[R] Logistic regression with more than two choices

Marc Girondot marc.girondot at ese.u-psud.fr
Wed Jun 15 07:27:53 CEST 2005


>Dear all R-users,
>
>I am a new user of R and I am trying to build a discrete choice model (with
>more than two alternatives A, B, C and D) using logistic regression. I have
>data that describes the observed choice probabilities and some background
>information. An example below describes the data:
>
>Sex	Age	pr(A)	pr(B)	pr(C)	pr(D) ...
>1	11	0.5	0.5	0	0
>1	40	1	0	0	0
>0	34	0	0	0	1
>0	64	0.1	0.5	0.2	0.2
>...

You can use multinom()
Here is an exemple

For example let this matrix to be analyzed:
male   female   aborted   factor
10     12       1         1.2
14     14       4         1.3
15     12       3         1.4

The data are to be entered in a text file like this:

output  factor  n
m       1.2     10
f       1.2     12
a       1.2     1
m       1.3     14
f       1.3     14
a       1.3     4
m       1.4     15
f       1.4     12
a       1.4     3

library(MASS)

dt.plr <- multinom(output ~ factor, data=dt, weights=n, maxit=1000)
dt.pr1<-predict(dt.plr, , type="probs")
dt.pr1

>I have been able to model a case with only two alternatives "A" and "not A"
>by using glm().
>
>I do not know what functions are available to estimate such a model with
>more than two alternatives. Multinom() is one possibility, but it only
>allows the use of binary 0/1-data instead of observed probabilities. Did I
>understand this correctly?
>
>Additionally, I am willing to use different independent variables for the
>different alternatives in the model. Formally, I mean that:
>Pr(A)=exp(uA)/(exp(uA)+exp(uB)+exp(uC)+exp(uD)
>Pr(B)=exp(uB)/(exp(uA)+exp(uB)+exp(uC)+exp(uD)
>...
>where uA, uB, uC and uD are linear functions with different independent
>variables, e.g. uA=alpha_A1*Age, uB=alpha_B1*Sex.
>
>Do you know how to estimate this type of models in R?

I don't think it is possible... (at least simply, 
without writing all the script !)

Note that I don't undrestand where the residual 
deviance from multinom() come from. I cant find 
the logic.

Marc
-- 

__________________________________________________________
Marc Girondot, Pr
Laboratoire Ecologie, Systématique et Evolution
Equipe de Conservation des Populations et des Communautés
CNRS, ENGREF et Université Paris-Sud 11 , UMR 8079
Bâtiment 362
91405 Orsay Cedex, France

Tel:  33 1 (0)1.69.15.72.30   Fax: 33 1 (0)1 69 
15 56 96   e-mail: marc.girondot at ese.u-psud.fr
Web: http://www.ese.u-psud.fr/epc/conservation/Marc.html
Skype: girondot
Fax in US: 1-425-732-6934




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