Tagged Questions

0
votes
0answers
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) =\ ...
1
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0answers
31 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 ...
1
vote
1answer
138 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 ...
1
vote
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 ...
6
votes
3answers
334 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 ...
3
votes
0answers
39 views

Combination of multinomial logit model and logit model

I want to analyze the determinants of credit constraints of a firm. I have information for both formal and informal credit. I have 6 categories of credit-constraint statuses of a firm for formal ...
1
vote
1answer
192 views

Using multinomial regression's coefficients to derive predicted outcomes in C#

I am attempting to use C# (and the alglib library) to calculate the predicted probability that an outcome ends up in one of five classes. I have managed to calculate parameter estimates (i.e. slope ...
1
vote
0answers
376 views

Singularity issues in multinomial model using R

I am trying to develop a mode choice model (4 modes: hov, transit, bike, walk) and below are two approaches I am using. I am having problems in both Approach 1 Mode choice as a function of price ...
1
vote
0answers
74 views

Unidentified variables in multinomial model

I am building a simple multinomial logit (MNL) model. I've discovered that the particular variable that I am testing ("pctLS") causes the model to be "unidentified," but I am not sure how to correct ...
2
votes
1answer
307 views

Interaction Terms and Logit Models

I have read the previous discussions on interaction effects and main effects, and I have a question on the subject. I am running a destination choice model (multinomial logit), and I have one ...
6
votes
1answer
2k views

How to set up and estimate a multinomial logit model in R?

I ran a multinomial logit model in JMP and got back results which included the AIC as well chi-squared p-values for each parameter estimate. The model has one categorical outcome and 7 categorical ...
3
votes
2answers
931 views

Predict after running the mlogit function in R

Here's what I want to do, but there seem to be no predict method for the mlogit. Any ideas? ...