[R] Likelihood Function for Multinomial Logistic Regression and its partial derivatives
nikolay12
nikolay12 at gmail.com
Mon Aug 3 02:42:44 CEST 2009
Thanks for the book suggestion. I'll check it out tomorrow when the library
opens up.
Yes, it is a multilevel model, but its likelihood function is the sum of the
likelihood functions for the individual levels (i.e. a simple multinomial
logits) and some other terms (the priors). It is, essentially, the
hierarchical priors model of Finkel and Manning (HLT, 2009).
So to compute the above composite likelihood function I need just the simple
multinomial logit likelihood for each of the separate pools (there are just
two levels - the lower consisting of 4 pools, the upper of just one, i.e.
it's a hierarchical relationship).
So I am really surprised that I could not find R package containing a
function that computes the simple multinomial logit regression for a given
set of parameter values (rather than simply supplying the final fit).
statquant wrote:
>
>
> Hi: John Fox's CAR book has some very nice examples of how the
> multinomial
> likelihood is estimated computationally speaking. But you mentioned
> multilevel earlier which sounds more complex ?
>
>
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