Earlier this weekend (Dec. 7, 2013), mnlogit was released on CRAN by Wang Zhiyu and Asad Hasan ([email protected]) claiming that mnlogit uses “parallel C++ library to achieve fast computation of Hessian matrices”. Here is a comparison of mnlogit with mlogit by Yves Croissant whose package seems to be the inspiration for mnlogit. I will estimate the same model using the same data...