[R] Trying something for fun...

Charles C. Berry cberry at tajo.ucsd.edu
Sat Aug 22 19:57:05 CEST 2009

On Fri, 21 Aug 2009, Noah Silverman wrote:

> Hi,
> For fun, I'm trying to throw some horse racing data into either an svm or lrm 
> model.  Curious to see what comes out as there are so many published papers 
> on this.
> One thing I don't know how to do is to standardize the probabilities by race.

This sounds closer to the conditional logit model.

However, if I recall correctly there is an assumption that in the models 
of choice literature is stated something like 'independence of 
alternatives that are unavailable'.  That assumption might not hold in a 
horse race where the speed at which a horse runs may depend on what horses 
she is running against.




   title={{Conditional logit analysis of qualitative choice behavior}},
   author={McFadden, D.},
   journal={Frontiers in econometrics},

BTW, Professor McFadden has a quintessentially American biography:


He mentions his personal background in farming and awards won for his 
'sheep and geese', but alas does not mention horses or racing.



> For example, if I train an LRM on a bunch of variable I get a model.  I can 
> then get probability predictions from the model.  That works.
> It seems to me, that for a given race (8-12 horses) the probabilites of my 
> predictions should sum to one.
> 1) Is there some way to train the LRM to evaluate and then model the 
> subsequent date "per race"??  (Perhaps indicate some kind of grouping 
> variable?
> 2) Alternately, if I just run my data through a "standard" LRM, is there some 
> way to then "normalize" the probabilities in a correct way for each upcoming 
> race?
> I've done some extensive research in this area and would be willing to 
> discuss more details offline with someone if they could contribute to the 
> process.
> Thanks!!
> -N
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Charles C. Berry                            (858) 534-2098
                                             Dept of Family/Preventive Medicine
E mailto:cberry at tajo.ucsd.edu	            UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego 92093-0901

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