A probability distribution used to describe the results of a random experiment where each of $n$ outcomes are placed into one of $k$ nominal categories. The binomial distribution is a special case where there are only $k=2$ categories.
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21 views
Logit: what does irrelevance of the benchmark mean?
In McFadden - Analysis of Qualitative Choice Behavior, Axiom 3 (Irrelevance of Alternative Set Effect) states:
The function $V(s,x,z)$ determining the selection probabilities in
$P(x|s,B) =\ ...
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0answers
38 views
Question about proof for luce choice axiom w.r.t. conditional probability
In Luce (1959) the choice axiom is definied, that for a finite subset $T$ of $U$ such that, for every $S\subset T, P_S$ is defined.
If $P(x,y)\ne 0,1$ for all $x,y\in T$, then for $R\subset S\subset ...
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0answers
118 views
Luce Choice Axiom, question about conditional probability
I'm reading Luce (1959). Then I found this statement:
When a person chooses among alternatives, very often their responses
appear to be governed by probabilities that are conditioned on the
...
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0answers
18 views
Exact version of Bowker's test?
I know there is an exact version of McNemar's test for symmetry, and am just wondering if there is an exact version for Bowker's test. From my understanding the exact version of McNemar's test uses ...
1
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1answer
36 views
Parameters for a Hierarchical Multinomial Regression
I am trying to fit a hierarchical multinomial regression to cross sectional data. I have around 2000 units with only one observation per unit. I have a binomial response variable and 14 dummy ...
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0answers
30 views
Estimate multinomial probit model with mlogit (R package)
From the document and help, probit model is supported by mlogit. But when I tried it with these R scripts, the estimation takes much longer time to run (than the logit verion) and the result is quite ...
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0answers
24 views
Multinomial Conditional Distribution
I'm working on a problem and after an 1.5, I've not had much of a progress. I appreciate if you can guide me on how to solve it.
Consider
$$X = {X_{ij}: i = 1, \dots, I, j = 1, \dots J} \sim ...
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1answer
51 views
Multinomial logit with different sample sizes in three groups
I have 3 groups in my dependent variable. The sample sizes on the 3 are very different.
I have about 10000 in the first group, 35000 in the second and 100,000 in the third.
My question is: Should we ...
5
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1answer
118 views
Analyzing changes in a repeated categorical measure
I am trying to analyze why some individuals change their response to a categorical survey item Y between time T1 and T2, given some explanatory variables X1 and X2
Specifically, the data looks like ...
1
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2answers
362 views
Multinomial logistic regression vs binary logistic regression
Lets say we have a dependent variable $Y$ with few categories and set of independent variables.
What are the advantages of Multinomial logistic regression over set of binary logistic Regressions? ...
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0answers
64 views
Group differences from a Bayesian Hierarchical Multinomial Model in Jags
I'm unsure about how to go about looking at group differences in frequency data using a Hierarchical Bayesian approach. Normally I would do a Chi-square Test of Independence between groups, but this ...
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0answers
76 views
Dirichlet-multinomial distribution and the dirmult package in R
I would like to write my own unsupervised clustering EM algorithm and would like to use the dirmult function in R to get an idea of the MLE estimates or fit a distribution over my dataset.
I am not ...
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1answer
39 views
Unable to provide random parameter with mlogit
I'm having trouble with rpar argument in the mlogit function (package mlogit).
My dataset looks like this:
...
2
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0answers
40 views
Nested outcome categories in a multinomial logistic
I’m modeling a target-shooting video game. A player can shoot and hit the target, shoot and miss, or switch weapons. For simplicity, the outcomes are HIT, ...
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0answers
77 views
Sample size power and sensitivity
I'm building a multinomial ordinal logistic regression model in SAS. Here is some description:
I've an ordinal response variable (has 4 levels) and 3 categorical covariates (each one has different ...
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0answers
141 views
Results from multinomial ordinal logistic regression model
I've an ordinal response variable (has 4 levels) and 3 categorical covariates (each one has different levels 3, 5, 2, and 4 respectively). We also are dealing with repeated observations. I fitted a ...
