NLOGIT

Econometric Software, Inc. was founded in the early 1980s by NYU economist William H. Greene. An experimental “DISCRETE CHOICE” command in LIMDEP 6.0 (1994) evolved into a separate product: NLOGIT 1.0 (1996), whose core feature was a full‐information nested-logit estimator. Over the next two decades the program grew into a superset of LIMDEP, adding multinomial probit, mixed logit and a graphical simulation interface. Since that announcement the main domains limdep.com and nlogit.com have gone offline, and version 6 (build 10.0.12) remains the final release. ==Models==

NLOGIT implements full-information maximum-likelihood or simulated-likelihood estimators for a wide range of choice models. Among them are: • Unrestricted and scaled multinomial logit models, including heteroscedastic variants. • Mixed logit (a.k.a. random-parameters logit) with flexible distributional assumptions. • Random-regret logit and “willingness-to-pay-space’’ parameterisations. • Nested logit, heteroscedastic extreme value and error-components logit. • Multinomial probit with simulation-based integration. • Latent class models for unobserved taste heterogeneity. ==Data analysis and simulation==

A project interface lets users combine data management, model estimation and “what-if’’ market-share simulations in one session. Probability forecasts from the fitted model can be recomputed under counter-factual scenarios—such as price changes or policy interventions—either for the original sample or for any compatible external dataset. ==Current status==

Since the 2024 closure of Econometric Software, NLOGIT is no longer sold or supported, and the official download servers are offline. Existing licence holders can still run version 6 on modern Windows systems, but new users typically adopt open-source alternatives (e.g. Python Biogeme or R gmnl) that replicate most NLOGIT functionality. ==See also==