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Multinomial logistic regression in Stan

Files included:

  • multinomial_stan_comparisons.R: Shows a variety of ways one could write a basic multinomial model with an eye toward speed comparisons.
  • mnl_1 to 4: stan scripts used in the previous.
  • stan_basic_mnl_conceptual.stan: This is straightforward conceptual stan code for a basic multinomial model. It duplicates the initial example in the manual. As noted there, without a suitable prior it is not identified
  • stan_basic_mnl_altspecific.stan: This extends the standard multinomial model to one that can include both class specific and class constant effects.