Questions tagged [multinomial-logit]
Multinomial logistic regression models a categorical dependent variable that can take on >2 different levels.
154 questions
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Calculating risk from multinomial logistic regression and competing risks
I’m interested in predicting certain events an entity can experience. With logistic regression I would estimate the risk of a single event using p= exp(ß0 + ß1*x1 + ... + ßk*xk)/(1+exp(ß0 + ß1*x1 + ......
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22 views
Multinomial Logistic Regression: small groups
I am implementing a Multinomial Logistic Regression, but I am encountering the possible issue of having very small groups when I create a frequency table of the dependent variable Y and one of the ...
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Multinomial logit with ridge penalization and value of time
I am fitting a multinomial logit model with ridge penalty and in turn estimating the value of time (VOT) or availability to pay (WTP). I want to work with real and simulated data.
For the real data I ...
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22 views
What's the equivalent function for mLogit() if random effects are involved? [duplicate]
mLogit is the function for running multinomial logistic regression in R.
What if we have random effects (mixed-effects model), what's the adequate function (and ...
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115 views
+100
Delta Method Average Marginal Effects Multinomial Logit
Following the incredible demonstration in Statalist by Jeff Pitblado on how to calculate - using the Delta Method - the Standard Errors for Average Marginal Effects of a Logit Model.
Q: What would ...
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R: Interpreting bayesian model averaging of multinomial logit
I am having troubles interpreting results from a BMA of a multinomial logit.
THE SETUP
My goal is to analyze how companies choose a payment method in M&A based on the acquirer's financial ...
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29 views
Logistic regression when the number of options differs by group?
I have data from a laboratory experiment in which I look at the effect of expanding the choice set on a particular option being chosen. The idea is that introducing an Option "B" reduces demand for an ...
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1answer
47 views
Interpretation of a classic multinomial logit vs. BMA of multinomial logit
EDIT #1
Most likely I have set up the function bic.mlogit in a wrong way. @Jesper Hybel, hopefully, directed me in the right way. With the new setup I get two sets ...
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36 views
How to Assess Goodness of Fit of Multinomial Logit Model for Ungrouped Data?
I have some data which starts like:
...
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30 views
How to calculate the multinomial logistic regression's intercept and coefficients manually?
I have a trouble on calculating the multinomial logistic regression's intercept and coefficients manually. Although I managed to get the coefficients from SPSS but I don't understand how to get them ...
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42 views
Simulate clustering in multinomial logistic regression
I want to simulate a multinomial logistic regression dataset. Suppose you have 1000 data points, the first 60% belong to the reference group 1, the next 30% belong to group 2 and the remaining 10% ...
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Marginal effects in Multinomial logistic regression & Multinomial probit regression
I am trying to calculate the marginal effects of a multinomial logistic regression. To do this I use the mlogit package and the effects() function. Here is the codes I have run:
Creating reference ...
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The marginals of the nested logit are identical?
Consider three random variables $\epsilon_0, \epsilon_1,\epsilon_2$ and suppose that their joint CDF
is
$$
F(\epsilon_0, \epsilon_1,\epsilon_2)\equiv \exp\Bigg[-\exp(-\epsilon_0)- \bigg[\exp\Big(-\...
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32 views
Estimation Multinomial Logit [closed]
I need to create a code manually corresponding to the likelihood of the multinomial logit model in R. I have not been able to get the same results from some packages (mlogit, multinom).
My database ...
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1answer
104 views
Simulate/Generate Data for Multinomial Logistic regression
How to simulate data for Multinomial Logistic regression?
For Example i want to generate a high dimensional data set with 90 subjects and 500 independent predictors. The ratio of Classes should given ...
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DV is customer bank choice
DV is Customer bank choice that is categorical with 5 response variable, like CBE,AIB,COOP,OIB,AB banks customers selected as sample thus i need to use multinomial regression, but i am not clear with ...
