# Questions tagged [multinomial-logit]

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

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### Postestimation for mlogit in Stata: statistically significant differences in predicted probabilities

I ran multinomial logit model (code below). After that I ran code involving margins. Question: Can the code starting with "margins" below be used to determine if the differences in the ...
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### non-overlapping CIs in predicted probabilities after multinomial logit: can we conclude statistically significant difference?

I produced the below plot of predicted probabilities after running a multinomial logit model with Stata (full code below). Questions: In 2013 (for example), the 95% CIs for M, F, and U do not overlap....
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### Utility functions in multinomial logit model (NLOGIT software)

NLOGIT software allow to edit the utility function for each alternative. Format looks like below, ;model U(alternative 1)=<utility function 1>=constant1+coefficientsvariables U(alternative 2)=&...
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### Understanding differences between binomial and multinomial models

I'm attempting to model how 2 predictor variables affect the relative proportions of 3 different categorical groups. I started off by running a binomial model for the proportion of each individual ...
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### Obtaining log-odds coefficients instead of proportions in output of post-hoc tests in emmeans package

I got in trouble for posting this on Stack Overflow a few days ago. It seemed to me more of a coding question than a statistical question (i.e. what argument to use in the ...
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### Multilevel multinominal logistic regression

For the analysis of repeated measurements data by developing a multilevel multinominal logistic model, in what format should the data set be prepared? What about any other technical pearls?
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### How to test relationship between a continuous independent variable and a categorical dependent variable?

I have a quite common issue. I would like to test whether the waiting time at a restaurant is related to customer satisfaction ratings. The independent variable is continuous: waiting time. The ...
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### Covariance structures for multinomial logistic mixed models

I am using ordinal::clmm in R for analysis of ordinal repeated measures data. My understanding is that specifying random intercept: (1|judge) as random effects in <...
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### Multinomial Logistic Regression as Measure of Association

I have a dataset with say about 50 variables related to lifestyle risk factors, and I want to measure the association between these lifestyle predictors (e.g. smoking, alcohol consumption, physical ...
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### How to calculate marginal effects with multinomial regression for survey data in R

I am trying to calculate average marginal effects for a multinomial logistic regression fitted using the svrepmisc package in R. The ...
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### Elasticities of multiple explanatory variables in multinomial logit model

I have estimated a multinomial logit model with multiple explanatory variables and I'm searching for the right formula to get the elasticities (or quasi-elasticities) for each explanatory variable. ...
79 views

### Multinominal conditional logistic regression

I have a dependant variable that comes with 3 categories A, B, and C, and I want to fit a multinominal logistic regression for an exposure variable, along with some confounding factors. In order to ...
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### What does nzero mean in glmnet multinomial output?

In binary or other continuous case, nzero means the number of non-zero coefficients at each lambda as well as df. But what does it mean in multinomial logistic ...
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### Panel multinomial logit with varying choice set

Say I have 100 individuals and 100 periods. In each period, they choose 1 out of the same 3 unordered options (a, b and c). An individual's choice at time t would depend on some others' choices at ...
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### What statistical model would best analyze the data from the experimental task described below?

I conducted a language task that involved picture descriptions across two language contexts. A set of 18 pictures was given to 20 participants and they were asked to describe them using language A. ...
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### How to do statistical analysis on continuous group? Multinomial regression?

I am looking for suggestions on statistical methods for the following study design. We have one control group and four treatment groups of mice. Sample size is 6 mice per group. The number of ...
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### collinearity issue with categorical variables

I've been working on a discrete choice experiment with a mixed logit model. The issue is, however, I'm getting the message saying "some variables are collinear - check your model specification&...
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### How to obtain the variance-covariance matrix from a multinomial logit model

I want to find the variance-covariance matrix for a multinomial logit model from the prior coefficients (Beta) and the attributes (X) of each alternative.
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### Multinomial logit derivation of Pr(Y=K)

I am following the wikipedia article on multinomial logistic regression (https://en.wikipedia.org/wiki/Multinomial_logistic_regression) and there is one step in the derivation which I cannot follow. ...
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### Insignificant likelihood ratio but significant parameter estimate?

So I am running multinomial logistic regression and the likelihood ratio (chi aquare) is insignificant, but the predictor is significant in the parameter estimates. I don't know if I should interpret ...
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### Does it make sense to include alternative-specific variables that do not vary over individuals in a multinomial logit model?

I have a dataset of individual farms and I want to model the probability for a farm to select a certain type of irrigation (options: none, surface, sprinkler, drip, other). As independent variables I ...
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### Comparison of predictors in multinomial logit

I have been reading up on ways to understand variable importance in multinomial logistic so as to compare the predictors. My goal is to understand whether predictor A or B is playing a more ...
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### How do I structure my categorical variable data for a Multinomial Logistic Regression model in R? (Using the multinom() function)

I am trying to properly run a multinom() model, however I am unsure as to how I should score my categorical variables. I read an article on RPubs under the Multinomial Logistic Regression which left ...
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### Multinominal logit regression - marginal effects

I am running a multinominal logit regression with five dependent variable categories: "1", "2", "3", "4" and "5". I computed marginal effects in Stata ...
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### STATA multinomial logit: how to interpret mlogtest IIA test results?

