Questions tagged [multinomial-logit]

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

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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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Convexity of Logit Inclusive Value Function [migrated]

I have a question regarding the convexity of logic inclusive value function in the context of multinomial logit model. The inclusive value function is defined as $$IV = \log \sum_{i=0}^N exp(x_i)$$ It ...
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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, ...
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Statistical test to determine effect of intervention on categorical response variable

I measured the response to stimulus X in people that underwent an intervention or not and I'm interested to determine the effect of treatment (intervention vs control) on the type of response. ...
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Sensitivity and Specificity for multinomial logit model

Hi I have a question about the sensitivity and specificity. Situation: I have a estimation result using multinomial logit model. I want to calculate the sensitivity and specificity. Question: ...
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Multiclass Logistic Regression: How does sklearn model.coef_ return K well-identified sets of coefficients for K classes?

I am looking to fit a multinomial logistic regression model in Python using sklearn, some pseudo python code below (does not include my data): ...
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Constructing aggregated choice model

I am trying to model a situation where passengers make choices in their transportation modes when I know the selection ratio of each modes. My dataset looks like this ...
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What are the conditions under which we should choose logit model instead of mixed logit model?

I developed logit models for mode choice behavior using a questionnaire-based dataset. However, a reviewer suggested me to go for mixed logit models. I do understand that mixed logit model solves the ...
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multinomial or multiple logistic regression for multiple (related) outcomes

I have longitudinal data in which we measured two diseases. So I have binary variable measuring the presence of disease 1 (yes/no) and a second variable measuring the presence of disease 2 (yes/no). ...
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How to analyze the evolution of a multilevel variable with an interaction?

I'm doing an analysis in a frequentist approach where the dependant variable X has 4 levels (say A, B, C, and D). This variable was studied in 4 timeframes: 2 years ...
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What is the difference between fitting multinomal logistic regression and fitting multiple logistic regressions?

In an analysis where the dependant variable Y has 4 levels (say A, B, C, and D) and there are several independent variables (including important interaction terms), ...
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Negative Log Likelihood For Multiclass Logistic Regression

I have $P(\textbf{T | X},w_1,w_2,...,w_k) = \Pi_{n=1}^{N} \Pi_{k=1}^{K} P(C_k|x_n)^{t_{nk}} = \Pi_{n=1}^{N} \Pi_{k=1}^{K} y_{nk}^{t_{nk}}$ Where $\textbf{T}$ is N x K binary matrix of target variables ...
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Why ordinal target in classification problems needs special attention?

I have been working on an ML problem in which I want to predict an interval of money say, a, b, c, d that might be lent to a customer given its credit files, those amounts are represented on ordered ...
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Multinomial logistic regression using R package nnet returns 100% accuracy?

I have a data set of 36 observations, 4 independent variables and a dependent variable with three levels. I wanted to make a multinomial logistic regression using nnet package in R. Based on what I ...
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Solving for probability with negative logits

I have a multinomial logistic regression tutorial question asking to manually solve the logits and probability. When I calculate logit for both comparisons I get negative values. How do I continue and ...
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Do I need a multinomial logistic mixed model?

I'm currently working with longitudinal data of patients. These patients are followed for a couple of years and we are interested in two diseases. These diseases can also occur together, can be cured ...
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Structural Break Test for Multinomial or Conditional Logistic Regression - what are the readily avaliable options?

I've been reading alternatives such as this paper for identifying structural breaks, but I was looking for something more readily available for testing and practice -- such as an R package. If someone ...
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Interpreting results of Multinomial Logistic Regression- Panel data in Stata

Its Siege here and I really some help I am running a Multinomial logistic regression model (mlogit) on an unbalanced Panel data. First I want to determine the impact of the explanatory variables (7 of ...
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Reversing order of outcome variable - multinomial logistic regression

Here is a working example of my issue: I am trying to predict an outcome variable with three levels (e.g. underweight, normal weight, overweight) from a series of categorical variables (e.g. eats fast ...
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137 views

K-fold cross validation in a multinomial logistic regression problem

I'm currently trying to build a classifier via a multinomial logistic regression model using k-fold cross validation. In my current development, I've chosen K = 5, the full dataset contains 205 ...
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How to predict the class membership using the multinomial logistic regression?

I have the three classes and the true regression coefficients for two predictors and one intercept for each class as ...
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Odds Ratio for Reference Class in Multinomial Logistic Regression

I have the following problem: I have the following problem. Let's say I want to classify in three classes using multinomial logistic regression. Let's call the classes a,b,c. Now, obviously, I only ...
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I try to replicate the results of multinom() function with optim() function in R, but it does not yield the same results. What was wrong?