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32 views
Using multinomial logistic regression to make predictions [closed]
I have run a multinomial logistic model in SAS with 5 independant variables and I need to use the results from this model to make forecasts of use of care. I have used the predicted probabilities from ...
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Choice modelling with context
We are trying to model itinerary choice for an airline. Given the attributes of a number of itineraries, we try to say the probability of booking for each one. Context matters here because the ...
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1answer
14 views
Stated Preference and Socioeconomic Data
I am conducting a survey which includes a stated choice experiment and socioeconomic-related questions. In the stated preference experiment, each respondent faces 3 scenarios. And, I am trying to ...
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1answer
113 views
Backward elimination in a multinomial logistic regression model?
Following this UCLA article, I have fit a multinomial logistic regression model in R (say that Group is a factor with levels ...
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49 views
Multinomial Logit with different choice set for each individual
I am currently trying to model a discrete choice problem using multinomial logit. The issue is that each individual faces a "different" choice set.
In Stage 1 an individual is told that he can ...
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103 views
Fitting a Multinomial Logistic Regression model with binary, categorical and continuous predictor variables
I am trying to find out how my dependent variable is influenced by the independent variables.
My outcome variable can assume three categories: P(positive), D(doubt) and N(negative).
6 of my predictor ...
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20 views
Most appropriate statistical test for multiple comparisons with categorical response variable in r
I am looking to compare the call type usage of humpback whales across three different group compositions. There are 13 different call types, and I would like to develop a model that will allow me to ...
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48 views
Scale normalisations in multinomial choice models
I am looking for advice on how to impose scale/location normalisations in the following multinomial choice model:
The model
$$
Y=argmax_{y\in \mathcal{Y}\equiv \{0,1,2\}}U_y(X)+\epsilon_y
$$
or, ...
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32 views
Is the decision surface for a Probit model linear?
For example, if we threshold our classification on $0.5$, is the decision surface necessarily linear? It is linear for Multinomial Logit models, but it's not obvious to me that it is for Probit ...
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44 views
Interpretation of multinomial logistic regression
I ran a Multinominal logistic Regression with a set of categorical variables:
Independent variables:
characteristic1: Yes, No, Unknown.
characteristic2: Yes, No, Unknown.
Dependent variable:
...
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69 views
How to interpret GEE parameter estimate for Multinomial Ordinal Data
I have the following experimental design.
There are four diet charts (A, B, and C, D). For each diet, a group of 25 subjects (1, 2, 3…25) was on each of those four diets. And they are supposed to ...
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1answer
124 views
ANOVA instead of multinomial logistic regression
Imagine experiment in which we show three cars: red, black and violet to responders and ask them which one is 'the coolest'. Question is: is their choice affected by their age?
Now we have two ...
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1answer
149 views
Standard errors in R, package emmeans
I am fitting a multinomial logit model in R by using the multinom() function in the nnet package. I would like to retreive the proportions in each class for the two ...
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1answer
55 views
Probability of choosing the degenerate branch in a nested multinomial logit
This may be an obvious question, but I'm flummoxed.
Let's say I've got a nested logit model with a degenerate nest—say, a healthcare choice model where the branches are Home vs. Hospital. The Home ...
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297 views
Why are the coefficients in a multinomial logistic regression a matrix?
I am conducting an analysis in which I have 3 different groups and a set of 80 continuous variables that I think can discriminate between the 3 groups. I want to:
see if indeed I can discriminate the ...
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1answer
79 views
In multi-class logistic regression, does SGD one training example update all the weights?
In multi-class logistic regression, lets say we use softmax and cross entropy. Does SGD one training example update all the weights or only a portion of the weights which are associated to the label ? ...
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How can I evaluate the likelihood of a set of parameters in an mlogit model?
I estimate a conditional logit model using the mlogit function in R's mlogit package. This returns parameter estimates, likelihood, etc. I'd like to supply a ...
