Conditional Logit

A conditional logit is a form of multinomial logit where the variables are allowed to vary over alternatives. This has functionality similar to Stata's asclogit command.

clogit.m is the function to be submitted to an optimization tool (most notably fminunc). It can be specified to have all, some, or no variables vary over alternatives. It accepts a restriction matrix of the form created by the user-submitted function "Apply Restrictions" (see below).

pclogit.m returns the probabilities based on the parameters estimated by clogit.m

asclogitSim.m is a small example.