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0answers
88 views
R package for multinomial naive Bayes text classification?
I am looking for a multinomial naive Bayes text classification package in R that accepts a term document matrix (from tm) as input for training and classifies new text based on that. I have about ...
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0answers
87 views
Question about the validation step for a multinomial logit model
I've been skimming through a couple of books (all german ones, hence I do not cite them here) at what residual plots one should look at if the usual model assumptions in the context of a multinomial ...
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1answer
112 views
Multinomial log. regression in SPSS with a dummy independent variable
This is my test design which is simply a grouping variable:
When I choose to regress a gender variable (w/m) onto this grouping variable with a multinomial logisitic regression model I'll observe
...
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3answers
161 views
Can multinomial regression do what I want?
I have a list of observations of females and their responses, categorized into 5 behaviors, to a potential threat. I'm wondering if, for each response type, whether the presence of an infant makes it ...
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1answer
37 views
Confidence intervals for count data of a categorical
I'm trying to analyze the results of a survey question. The question is multiple choice (but each respondent can only select one answer) and I want to calculate 95% confidence intervals for their ...
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0answers
11 views
Measuring agreement between election survey and the “real” results
Israel just had its election done, and I am curious to see the level of "similarity" between the surveys and the actual results.
While measuring lack of fit can be done using a chi-square test, what ...
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0answers
122 views
predict() - multinomial logistic regression
I come to you today because I face a huge problem that I cannot explain.
I have run a multinomial logistic regression (using the mlogit package) on behavioral data :
...
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1answer
137 views
Meaning of intercept in multinomial regression with binary predictors?
I am doing a multinomial regression and trying to interpret the results: In the basic model there is only one binary predictor variable (0 = high risk scenario, 1 = low risk scenario), the dependent ...
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1answer
170 views
real example of multinomial distribution
I found multinomial distribution really powerful in theory. But I don't if my real case can be treated as multinomial. there are two cases:
1. there are n students, 30% chose apple, 40% chose banana, ...
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1answer
186 views
Pearson residuals formula in a multinomial logit model
Could someone tell me what's the formula for the Pearson residuals in a multinomial logit model?
I tried to look for it but I haven't found anything.
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2answers
74 views
Multinomial logistic regression with “constant variable”
I am encountering some problems with setting up a multinomial logistics regression (stepwise).
My data/model is the following:
Dependent variable: strategy1/strategy2/no preference
"Indenpendent" ...
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0answers
83 views
GLM multinomial proportional hazard — what's the canonical link function?
i am kind of sure my professor is going to ask me this question on the next exam, but there is nothing about this on his notes.
All i know is that this link function is different from the Multinomial ...
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1answer
147 views
False-error rate in a Pearson test, when approximation by a $\chi^2$ distribution is invalid?
The question arises in a cryptographic context involving a regulatory test of a physical source or random bits, with null hypothesis that they are independent and unbiased. $n$ samples of 4 bits are ...
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0answers
47 views
(Nominal) raters with no gold standard
A friend of mine took a document and broke it up into parts, then asked 5 subject matter experts to classify each part into nominal category A, B, C, D, or E. (I'm not sure yet, but D may be "All of ...
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0answers
44 views
Replication in multivariate logit in R
I am new to both logit models and GLMs, but I think one of those two model classes might be the correct analysis for my data set:
I am interested in comparing the composition of the diet of fish ...
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0answers
29 views
Cross validating and choosing parameters for multinomial classifier
I'm training a multinomial classifier. I take my data and divide it into a test and train set and then run the test data through the classifier that has been trained on the training dataset. I'm ...
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2answers
132 views
Bayes Estimation on Dirichlet distribution
I'm trying to get my head around the "hidden species" problem. It goes something like this. You visit a park and run into three species, 3 lions, 2 tigers and 1 bear. You are to determine what is your ...
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1answer
386 views
Determining which variables have been dropped using cv.glmnet in R
I have a large amount of vegetation data that has been broken down into 13 habitat classes. I am trying to determine which vegetation tends to fall into or is absent from which habitat with any sort ...