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255 views
Definition of softmax function
This question follows up on stats.stackexchange.com/q/233658
The logistic regression model for classes {0, 1} is
$$ \mathbb{P} (y = 1 \;|\; x) = \frac{\exp(w^T x)}{1 + \exp(w^T x)} \\
\mathbb{P} (y =...
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Confidence Interval for Multinomial Elastic Net Predicted Probabilities
I am building an application which involves multinomial logistic regression models with the elastic net penalty using the glmnet-library on automatically collected data in R. My interest in particular ...
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2answers
68 views
Bivariate/multivariate models for multinomial response variables
I need to fit two categorical (potentially correlated) response variables (each has three classes) on a set of explanatory variables, while considering for the response variables' correlation. What ...
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163 views
Binomial-logit-normal
I'm watching a pool match and at the start of the first game the person next to me says
"I think that the chance of player A winning the first game is $.700$. If he wins that I think the chance of ...
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2answers
66 views
An idea for multinomial logit model
I am running a multinomial logistic regression. I have a sample size of 500.
I regressed the four categories/segments (A, B, C, D) on several independent variables including the intercept, setting A ...
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1answer
302 views
Questions on Bayesian Softmax Regression [closed]
My question is about how to actually do this both rigorously and practically. Allow me to elaborate.
Suppose that we have data $(x_1,y_1),...,(x_N,y_N) \in \mathbb{R}^p \times \{0,...,k-1 \}$. I'd ...
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130 views
Repeated measures mixed model multinomial logistic regression
I have 1 continuous IV (cognitive ability) and 1 ordinal IV (task difficulty), that predict a categorical DV with 3 levels (type1, type2, type3), hence the multinomial logistic regression. Each ...
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113 views
How to estimate a model using Maximum Likelihood with Missing Data in Independent Variables in R?
I would like to estimate a multinomial logit model (MNL) on a data set where my independent variables have missing data.
I do not what to exclude the data with missing values or use multiple ...
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0answers
52 views
Number of Parameters in a Multinomial Logistic Model (Varying Sample Sizes Across Dependent Variable Groups)
I have a dependent variable which consists of an unordered set of 12 groups (1, 2, 3 ... 12). I'd like to fit a multinomial logistic model, with group 1 as the reference class (essentially a series of ...
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62 views
Comparing multinomial logistic coefficients across groups
I have a multinomial logistic regression model - 1 DV with 3 categories and 5 IVs (4 continuous and 1 categorical). I would like to test whether my effects differ between different ethnic groups.
Is ...
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1answer
89 views
Intuition behind multinomial logistic regression
I need some clarification in my understanding of what's going on under the hood of multinomial logistic regression (MLR).
I have a nominal (not ordinal!) dependent variable $Y$ that takes values $A$, ...
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57 views
limit on number of alternative specific variables in multinomial logit
I am trying to understand the multinomial logit model as presented in chapter 2 of "Discrete Choice Modelling and Air Travel Demand: Theory and Applications" by Garrows, and I've come across a line ...
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20 views
sample size calculations for adjusted odds ratios in multinomial logistic regression
I have the following study set.
The variables are given by:
$$\begin{align*}
x_1 &= \begin{cases} 1 & \text{if patient has a particular parasite}\\
0 & \text{if not}\end{cases}\\
x_2 &...
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32 views
Distribution of outcomes in multinomial logistic regression
I have a sample of households where no data on children was collected for certain years. I wish to impute a discrete number of children, an integer, to households based on a vector of characteristics ...
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114 views
Multiple logistic regression with a categorical response value and categorical predictors
I am trying to perform multiple logistic regression with a categorical response value and categorical predictors.
I have about 500 samples. These samples have discrete MICs that fall into 10 ...
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136 views
How to interpret the coefficient of the reference group in multinomial logistic regression
Assume that we have k classes and m samples, and each sample contains n features, then the ...
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35 views
Multinomial Logit Regression
I have 3 response Variables 1,0,-1 based on an increase,no change and decrease in the counts. I want to use a model which will compare the decrease or increase with no change using a set of ...
