A multivariate, discrete probability distribution used to describe the results of a random experiment where each of $n$ outcomes are placed into one of $k$ nominal categories.

learn more… | top users | synonyms

2
votes
0answers
15 views

Show Pearson Chi-Square Statistic is Score Statistic for Multinomial Data

I've read in many textbooks that the Pearson Chi-Square statistic is a score statistic in the multinomial setting (as well as others). I thought it would be a good exercise to derive this, but I am ...
1
vote
1answer
25 views

Help setting up pymc to solve this problem relating to distribution of colors in M&M's

My overall goal is to work through the "Bayesian Methods for Hackers" book. So far I understand how to do simple things with pymc (like determining the parameters for a linear model and for a ...
15
votes
1answer
219 views

Can a Multinomial(1/n, …, 1/n) be characterized as a discretized Dirichlet(1, .., 1)?

So this question is slightly messy, but I'll include colourful graphs to make up for that! First the Background then the Question(s). Background Say you have a $n$-dimensional multinomial ...
2
votes
1answer
46 views

How to assess if a model is good in multinomial logistic regression?

I have some ordinal response $y$ that I modeled using both ordinal logistic regression and multinomial logistic regression (to avoid the proportional odds assumption), using two continuous variables ...
0
votes
0answers
26 views

Advice for test on categorical variables

I am working with two variables - variable 'A' is an independent categorical variable and has three levels 'a' 'b' and 'c'; variable 'B' is continuous response variable data I have classified into ...
0
votes
0answers
13 views

Multinomial models in R with non-varying alternative values

I have a revealed preference data set on where people travel to do certain activities. I have individual variables for each person/trip, and alternative specific variables for each possible choice ...
1
vote
0answers
7 views

Modelling sub-categories of independent variables

Hello: I have a data set that looks below. I'm trying to model membership in a cluster (3 categories) as a function of various categorical and numeric predictors. The real predictors of interest are ...
0
votes
0answers
20 views

How to specify reference category for binary independent variables in multinomial logistic regression in SPSS

I am using multinomial logistic regression in SPSS 20, with a DV with three ordinal categories, the last specified as the reference category. I have a mix of binary and ordinal IVs. I have no trouble ...
0
votes
1answer
49 views

Sample size for categorical data

I have a population of phone calls - 200,000. There are different reasons for each call, but lets assume the number of reasons is known. i.e. 7 different call reasons: 1) Check on order 2) Cancel ...
0
votes
1answer
29 views

Multinomial logit with aggregate data

I am asking a general question here. Can multi-nomial model be applied to aggregate data. If so , can you give me a reference list.
1
vote
1answer
41 views

RJAGS Multinomial-Dirichlet – Observed node inconsistent with unobserved parents at initialization

I am trying to model a simple 2x2 contingency table with a multinomial-Dirichlet model. A snippet of my data z[i,1:4] look like this: ...
0
votes
0answers
30 views

Estimating parameters of Dirichlet distribution

This is a very basic question but after reading few documents I found online I am a bit confused about Dirichlet parameter estimation. My data is multinomial. I have my Dirichlet prior and I would ...
0
votes
0answers
43 views

How can I run ordered logistic regression on a large sparse matrix in R

I have a sparse matrix X, 970283x9511, with 970283 documents and 9511 features. I have a vector y of length 970283 corresponding to a rating 1-5. I know of the glmnet package, which has binomial and ...
2
votes
0answers
61 views

preferential multinomial model (with memory)

I am modeling a system that is like having a container of an infinite number of colored balls. On each day $t$, I pull out a new set of $n_t$ balls and I count the number of balls that are red, green, ...
0
votes
0answers
21 views

Variance of multinomial distribution that is product of 4 Beta random variables

I have a system of 4 binary random variables, $A$, $B$, $C$ and $D$. $A$, $B$ and $C$ are conditionally independent given $D$, and I'll call one set of samples $ABCD$ an event (e.g. $ABCD$ meaning all ...
0
votes
0answers
9 views

Is quantile multinormal distribution same as negative multinormal disribution?

