[R] Confidence/prediction interval for choice probabilities mlogit

Tryntsje Wesselius wesseliust at gmail.com
Wed Mar 11 11:49:07 CET 2009


I have estimated a multinomial logit model with use of the
mlogit-package for my choice data.
I predicted the probabilities for each choice, using the formula:
pred1 <- exp(B1*X1.1 + B2*X2.1 + B3*X3.1)
pred2 <- exp(B1*X1.2 + B2*X2.2 + B3*X3.2)
pred3 <- exp(B1*X1.3 + B2*X2.3 + B3*X3.3)
sumpred <- pred1+pred2+pred3
pred1 <- pred1/sumpred
pred2 <- pred2/sumpred
pred3 <- pred3/sumpred

Then for each choice I have a prediction of the choice probabilities.

Now I want to calculate a confidence interval of the choice
probablities. I'm not sure if it is called a confidence interval or a
prediction interval.

At the internet I haven't found anything useful. Most examples are
about the confidence interval of a certain regression coefficient, for
example the intercept. But I want to know the interval around my
choice probabilities.
The predict() function does not work with mlogit, I think.

Can anybody help me?

Kind regards,


More information about the R-help mailing list