I am currently using a multinomial logit model, where the dependent variable has three categories, 0, 1, and 3, and category 0 is the base case. After running mlogit...
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### Probability in a multinomial regression

I have the following output from a multinomial logit, where an individual can be employed as a university professor, a government employee or a high school teacher. Can I determine if within those who ...
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### Multinominal logistic regression or ordered logistic regression with random periods

The research is about the influence of the Status quo bias on portfolio diversification, where subject get to choose between 5 portfolios. For this research it is only important whether the status quo ...
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### Using delta method to get confidence intervals for multinomial logit?

I am working with some choice modeling data and am interested in trying to potentially use the delta method with the multinomial logit model that I'm analyzing the data with. Here's an example: First, ...
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### Testing with multinomial covariates

I have a question about how to perform analysis and testing in this setup. I have two groups of people, one group with healthy individuals and one group with infected individuals. A questionnaire has ...
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### Predictive distribution of multinomial probability with random effects

Let us say that we are trying to guess the correct category $c_i$ (there are $j=1,\ldots,J$ cateogries) for some items $i=1,\ldots,I$. Let's assume a multinomial regression model (aka softmax ...
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### Name for $\eta(\theta) \cdot T(x)$ in exponential family distributions

This is a terminology question. Distributions in the exponential family take the form $$f(x \mid \theta) = h(x)g(\theta) \exp(\eta(\theta) \cdot T(x)) \text{.}$$ ($\eta$ is the natural parameter, ...
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### Marginal effect of discrete R.V. in multinomial or binary logit

I am trying to prove a formula for the marginal effect of a discrete random variable in the context of multinomial logit. Strictly speaking, I believe this could be solved in a logit framework as well,...
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### does mlogit and mnlogit in R require choices to be chosen at least once?

I am fitting a logit model with many choices (17665) and individuals (767). Its a recreation demand model where people are choosing to go to coastline segments with attributes and travel costs to get ...
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### Random utility or Discrete choice models - Rank order or exploded logit models

I am trying to relate rankings to the latent scores that they represent according to Random utility model theory. Consider that we have N judges and T items. In an exploded logits model with just the ...
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### Using multinom() and glm() functions in R to determine at what extent multiple factorial variables influence the outcome. Get different results

I am analysing data of covid19 patients and trying to determine which illnesses could be detrimental for the outcome. In the original data table there are three possible outcomes - 1 (recovered), 2 (...
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### Can someone explain why would glm() and multinom() in R give different results? [duplicate]

I am analysing data of covid19 patients and trying to determine which illnesses could be detrimental for the outcome. In the original data table there are three possible outcomes - 1 (recovered), 2 (...
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### Misunderstanding about odds ratios for multinomial regression

So, I have a logical explanatory variable x that take values 0 and 1. 0 means that the patient doesn't have a condition x and 1 - that he has. And the response variable is ordinal as well, it takes ...
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### What does 'one unit increase' mean if my IV categories are nominal in a multinomial logistic regression?

How do I interpret log odds in a multinomial logistic regression, for nominal independent variables (IVs)? The dependent variable (DV) values are nominal (yes/no/don't know). The IV values are ordinal ...
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### Choice experiment with non random options (not factorial desing)

I dont' know how to explain, so I will give an example: I want to know if people prefer Coca-Cola or PepsiCo, so I designed a choice experiment with 2 alternatives with 2 levels: Coca (Coca-Cola and ...
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### Number of features in multiclass Logistic Regression with categorical predictor

Assume that I want to predict a response with 3 classes. I have two features $X_1$ and $X_2$ where $X_1$ is continuous and $X_2$ is categorical with 5 categories. What would be the number of ...
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### Apparent anomaly in coefficients in multinomial logistic regression

I am seeing some results that point to a clear conceptual gap in my understanding of multinomial logistic regression and am seeking an explanation. I am performing multinomial logistic regression on a ...
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### Negative GVIF values in multinomial logistic regression in R

I'm trying to check the vif for a multinomial logistic regression with categorical as well as continuous variables as explanatory variables. I'm using the function vif() from car package in R. However ...
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### Expected value of a Gumbel variable conditional on Gumbel being the maximum of N iid Gumbel

I found the following results in Hanemann (1984) which I cannot find a proof for. I checked through simulation that it is right, but I would like to see an analytical proof... Hanemann, W. M. (1984). ...
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### How do I model conditional logit when some of the alternatives are not available to some individuals?

I am using conditional logit with discrete choices and random coefficients for some of the variables. There are 9 alternatives in my model that are the same for everyone in the sample. However, some ...
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### Overparameterization with softmax with neural networks

I have encountered some applications of the softmax (multinomial logistic regression) in neural network applications where the sum-to-one constraint is ignored (e.g. see this link or this link). That ...
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### Use of conditional logit model

I am trying to estimate a statistical model that can measure ideology on Twitter in a Danish context. I'm very unsure of what i'm doing, and i hope that you guys can help me. The basic idea that i ...
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### Understanding and implementing the last step in the 3-Step Latent Class Analysis using covariates from Vermunt 2010

I am interested in implementing the 3-Step approach for LCA with covariates ($Z_i$) in R. According to Vermunt (2010), the "Standard" three-step approach would involve (mentioned in pages 5 ...
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### chi2 test / multinomial logistic regression with 89-level predicted variable?

I recorded data in which participants were sometimes angry and sometimes not angry. The recorded data contains information on facial expressions that the subjects made. From looking at the video data, ...