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Questions tagged [multinomial-logit]

Multinomial logistic regression models a categorical dependent variable that can take on >2 different levels.

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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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SAS PROC NLMIXED for correlated ordinal data [on hold]

I have a dataset where its response variable is clustered ordinal data (1, 2, 3). I fit my model using the following code using SAS ...
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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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 ...
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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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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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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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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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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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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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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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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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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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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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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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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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169 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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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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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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190 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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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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162 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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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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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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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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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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189 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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211 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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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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375 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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112 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 ...