May I know whether the quantile multinormal distribution is the same as negative multinormal distribution? If not, may I ask what the quantile multinormal distribution function look like? Thank you ...
0
votes
0answers
14 views

For which data can propensity score matching be applied?

I wondered if besides controlled experiments (random distribution of treatments) and observational studies (treatment for homogeneous individuals), other settings apply for propensity score matching. ...
0
votes
0answers
19 views

sklearn - Multinomial Naive Bayes (data too big???!!!)

I wanted to really understand the rationale behind the following code as written in python sklearn's manual partial_fit(X, y, classes=None, sample_weight=None) when the data is too big to fit in ...
0
votes
0answers
33 views

Nonlinearity in OLS-models

I have a question connected to the OLS-Model's assumption of Linearity between parameters. What should be done if the assumption is not fulfilled? My second question is if I can use multinomial ...
0
votes
0answers
16 views

Feasible Multinomial Logit with large number of fixed effects

Is there a way to run something similar to a multinomial logit model with a large number of fixed effects that converges in a reasonable amount of time (I am using Stata)?
2
votes
0answers
27 views

Wald interval for ratio of multinomial parameters

In a trinomial distribution with parameters $p_1, p_2$ I am interested in the parameter $\theta=\frac{p_1}{p_2}$. I would like to find the Wald confidence interval for this parameter, but I think that ...
1
vote
0answers
59 views

Is selection/sample bias immediately caused when I don't exclude data?

I'm running a multinomial logistic regression on 8 independent variables for 180 observations in Stata (version 11). The dependent variable is categorical with 7 outcome categories, categories 1-6 ...
2
votes
0answers
29 views

Is this a true inequality over multinomial parameters?

Let $p_1,\ldots,p_k$ be the multinomial parameters sampled from a Dirichlet distribution. Assume $\bar{p_1},\ldots,\bar{p}_k$ be the mean of Dirichlet distribution. Then, $$Pr( ...
0
votes
0answers
11 views

Number of parameters in multinomial logistic regression

In Chapter 10 (Directed graphical models) of Murphy's Machine Learning text, the author claims that multinomial logistic regression has $O(K^2 V^2)$ parameters, where $K$ is the number of discrete ...
1
vote
1answer
28 views

Bit Error Rate - Multiple Bernoulli trials with different probabilities

If you transmit a sequence of bits over some line, errors may creep in. For instance, if the Bit Error Rate of this line is 1%, on average, every 1 out of 100 bits will flip to the opposite value. ...
1
vote
0answers
26 views

Propagation of uncertainty: entropy of multinomial

My goal is to estimate the entropy of a multinomial distribution, based on a single observation (a set of counts for each possible outcome). I also want to calculate the uncertainty in my estimated ...
3
votes
0answers
38 views

Student classification with Multinomial Logit

I’m analyzing student performance data. In my dataset, each row corresponds to a student and each column contains several performance metrics (continuous) and the student type (categorical, 4 types). ...
0
votes
0answers
33 views

Distribution of residuals in multinomial / ordinal logistic regression

In simple logistic regression, the standardized residuals are assumed to be normally distributed. Are there any such assumptions for ordinal or multinomial logistic regression? Because in these ...
0
votes
0answers
9 views

Why does the number of samples required decrease when the number of classes increase when calculating sample size for a variable number of answers?

I wanted to post this as a follow up to Varty's excellent response to this question regarding the number of samples required to achieve a given confidence interval with a variable number of answers, ...
0
votes
0answers
12 views

Calculate elasticities of mixed logit

How do we calculate the dis-aggregate direct elasticity of a random-coefficient logit model?
1
vote
0answers
39 views

mixture regression model with networked variables

I am thinking about the following regression model; In my regression model, there is prior information on the regressors that they are connected like a network $T$. The purpose of my regression model ...
9
votes
2answers
373 views

What distribution does Fisher's exact test assume?

