Questions tagged [multinomial-logit]

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

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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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11 views

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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22 views

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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11 views

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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7 views

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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24 views

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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32 views

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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51 views

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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19 views

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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59 views

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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26 views

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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6 views

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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51 views

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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62 views

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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9 views

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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31 views

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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21 views

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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65 views

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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163 views

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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128 views

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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166 views

Why ordinal target in classification problems need 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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122 views

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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303 views

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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13 views

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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28 views

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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144 views

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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208 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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58 views

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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41 views

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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98 views

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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33 views

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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103 views

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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75 views

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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140 views

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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17 views

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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15 views

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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349 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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151 views

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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199 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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27 views

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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60 views

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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24 views

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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