Questions tagged [multinomial-logit]
Multinomial logistic regression models a categorical dependent variable that can take on >2 different levels.
321 questions
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Multinomial-Like Regression Model with indiscernible Outcomes
I've looked around a bit for the answer to this, and haven't found anything. I'm hoping that someone has already considered this particular system and that there is an existing model. I have a ...
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Validity of using Hausman-McFadden Test results for addressing departures from the Independence of Irrelevant Alternatives (IIA)
The context is running a multinomial logit model with primary interest in measuring the effect of a case-specific variable A on a multinomial outcome B. Running Hausman-McFadden Tests shows how the ...
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Multinomial glm(m) with predictors varying over item/response combinations
I have multinomial data where there are 4 items (categories) and many responses. For each response the size of the multinomial can exceed one (i.e. a response may be c(10,20,3,0)).
The predictors I ...
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Multinomial Logit in R with alternative specific attributes
I would like to ask a question regarding the use of mlogit in R.
When modeling discrete choices using multinominal logit or mixed logit, there are cases where an attribute that makes an alternative ...
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Why is the intercept removed from the multinomial logit model in conjoint analysis?
I have seen multiple resources on Conjoint Analysis which the analyst using a Multinomial Logit model and drops the intercept or recommends dropping the intercept from the model. I have not really ...
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Can I do a difference-in-difference analysis if my outcome variable is nominal?
When the outcome variable is nominal and has more than two categories that are not in a specific order, can I still perform a difference-in-difference analysis?
I am interested coordination among ...
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Parameter identification in multinomial logit
I am estimating $\beta$ the following model:
$$
p_1=\frac{\exp(\beta x_1)}{\exp(\beta x_1)+\exp(\beta x_2) + \exp(\beta x_3)}
$$
$$
p_2=\frac{\exp(\beta x_2)}{\exp(\beta x_1)+\exp(\beta x_2) + \exp(\...
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Dummy encoding for the multinomial response variable
I am reading about multinomial response models from the book Multivariate Statistical Modelling Based on Generalized Linear Models by Fahrmeir and Tutz. I am trying to understand the following ...
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Multimodal model and logistic regression
If I trained a model for a multinomial outcome but then later the outcome is grouped to be a binary outcome, can I just map the prediction of the multinomial model to the corresponding binary outcome ...
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A doubt for a multinomial mixed effect model
Suppose I had 243 individuals take a questionnaire. The questionnaire contains 100 questions referring to certain verbs, and the individual, for each verb, has to guess the noun or adjective that is ...
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How to find the expected value of $p_k$ in multinomial regression
Given a multinomial regression the probability of a certain class $k$ is a function of predictors. How would we find analytically the expected value of $p_k$ given we know the distribution of ${\bf X}...
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Why my Rho-square on Multinomial Logit Model (McFadden) so small?
When I'm using MNL, and try to find my rho square, it's found out to be so small. It is $0.0139$. For a good fit model, the rho square has to be between $0.2$-$0.4$. Is there any reason why it's so ...
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Can I use Multinomial Logistic Regression's probabilities as proxies for proportions?
Summary of the Problem:
I am exploring methods to simultaneously predict the proportions of different tree species within 250 square meter forest plots using ALS (Airborne Laser Scanning) and spectral ...
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How to manually calculate marginal effects from output of a multinomial logistic regression
I need to calculate marginal effects based on coefficients from a mutlinomial logistic regression
Here is some toy R code (apologies users of other software but concepts translate across platforms so ...
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Multinomial logistic regression vs multiple binary logistic regression [duplicate]
I was practising codes from the textbook, "Discovering Statistics using R".
I wonder if running two binary logistic regression can be another way of running one multinomial logistic ...
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Mixed Logit - Identification of beta/sigma
Since MXL is invariant to scale (utility is ordinal), we only identify $\beta/\sigma$, not $\beta$ or $\sigma$ independently. But is it possible to use the estimated $\hat{\sigma}$ from the regression ...
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What type of statistical analysis is recommended for examining variations in risk and protective factors across male and female offending groups
I want to understand how risk and protective factors vary across separate male and female offending groups I have classified them into using group-based trajectory modelling (GBTM).
Using GBTM, I ...
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Multinomial Logit Extension
The derivation of the multinomial logit probabilities depends on the difference of two Type 1 extreme value (Gumbel) random variables following a logistic distribution. We say the unobserved utility ...
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Detailed derivation for the log likelihood of a logistic multinomial model
I am working with some Bayesian model development involving the logistic-normal multinomial model. However, I am quite confused about how to express the multinomial part.
Traditionally, the full ...
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Regression for Likert scale SPSS
I have taken a survey. Dependent variable is on Likert scale (1-5). Independent variables are also on Likert scale 1-5. What kind of regression should i better use?
I thought about multinomial (or ...
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Are ordinal models technically a GLM?
I'm following Agresti's book. Specifically, chapter 6 which deals with multinomial models. In that he shows how a nominal response can be modeled by a baseline category GLM, and shows it can be viewed ...
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Why run a chi-square of independence test before the multinomial logistic regression?
I would like to find out why is it necessary and key to run the chi-square test before the multinomial logistic regression? I am reading someone's unpublished work and it says the Chi square test is ...
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Identical intercept and random effect values in multinomial regression model in R
I have 6 animals whose behaviour I’m testing over multiple trials. It’s a pretty small dataset (max 15 observations per animal). Behaviour falls into multiple types. The same behaviour can occur ...
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Ensuring numerical stability of probabilities in identifiable multinomial regression
I'm looking to understand the differences between the functions for probabilities induced in an identified multinomial GLM, and the softmax function commonly used in classification for neural networks....