I want to replicate the results of multinom() function with optim() function in R, but it does not yield the same results. What was wrong? First, I imported a public data as "ml". ...
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Predicting Probabilities of non-binary outcomes with multivariate adaptive regression splines (MARS) in R

I have three non-binary, discrete variables X0.1, X0.12 and X0.15. I want to model X0.1 as a MARS model of X0.12 and X0.15, then using the model answer queries of the form P(X0.1=x|X0.12=y, X0.15=z). ...
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Discrete choice model with different choice set for each sample

Data I have observational data of $N$ rows (samples). In row $n$ individual $k_n \in \{1, \ldots, K\}$ from a population of $K \ll N$ individuals chooses one option $y^{k_n}_n$ from $J_n$ options, ...
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Multinomial GLM Pearson residuals

The general formula for Pearson's residual is given by: $$ e_i = \frac{y_i - \hat \mu_i}{\sqrt {V(\hat \mu_i)}} $$ But in the multinomial case, the sum of the squared residual, which is the Pearson ...
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How to check for outliers and leverage values in SPSS when conducting a multinomial logistic regression?

I am conducting a multinomial logistic regression in SPSS. I want to check for the presence of outliers and high leverage values. How do I do that in SPSS?
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probability in mixed multinomial logistic regression

I am using MCMCglmm package in R for my multilevel multinomial logistic regression model. I have a level-1 binary outcome 'Sex', which was coded as 1,2, and a level-1 three category unordered ...
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Difference between marginal effects at the mean and average marginal effects in a logistic regression model? [duplicate]

I am new to the categorical data analysis. Can someone explain to me in the in the simplest possible way: What is the difference between the predicted probabilities and the marginal effects in a ...
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Country fixed effect for panel multinomial logit model

I am suffering from a pretty complicated model, the panel multinomial logit model with country fixed effect. My problem is that I am not sure how to specify the model since the unobserved country ...
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183 views

How to report results from a multinomial logistic regression?

I have run a multinomial logistic regression and am interested in reporting the results in a scientific journal. Would it be alright to include a model summary table with the coefficients, standard ...
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Analysis of multinomial logit model

I am trying to analyse some data using a multinomial logit model, and I have a few questions regarding its interpretation. Essentially I have data from cells from four different tissues. Each cell ...
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70 views

Nested Logit in R

I am trying to estimate a nested multinomial logit model for transportation mode in R. I am using the following model. ...
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Nested Multinomial Logit Estimation

I am trying to estimate a nested multinomial logit model for transportation mode - the decision tree of how consumers choose a travel mode for a trip. One way of estimating the nested multinomial ...
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Interpretation of coefficients from multinomial logistic regression

I have run a multinomial logistic regression model with a four level response variable (walk, bike, bus and car) and two predictor variables being their gender (female/male) and where they live (urban/...
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How do I interpret a variable that is significant in a multinomial logistic model but not in an ordinal logistic model?

After fitting a multinomial and ordinal logistic models, an interesting results shows up. This is the multinomial logistic regression: And this is the ordinal logistic regression: As you can see, ...
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Linear regression or logistic regression or other for my problem?

I am working on a physics problem, where I am unsure of the best/most appropriate statistical method to apply. I have some limited working understanding of statistics. The physics problem I am ...
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Is multinomial logistic regression really the same as softmax regression

Multinomial logistic regression (MLR) is an extension of logistic regression for more than $2$ classes. The extension is made up by keeping linear boundaries between classes and using the class $K$ as ...
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Predicting logit regression using confusion matrix problem!

I keep getting the same classifications for all the predictor regressions. I have cut the data into training and test as mentioned other problems (654 observations-training) and 218 observations-...
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Mixed logit with only one choice situation/observation per individual - valid to use?

I have data from an experiment where participants had to choose one of 12 alternatives. I analyzed the data with a conditional logit model. That is I used the attributes of the choices to explain ...
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Differences between multinomial models (mgcv and nnet)

I'm trying to understand the differences I see when applying multinomial logistic regression models in R using nnet and mgcv. For comparison purposes with glm() let's take only two levels for the ...
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How to test the Linearity Assumption in Multinomial Logistic Regression (in R)

So I'm currently trying to use a multinomial logistic regression model in R on a data set with 13 variables (mix of continuous and categorical) and 33,000 observations, where the dependent variable ...
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Logit Regression with Lag data and different time interval

I recently completed the Datacamp tutorial on logit regression. The tutorial utilizes the ISLR package and the SMarket data set and is aimed at forecasting stock prices. The data set includes ...
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¿Do i need to normalize/transform data in a multinomial (nnet:multinom) model? + Dropping variables by Likehood

So, im working with a dataset with controls and 4 diseases, its indeed a nested model cause they are 2 diseases with 2 level each, but i do not know well how to model it. The thing is i got over 40 ...
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Difference in proportion across study types based on count data from multiple studies?

We have the following situation. We have collected count data from a number of studies. Specifically, we looked at the number of people of each race in each study's cohort. We also collected a number ...
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compare two bradley terry models

I have pairwise comparisons data that I converted into Bradley terry parameters. If I have BT parameters from two different occasions, what is the right way to test the null hypothesis that both ...
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Determine ordering in ordered logit model

We know that in our sample there is a clear ordering present however, we are not aware of the ordering itself. Is there a way to test for this or in any other way to determine this? Is this possible ...
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Null values correlated with dependent variables in logisitic regression

I am running a logistic regression on the binary variable of whether an application for a program was eligible (1) or not (0). One of the independent variables is a categorical variable of business ...

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