I can not find the p values for multinominal logit model using caret package
Calculating p values are provided here but multinominal distribution should be binominal? does any one knows the right distribution and p value calculation for multi nominal? (pvalues significance are not the same if i follow ucla.edu in r OR if i do multinominal in stata) many thanks in advance
assuming the following, reproducible example, how to get p values from caret in summary function
data("Fishing", package = "mlogit") ;head(Fishing)
set.seed(87)
inTrainingSet <- createDataPartition(Fishing$mode,p=.80,list=0)
Train <- Fishing[inTrainingSet,]
Test <- Fishing[-inTrainingSet,]
myControl <- trainControl(method = "cv",
number=10,
verboseIter = TRUE)
yy <- factor(Train$mode,levels = c( "beach", "pier", "boat","charter"))
xx <- Train[,2:10]
mmulti <- train(x=xx,
y=yy,
method = "multinom",
trControl = myControl,
tuneLength = 10); summary(mmulti)
multi.rrr = exp(t(coef(summary(mmulti)))) ; multi.rrr