In R, to incorporate unobserved heterogeneity and random parameters in your multinomial logistic regression model, you can use the "mlogit" package, which provides functions for estimating mixed logit models. The "mlogit" package allows you to model random parameters and unobserved heterogeneity, providing a flexible framework for capturing individual-specific variation in choice behavior. You can use functions such as "mlogit" and "gmnl" within the "mlogit" package to specify and estimate models with random parameters.

Mesfin Esayas thank you for the reply. Is there any specific tools to look for heterogeniety in mean and variance. I tried mlogit package but could not get how to find heterogeneity in mean and variance i.e the command for looking for heterogeniety in mean and heterogeniety in variance in the radnom parameter.