrix.

Author(s)

Yves Croissant

See Also

[mlogit()] for the estimation of a multinomial logit model.

mlogit documentation built on June 10, 2025, 9:10 a.m.