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Are these glmer and mblogit models equivalent?
I'm trying to eventually fit a multinomial mixed effects model. It seems mclogit::mblogit can do this, so I'm trying to compare it with ...
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Getting a very big relative risk ratio value
We have fitted a multilevel multinomial logistic regression model to our data. We have obtained relative risk ratios(RRR). For most of the independent variables RRR have usual values, like 0.49, 0.78, ...
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How many lags of independent variables to use
I have a panel dataset (26880 observations) of individual decisions ($y_{it}$, a categorical variable) which depends on signals ($x_{it}$). I am trying to find out how many past signals individuals ...
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What model could be the best for this problem?
I would like to know which model could be the best for the problem i have:
I have data at baseline, at 3 months Follow-up, and data until 2 years of follow up.
I have classified individuals as if they ...
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Logistic regression after a 3 year follow up where successful people can leave the sample
I have data tracking the outcomes of young people participating in an intervention project (between the ages of 12-16). In 2016, data was taken of all young people who had joined the project that year....
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Multinomial regression for modelling change of proportional makeup
I’m reaching the limits of my statistical understanding here when it comes to model specification in BRMS. I’m a PhD student researching how different drivers of species distribution (generalised into ...
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What standard error should I use with correlated clusters in maximum likelihood estimation of multinomial logit
I have a dataset with 14 clusters. Each cluster is a time series of 80 periods with autocorrealtion, and I am doing maximum likelihood estimation of a structural multinomial logit model. I suspect ...
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Calculate (quasi) AIC for mixed-effect baseline-category (multinomial logit) model
I am doing a discrete choice experiment where respondents are presented with different patient profiles, and for each profile, respondents need to choose one (out of three) treatment options. An ...
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Multinomial logit models with nested categories in DV
I've wanted to ask for some help with multinomial logit models. I'm investigating how the prior probability of song lyrics affects what lyrics we actually hear.
In my experiment there are 30 songs (we ...
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Reporting multinomial regression results to a non-stat audience
I would appreciate a little bit of advice on reporting. I've run a set of multinomial regression models, done my model testing, all that good stuff. Now I am waffling on how I want to report the ...
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"decreased", "same", "increased" outcomes : ordinal logistic vs multinomial logistic?
I am conducting a study where I have ordinal categorical outcome variables representing frequency for two distinct periods. My goal is to consolidate the responses from these periods into a single ...
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Multinom package in r , but some participants with multiple observations
I am conducting a multinomial regression using multinom package in r. Outcome is the day the week a patient was discharged (7 levels) and there are a few predictors that are not choice-specific (age, ...
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Multinomial regression with duplicated data points: aggregation or mixed effects?
I would like to run a multinomial model, and I would like feedback on how to deal with duplicates.
Suppose the following example, which is quite close to my actual research question. I have data on a ...
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mlogit + logitr packages fail to recover true estimates of mixed logit random coefficient model
I am running Monte-Carlo simulations on a simple DGP of a mixed logit random coefficient model to check if the mlogit and logitr ...
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How robust is multinomial logistic regression to having a multi-label problem shoehorned into it?
Consider a situation where there can be membership in group $A$, group $B$, both groups, or neither group. If we wanted to predict group membership probabilities from some covariate information, this ...
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multinom() clustered standard error [closed]
I am attempting to identify the appropriate code for calculating clustered standard errors following the execution of a regression using the multinom() function.
I attempted the following code, but ...
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How to address dependent observations in a multinomial logistic regression model
I'm studying the influence of fund size and board diversity on the voting behavior of pension funds (in terms of voting on shareholder resolutions at companies they invest in). My dependent variable, '...
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What is a procedure for selecting a type of logistic regression for predicting one of 5 classes based on 3 continuous predictors?
What is a procedure for selecting a type of logistic regression model (e.g., multinomial, one versus rest) for predicting the class of a pixel given its red, green, and blue intensities as in https://...
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Statsmodel multinomial logistic regression outputs all nan values [closed]
I'm trying to fit a multinomial logreg with statsmodel.
import statsmodel as sm
X = sm.add_constant(df)
logreg_model = sm.MNLogit(y[:n], X).fit()
Where df is a one ...
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Drawing numbers using the CDF
Say I have a (generally high-dimensional) random variable $X$ with known, continuous CDF $F(X)$.
Is there a good algorithm for drawing values of $X$ that doesn't require that I calculate the joint ...
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Choosing between multinomial logistic regression or binary logistic regression for interchangeable variables
I want to estimate how likely a disease is associated with symptom (dummy hypothesis). Say that I want to assess which of avian flu, swine flu, and common flu is more commonly associated with fever. ...
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How to model time-varying probability in Markov process with multinomial logistic regression?
I have multiple discrete time Markov processes. They each consist of the same 12 categorical states. I want to model how the probability of each of these states varies over time across each process. ...
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Converting a multinomial logit model into a binary logit model
As far as I remember, it is possible to convert a multinomial logit model into a binary logit model using restrictions on parameters.
For example, suppose we have three alternatives, say A, B, and C.
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What kind of regression for predicting limited resource allocation across items
I have data where people are given a limited number of tokens (1 - 10) which they can assign across five different items. The number of tokens they allocate to an item represents the importance of ...
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What symmetry does a multinomial logistic regression have? Overall p-value seems invariant upon flipping categorical X and Y, but not McFadden $R^2$
Simple linear regression is symmetric in the sense that, if I regress $Y$ on $X$ or $X$ on $Y$, I get the same $R^2$ and result from the overall $F$-test.
...
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Plotting probabilities from multinomial regression output
I generated some data to visualize a multinomial logistic regression, where individuals choose a mode of transportation based on their income. I then set up a regression and predicted the ...
