[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, Systématique et Evolution
Equipe de Conservation des Populations et des Communautés
CNRS, ENGREF et Université Paris-Sud 11 , UMR 8079
Bâtiment 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
More information about the R-help
mailing list