[R] Logistic Regression with 9 classes
Frank E Harrell Jr
fharrell at virginia.edu
Mon Dec 2 12:57:06 CET 2002
On Sun, 01 Dec 2002 19:43:22 -0600
Paul Johnson <pauljohn at ku.edu> wrote:
> Hope this helps:
>
> Your approach depends on your statistical theory.
>
> If the 9 categories are ordered, the ordinal logistic (or probit) model
> is called for. The first publication I know of that proposed it was R D
> McKelvey and W Zavoina. A statistical model for the analysis of
> ordinal level dependent variables.Journal of Mathematical Sociology,
> 4:103-120, 1975.
One small correction Paul. An earlier paper developing the proportional odds model is
@ARTICLE{wal67,
author = {Walker, S. H. and Duncan, D. B.},
year = 1967,
title = {Estimation of the probability of an event as a function of several
independent variables},
journal = Biometrika,
volume = 54,
pages = {167-178},
annote = {logistic model; ordinal logistic model}
}
Frank
>
> The idea is that the probability of falling into one category depends on
> z=XB+e,
> where e is either logistic or Normal, depending on your taste. THe
> resulting estimates give you estimates of B as well as 8 "thresholds"
> which divide the "z scale" into sections and relate to the predicted
> outcome for the categories.
>
> For that, the MASS packages has polr.
>
>
> If the 9 categories are unordered, then some other statistical model
> altogether is needed. One I know of is often called a multinomial model,
> where you set one category as the baseline and then estimate the impact
> of the variables to differentiate them from the baseline. For 9
> cagegories, you'd end up with 8 models, of the sort
>
> ln(Pj/P0) = Xbj, j=1,...8.
>
> In MASS, the function multinom is for that purpose, but I have not tried it.
>
> Luis Silva wrote:
> > Hello!
> >
> > I need to classify a data set with 19 variables and 9 classes
> > using Logistic Regression(on R).
> > I know that when we have only 2 classes we can use glm() to
> > how can I do a classification task with Logistic Regression on
> > a data set with 9 classes!
> > Does anybody know how can I estimate these coefficients (of a
> > model with 9 classes) on R?
> >
> > Thank you!
> > Janete
> >
>
>
> --
> Paul E. Johnson email: pauljohn at ukans.edu
> Dept. of Political Science http://lark.cc.ku.edu/~pauljohn
> University of Kansas Office: (785) 864-9086
> Lawrence, Kansas 66045 FAX: (785) 864-5700
>
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--
Frank E Harrell Jr Prof. of Biostatistics & Statistics
Div. of Biostatistics & Epidem. Dept. of Health Evaluation Sciences
U. Virginia School of Medicine http://hesweb1.med.virginia.edu/biostat
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