From: Jacqueline Hall (firstname.lastname@example.org)
Date: Sat 08 May 2004 - 01:25:11 EST
Sorry for not making this clear,
By "score" I meant the score from the score test, for assessing the addition
of a new variable to the model. (first derivative of the log likeihood/
information matrix, the ratio (score)having a chi squared distribution of
I'm looking for something similar/appropraite for logistic regression, my
outcome (response) variable has 4 categories (hence the interest in
multinom), the covariates are continuous.
From: Prof Brian Ripley [mailto:email@example.com]
Sent: 07 May 2004 15:07
To: Jacqueline Hall
Subject: Re: [R] scores from multinomial logistic regression
What do you mean by the scores?
What multinom does is to fit probabilities (which you can extract by
fitted()): the response is a discrete probability distribution. There is an
underlying linear predictor but
(a) it is K-dimensional and
(b) there is a degree of ambiguity, usually resolved by setting the
predictor for one category to zero (but not in this code).
That linear predictor is only generated in the underlying C code.
On Fri, 7 May 2004, Jacqueline Hall wrote:
> Dear all,
> I'm interested in extracting the score from multinomial logistic
> regression models fit using multinom, to assess the stregth of
> assocation of the parameter with the response (akin to the score from
> clogit/cox regression). currently I'm using R 1.8.1. Is there a
> function that will extract the score from a multinom object or how i
> can get back to it? or from using glm? I investigated the documention
> for Design but those functions seem to apply to binary logistic.
-- Brian D. Ripley, firstname.lastname@example.org Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
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