[R] multinomial logistic regression with equality constraints?

[Walter Mebane]

By default, with print.level=0 or greater, the multinomRob program
prints the maximum likelihood estimates with conventional standard
errors before going on to compute the robust estimates.

Walter Mebane

Jasjeet Singh Sekhon writes:
 > 
 > Hi Roger,
 > 
 > Yes, multinomRob can handle equality constraints of this type---see
 > the 'equality' option.  But the function assumes that the outcomes are
 > multinomial counts and it estimates overdispersed multinomial logistic
 > models via MLE, a robust redescending-M estimator, and LQD which is
 > another high breakdown point estimator.  It would be a simple matter
 > to edit the 'multinomMLE' function to work without counts and to do
 > straight MNL instead, but right now it estimates an overdispersed MNL
 > model.
 > 
 > Cheers,
 > Jas.
 > 
 > =======================================
 > Jasjeet S. Sekhon                     
 >                                       
 > Associate Professor             
 > Travers Department of Political Science
 > Survey Research Center          
 > UC Berkeley                     
 > 
 > http://sekhon.berkeley.edu/
 > V: 510-642-9974  F: 617-507-5524
 > =======================================
 > 
 > 
 > 
 > Roger Levy writes:
 >  > I'm interested in doing multinomial logistic regression with equality 
 >  > constraints on some of the parameter values.  For example, with 
 >  > categorical outcomes Y_1 (baseline), Y_2, and Y_3, and covariates X_1 
 >  > and X_2, I might want to impose the equality constraint that
 >  > 
 >  >    \beta_{2,1} = \beta_{3,2}
 >  > 
 >  > that is, that the effect of X_1 on the logit of Y_2 is the same as the 
 >  > effect of X_2 on the logit of Y_3.
 >  > 
 >  > Is there an existing facility or package in R for doing this?  Would 
 >  > multinomRob fit the bill?
 >  > 
 >  > Many thanks,
 >  > 
 >  > Roger
 >  > 
 >  > 
 >  > -- 
 >  > 
 >  > Roger Levy                      Email: rlevy at ucsd.edu
 >  > Assistant Professor             Phone: 858-534-7219
 >  > Department of Linguistics       Fax:   858-534-4789
 >  > UC San Diego                    Web:   http://ling.ucsd.edu/~rlevy
 >  > 
 >  > 

-- 
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Walter R. Mebane, Jr.                        email:  wrm1 at cornell.edu
Professor                             office voice:  607/255-3868    
Department of Government                      cell:  607/592-0546
Cornell University                             fax:  607/255-4530    
217 White Hall              WWW:  http://macht.arts.cornell.edu/wrm1/
Ithaca, NY 14853-7901
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