In my work I have seen several uses of Fisher's exact test, and I was wondering how well it fits my data. Looking at several sources I understood how to calculate the statistic, but never saw a clear ...
0
votes
0answers
22 views

hypothesis of unique elasticity in mlogit()

I am trying to run a nested logit model using mlogit() in R. There is an option un.nest.el, which is "a boolean, if TRUE, the hypothesis of unique elasticity is imposed for nested logit models" (from ...
0
votes
0answers
27 views

Text classification: combine ngrams with original content?

I have a document classification project where I classify websites in one of ~20 categories based on content. My current process is as follows: Extract plaintext Normalize Tokenize Stem Ngramize ...
3
votes
0answers
39 views

Characterize this discrete distribution

Suppose we have $k$ buckets, with an infinite number of balls in each bucket. The balls within one bucket are indistinguishable, those between buckets are. We assign to bucket $i$ a probability $p_i$ ...
0
votes
0answers
18 views

Confidence intervals for multinomial mixed models

I am using the ordinal package in R to create a multinomial mixed model using the clmm2 function. However, I cannot find a way to get confidence intervals for the coefficients; confint() does not work ...
3
votes
2answers
43 views

“Select All That Apply” — How To Generate a Predictive Model with this Type of Question

For a particular question in a survey, respondents have been asked to select all that apply (i.e. say from a list of books they have read). I'm wondering if anyone knows how I would be able to build ...
0
votes
1answer
38 views

Modelling ordered data which violates proportional odds assumption

I have a dependent variable which describes how many pounds an individual contributed to a cause. The amount is in whole pounds and out of a maximum of 5 (ie. 0,1,2,3,4,5). I have 2 independent ...
0
votes
1answer
34 views

vglm: Error in vglm.fitter, due to matrix dimension?

I've looked to other Error in vglm.fitter-related posts but they don't seem (or I cannot) related to this one. This the error I get when running vglm for multinomial regression (classification): ...
0
votes
0answers
182 views

Choice based conjoint with SPSS

Is it possible to run a Choice Based Conjoint analysis (preferably with also no-choice option) with SPSS? Do I need a particular package for that? if not possible with SPSS is it possible with Stata? ...
0
votes
0answers
16 views

Complement naive bayes

I would like some help in understanding how does Complement Naive Bayes work. I have googled the paper Complement Naive Bayes I understand that naive bayes works by computing the probability of a ...
0
votes
0answers
23 views

Multinomial logit model when share of each choice is known for an aggregate area

I've been reading an academic paper where multinomial logit has been used to model railway station choice. It's an aggregate model where the ‎observation unit is postcode area in the Netherlands (each ...
0
votes
0answers
38 views

Softmax maximum likelihood problem: arbitrary constant

I'm doing a multiclassification with a softmax function. The probability of a sample $j$ belonging to class $k$ is given by the softmax: ...
0
votes
0answers
85 views

glmnet: which is the reference category or class in multinomial regression?

Following post Why {glmnet} can be calculated parameters for all category? I have 4 categories or classes or responses for y (thus multinomial): cat1, cat2, cat3 and finally no-cat. I want my "no ...
0
votes
0answers
28 views

R: Error with mlogit Conjoint modelling - system singularity

I am building choice models on a dates about coffee preferences. I have 5 alternatives: Brand, Cup, Price, Certification and Local Community Support. The data looks like this: ...
1
vote
0answers
79 views

Comparison and testing multinomial coefficients

Straight to the problem I want to test the hypothesis that two coefficients of multinomial regression model are equal between them. For example, considering a model where Y is 3 level categorical ...
0
votes
0answers
8 views

how do i differentiate between alternative specific and alternative invariants using sas?

Okay so my level of expertise in statistics is fresher/rookie. I am trying to predict the the outcome of categorical choices for a product category y (3 choices or 3 flavors of cereal for example). ...
1
vote
0answers
67 views

Alternative specific conditional logitstic regression with clustering on in individual in panel data: scientifically and computationally reasonable?

My scientific interest is to calculate the price elasticity for an overall set of products (books) in a panel dataset of observations over a 3 year period and I was wondering whether asclogit ...
0
votes
0answers
18 views

Aggregation of Individual-Level Multinomial Probabilities in R

I have a multinom (multnomial) logit model in R which predicts the probability that a given individual prospective customer will ...