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0answers
192 views
Simultaneous confidence intervals for multinomial proportions: pooling replicates or not?
I observed 21 times a response that could be one out of 8 categories (multinomial response). I computed the proportions for each category.
I did it independently 12 times. Hence I have 12 replicates ...
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0answers
65 views
Help to analyze results of a multinomial logit
After I have followed the advice I have been given on that website, I have been able to get some results, unfortunately I have some trouble understanding what I got:
original post : Here
edit : ...
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0answers
162 views
Multinomial logistic regression - Behaviour biology
I have been told, by a redditor, that I should ask my question on this website as I am a bit stuck.
I am a student in biology, currently finishing my master in Behavior, evolution and conservation. I ...
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2answers
51 views
Multinomial logistic predictor matrix
I'm reading Tuerlinkx & Wang, "Models for Polytomous Data". They write: "Apart from the intercept, the predictors that are included in the predictor matrix X can be classified into seven groups: ...
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0answers
51 views
conditional on the total, what is the distribution of negative binomials
If $x_1, x_2, \ldots, x_n$ are i.i.d. negative binomial, then what is the distribution of $(x_1, x_2, \ldots, x_n)$ given
$x_1 + x_2 + \ldots + x_n = N\quad$?
$N$ is fixed.
If $x_1, x_2, \ldots, ...
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1answer
128 views
Multinomial regression with categorical choice and predictos and factor analysis
I have a non-ordinal categorical dependent variable with 3 choice outcomes and 20 ordinal categorical predictors and want to do a multinomial logistic regression. However, I want to reduce the ...
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1answer
446 views
Interpreting multinomial logistic regression output in R
I am trying to perform multinomial logistic regression on my data which is as below(just the header).
"category" is my target variable and all other variables are independent variables. category has ...
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1answer
488 views
R: mlogit error on data - “system is exactly singular”
So I have data from a randomized blind trial of 1mg of nicotine gum on dual n-back working memory scores; I analyzed them as usual with a t-test and found a small increase in means but a large ...
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2answers
259 views
Multinomial-Dirichlet model with hyperprior distribution on the concentration parameters
I will try to describe the problem at hand as general as possible. I am modeling observations as a categorical distribution with a parameter probability vector theta.
Then, I assume the parameter ...
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1answer
112 views
Reference category in multinominal logistic regression
I was wondering how you get beta values for the final model if you don't
have a reference condition?
I am running a multinominal logistic regression using a dependent variable
that has 6 levels - ...
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0answers
208 views
Test of multicollinearity for multinomial logistic regression using mlogit function in R
From an example I have seen, I know that if the standard error of multinomial logistic regression model is greater than 2 of a variable then we can say that multicollinearity exists.
Now, I wanted to ...
2
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1answer
196 views
How to test for outliers in an mlogit model in R
I am running a multinomial logistic regression using the mlogit package and mlogit function in R. Now I need to check for ...
2
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1answer
208 views
Test for multinomial distribution
I have a sample of animals and a categorical variable of $L$ behaviors $i=1,...L$. I computed the proportions of this sample corresponding to each behavior category $p_{i}$, $\sum p_{i}=1$.
Can I ...
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1answer
53 views
Any actual applications based on “dirichlet distribution servers as a conjugate prior for multinomial distribution”
Conjugate prior is useful and beautiful in theory, for instance, Dirichlet distribution can serves as the conjugate prior for multinomial distribution. But I don't find any actual applications based ...
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63 views
Information criterion with penalty to condition number of hessian matrix?
I am working on a multinomial logistic model. I have the following questions:
AIC is asymptotically same as cross-validation, right? is it also true for logistic model? (N ~= 6000, p ~= 20)
I ...
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3answers
333 views
Which logit/probit model do I use for multiple reponse/dependent variables?
I have $300$ time series objects that constitute the $300$ columns of matrix $X$. This matrix has $5$ rows and represents $5$ days of time series information for each $300$ columns.
I set up a ...
