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.

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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 ...
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45 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 ...
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1answer
23 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.
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1answer
26 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: ...
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27 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 ...
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33 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 ...
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58 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, ...
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18 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 ...
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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 ...
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12 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. ...
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17 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 ...
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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 ...
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14 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)?
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25 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 ...
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57 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 ...
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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( ...
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10 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 ...
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25 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. ...
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23 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 ...
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35 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). ...
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27 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 ...
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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, ...
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10 views

Calculate elasticities of mixed logit

How do we calculate the dis-aggregate direct elasticity of a random-coefficient logit model?
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38 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 ...
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371 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 ...
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21 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 ...
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25 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 ...
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36 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 $p_i$ ...
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17 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 ...
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2answers
41 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 ...
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1answer
33 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 ...
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1answer
30 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): ...
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151 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? ...
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13 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 ...
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18 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 ...
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32 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: ...
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70 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 ...
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25 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: ...
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77 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 ...
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7 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). ...
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54 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 ...
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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 ...
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1answer
53 views

Likely mean of a multinomial distribution with dirichlet prior

I am working to create a Bayesian non-parametric estimate of the mean of a distribution given a distribution of observations. Ultimately I'd like to get to a credibility interval of the likely mean of ...
4
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1answer
175 views

Regression model for road accidents data

I want to model road accidents data to identify 1) the major causes of accidents and 2) predictors that can explain the accident severity measured by the passengers injury level (minor, major, fatal). ...
3
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1answer
102 views

Can multinomial distribution be simulated by a sequence of binomial draws?

I wonder if single multinomial distribution (I will use the notation from JAGS/WinBUGS, but in fact, this is principial thing rather than of particular language) ...
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1answer
46 views

Is multinomial the same as multiple binomial?

I wonder, if I write - in JAGS, WinBUGS, or in a paper: x[] ~ dmulti(p[], N) is it the same as if I write: ...
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52 views

Confidence interval on replicates from multinomial distribution with bimodal outcomes

I have a Java model which tracks the numbers of 6 types (A-F) of individuals. I am interested in the distribution of different types of individual across simulations with different parameter values. ...
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67 views

Multinomial logistic regression does not match actual data

I was wondering if someone with experience running multinomial logistic regression could look at my data file and results, and explain why the results turned out the way it did. The background: I've ...
6
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1answer
146 views

glmnet: How to make sense of multinomial parameterization?

Following problem: I want to predict a categorical response variable with one (or more) categorical variables using glmnet(). However, I cannot make sense of the output glmnet gives me. Ok, first ...