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Questions tagged [mlogit]

Multinomial logistic regression is a classification method that generalizes logistic regression to multiclass problems.

Multinomial Logistic Regression

In statistics, multinomial logistic regression is a classification method that generalizes logistic regression to multiclass problems, i.e. with more than two possible discrete outcomes. That is, it is a model that is used to predict the probabilities of the different possible outcomes of a categorically distributed dependent variable, given a set of independent variables (which may be real-valued, binary-valued, categorical-valued, etc.).

Multinomial logistic regression is known by a variety of other names, including multiclass LR, multinomial regression, softmax regression, multinomial logit, maximum entropy (MaxEnt) classifier, conditional maximum entropy model.

Source: http://en.wikipedia.org/wiki/Multinomial_logistic_regression

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Choice model mlogit from aggregated dataframe

I would like to use the mlogit package to fit a logit model. However I only have a dataframe which contains aggregated sales data. Any Ideas of how to go from aggregated form to a form on individual level. an example to work…
jonas
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SAS Proc mdc : The CHOICE= variable contains redundant alternatives ? (Degenerate case)

I am estimating a Nested Logit model in SAS. • Upper level : Two options 1 and 2 • Lower level : 1 has sub-options 1 and 2; and 2 has sub-option 0 ( degenerate case) • Explanatory variables x1,x2,x3,x4,x5 are common to all…
user7266677
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Multinomial logit with sample weighting in python or R

I would like to run a multinomial logit estimate in python or R in which samples have different weights (these are population weights in a survey). statsmodels' MNLogit does not seem to provide this. Neither does mlogit in R. Is there another way to…
CPBL
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How to test joint parameter hypothesis in multinomial logit regression R?

I am trying to test the hypothesis of market efficiency in bookmaker odds for football matches. I have estimated a multinomial logit model with the mlogit package: Model: outcome=log(P1/Px)+log(P2/Px) where P1 is the implicit bookie probability of a…
Chebyshev
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I'm getting the “Error in if (abs(x - oldx) < ftol)” after formatting data for my logit model

It had worked previously but I've been having trouble with my packages on and off throughout the day, although maybe that has nothing to do with it. I had ran the code below earlier and it had worked. But for the past few hours I keep on getting the…
HP-Nunes
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Model Analysis IN R ( Logistic Regression)

I have a data file ( 1 million rows) that has one outcome variable as Status ( Yes / no ) with three continuous variables and 5 nominal variables ( 5 categories in each variable ) I want to predict the outcome i.e status. I wanted to know which type…
Malay Revanth
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R: too long computation of likelihood function for conditional logit model

I am trying to maximize loglikelihood function to get coefficients for conditional logit model. I have a big data frame with about 9M rows (300k choice sets) and about 40 parameters to be estimated. It looks like this: ChoiceSet Choice SKU Price…
Vitaliy Poletaev
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multinomial regression error: 'relevel' only for factors

I have the following data: Class Batch Parity EB 0 2 2 842.8302684 0 2 3 1435.313822 0 2 3 615.32252 1 3 2 428.0919074 1 3 3 629.6284765 1 3 2 428.0919074 . . . . . . . . I am running the…
hieu
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Iterative regressions in SAS 9.4 with PROC LOGIT and time-series data

I want to find the most optimal model specification for a Logit Regression with a dependent variable that is multinomial distributed. Y has three outcomes, and I want to make a forecasting model with 2 variables - a lagged and differenced spot rate…
Christian
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Need help, I stuck when install (VGAM) and how to use mlogit. I don't understand from that pdf example

I need help for my problems. I have 2 problems. I can't install library (VGAM) on my RStudio. Have any idea for another regression logistic ordinal package or have solution for my problem? I Stuck for the first step when used mlogit. I have…
Yip
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Column of 1's and 0's to indicate individuals' choices across a range of alternatives?

I am trying to set up my data to work in the mlogit package in R I have a dataframe created with the following code: id <- 1:10 id <- rep(id, each=5) site <- c("site1", "site2", "site3", "site4", "site5") choice <- c("site3", "site5", "site1",…
B.Ben
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Problems with Logit Model Output

I am trying to run a logit model to see if there is a link to debris found in turtles and other variables. I have tried using both of the codes below and found that my output lists each different variable and not variable type: model <- glm(debris…
Hannah Grace McDonald
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What weights is R using in mlogit

I am analyzing data from a discrete choice experiment, and I cannot figure out what weights mlogit uses when I specify weights The following code: mlogit(formula = RES ~ -1 + V1 + V2, data = data, reflevel = 1, rpar = c(V1 = "n", V2 = "n"),…
TheChainsOfMarkov
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Does mlogit from statsmodel expect a wide format?

Discrete Choice Analysis with Python. Generally, there are two formats for representing regression data: long format wide format Long format features a row for each potential option, plus a Y column with either 0 or 1 based on the choice. Wide…
Roland Kofler
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poLCA not stable estimates

I am trying to run a latent class analysis with covariates using polca package. However, every time I run the model, the multinomial logit coefficients result different. I have considered the changes in the order of the classes and I set up a very…
coolwinter
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