Questions tagged [multinomial-logit]
Multinomial logistic regression models a categorical dependent variable that can take on >2 different levels.
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Logistic regression of both ordinal response and explanatory variables [duplicate]
Here the last column is my response variable. I have four predictors that are ordinal. How best to code them to preserve their "ordinal" properties?
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9 views
Identification issues with alternative specific constants in multinomial logit
Suppose an individual $i$'s utility from alternative $j$ is given by:
$U_{ij} = \alpha_j +v_j'\omega+\epsilon_{ij}$
where the joint density of $\epsilon_{i}$ is type 1 extreme value.
The choice ...
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9 views
Multinomial Logit Regression Test
I have estimated a multinomial logit regression in R using the mlogit package. Now I want to perform a test to simultaneously investigate whether (1) the independent variable = 1 and (2) the intercept ...
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17 views
Causal interpretation using first-stage residuals as controls in second stage regression
I have a main model that investigates the effect of X1 on an outcome variable Y, controlling for certain exogenous variables <...
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1answer
104 views
Distribution of random variable with multinomial sampling distribution and parameters $(n,p)$, where $n\sim$ Poisson with truncation
Suppose you have:
$$X\mid N\sim\text{MN}(N,p_1,p_2,\ldots,p_{J})$$
$$N\sim \text{Poisson}(\lambda)$$
What is the marginal distribution of $X$? In this case, the answer is simply this.
But...
...
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1answer
14 views
the constant coefficients are penalized in the ridge logit conditional model?
I am estimating a conditional ridge logit model, there is very little bibliography about it, and I do not know if the constant coefficients are penalized. My model has 2 variables and 3 alternatives, ...
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1answer
14 views
Is this variable suitable for a categorical regression (multinomial logistic regression)?
I have created a dataset starting from a series of multiple choice (3 choices) questions.
...
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1answer
18 views
Estimating a Conditional MNL in mlogit
The Problem
I am trying to estimate a conditional multinomial logit model where each household has an observed house choice outcome given a set of alternatives. Each set of alternatives is unique to ...
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24 views
If change is DV and Pretest is covariate, should random effects take the form of (1|subjects) or (Pretest|subjects)?
I have Change from Pretest to Posttest (gain, no_gain, decline) as the DV.
Pretest and Group as covariates. This called for a multinomial regression
...
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17 views
Very High McFadden's pseudo R2— adjusted?
I'm running several regressions, half multinomial logit (mlogit in R) and half ordinal logistic regressions (using polr)-- they are different because their dependent variables are of different types, ...
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13 views
Appropriate regression to predict >2 fractions?
Let's say I have demographic data on various classes and the proportion of students in the class who are black, white, etc. I'm trying to create a regression to determine features of the class that ...
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7 views
Non-linear parameter multinomial choice model
I am trying to develop a multinomial logit model with nonlinear parameter of the following form
Here, dj represent a vector of proxy size
variables for zone j and
d is a corresponding vector ...
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19 views
nested logit: must all nests contain at least 2 items?
I'm estimating a model about how people travel in R. There are 4 alternatives: air, car, bus, and train. I want to create a nested logit model in which travelers first choose whether or not to fly, ...
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1answer
357 views
Random effects for a mixed multinomial logistic regression in R
I have a dataset in which individuals, each belonging to a particular group, repeatedly chose between multiple discrete outcomes. Something akin to:
...
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99 views
How to test multicollinearity in multinomial logistic regression when we have both continuous variables as well categorical variables as predictors?
How to test multicollinearity in multinomil logistic regression? I have 25 independent variables and 1 dependent variable. Out of 25 independents variables, 17 variables are continuous variables and 8 ...
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57 views
Calculate a Bayesian 'posterior predictive p-value' for a multinomial logistic regression
For assessing the fit of a model in a Bayesian framework, 'posterior predictive p-values' (PPPs) are often used. Here, a value close to 0.5 indicates a good fit; a value close to 0 or 1 indicates a ...
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1answer
131 views
Multinomial logistic regression: How to calculate the baseline probability that increases by Exp(B)?
I have troubles finding an answer to my question, regarding a multinomial logistic regression model, with a single continuous predictor.
Let's say these are the absolute frequencies in the ...
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1answer
65 views
interaction with a mixed logistic regression using mlogit on choice data
What is the best way to analyse interactions in choice data between an individual specific variable and an alternative specific variable?
I have designed a discrete choice experiment in which ...
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1answer
55 views
Conditional logit or multinomial logit?
I have the following problem I need to use a discrete choice model to determine the time values (VOT) of 3 transport alternatives (car, bus and train). Looking at the literature of the discrete choice ...
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1answer
122 views
Conditional Logistic Regression in R
As my first question addressing this matter was incomplete and unclear, I made another attempt with an improved outline. I am currently working on a project in which I have a data-set of the following ...
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1answer
60 views
Using separate models to predict unbalanced classes
I'm facing a scenario with 5 classes where a tabulation of the target variable yields:
> 1 2 3 4 5
> 1010 1310 1080 2700 2620
As you can ...
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1answer
81 views
how to calculate manually propensity score weights for multinomial treatments where one of them is baseline
I want to get intuition into the calculation of propensity scores (PS) and inverse probability of treatment weights (IPTW) for a multinomial treatment using multinomial regression. One of the ...
2
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1answer
46 views
Predicted Probabilities in Multinomial Probit Model
I am trying to compute predicted probabilities from a multinomial probit model. Researching the internet has given me two ways how this can be done.
The first one is basically just applying the ...
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29 views
Selection criteria for penalty parameters in the ridge multinomial logit model
I appeal to you for the following doubt. I am adjusting a ridge multinomial logit model but I have problems in the criterion when choosing the lambda parameter that gives better results, besides ...
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24 views
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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2answers
168 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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15 views
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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27 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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235 views
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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43 views
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 ...
2
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1answer
48 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
50 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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1answer
99 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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54 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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0answers
96 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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18 views
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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0answers
34 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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0answers
218 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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0answers
18 views
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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0answers
58 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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0answers
6 views
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
275 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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0answers
100 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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0answers
203 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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0answers
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, ...
2
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0answers
36 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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89 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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0answers
166 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
258 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 ...
