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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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 ...
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1answer
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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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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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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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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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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
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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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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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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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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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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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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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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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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 ...