Re: [R] multinom(): likelihood of model?

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Tue 17 May 2005 - 15:42:29 EST

On Mon, 16 May 2005, Brooks Miner wrote:

> Professor Ripley,
>
> Thanks very much. You comments were very helpful. I've got it (almost) all
> figured out now. My model is for discrete data (discrete response AND
> predictors). The issue I'm stuck on is that my saturated model does NOT
> predict exactly; the constant is ~1874.052.
>
> Here is an example of my model with much less data, showing how the saturated
> model does not predict exactly (constant ~ 440.6375).

Because you have an aggregated model: counts, not individual observations.

>
>
> library(nnet)
> fem.labs<-
> factor(c("Fem1","Fem2","Fem3","Fem4","Fem5","Fem6"),levels=c("Fem1","Fem
> 2","Fem3","Fem4","Fem5","Fem6"))
> site.labs<-factor(c("Site01","Site02","Site03","Site04"))
> dyad.labs<-factor(c("M","H","U"),levels=c("M","H","U"))
> data.table<-expand.grid(Site=site.labs, Female=fem.labs,Dyad=dyad.labs)
> data<-
> c(20,16,21,16,13,11,15,13,27,27,30,19,24,25,29,23,24,20,25,25,24,18,26,2
> 0,2,0,2,2,1,1,0,1,3,3,3,6,4,3,2,4,2,1,3,1,3,4,1,1,5,11,4,9,1,3,0,1,3,3,0
> ,8,4,4,1,5,6,11,4,6,3,8,3,9)
> data.table<-structure(.Data=data.table[rep(1:
> nrow(data.table),data),],row.names=1:length(data))
> fit.saturated.model<-multinom(Dyad~Female*Site,data=data.table)
> fit.saturated.model$deviance # Why is this NONZERO?
>
>
> Am I setting up the regression for the saturated model incorrectly??
>
> Thanks in advance. . .
>
> - Brooks
>
> ----------------------------
> Brooks Miner
> Research Scientist
> Laird Lab
> UW Biology
> 206.616.9385
> http://protist.biology.washington.edu/Lairdlab/
>
> On May 13, 2005, at 10:41 PM, Prof Brian Ripley wrote:
>
>> By definition, the deviance is minus twice the maximized log-likelihood
>> plus a const. In any of these models for discrete data, the saturated
>> model predicts exactly, so the const is zero.
>>
>> There are worked examples in MASS4, the book multinom() supports.
>>
>> On Fri, 13 May 2005, Brooks Miner wrote:
>>
>>> Hi all,
>>>
>>> I'm working on a multinomial (or "polytomous") logistic regression using R
>>> and have made great progress using multinom() from the nnet library. My
>>> response variable has three categories, and there are two different
>>> possible predictors. I'd like to use the likelihoods of certain models
>>> (ie, saturated, fitteds, and null) to calculate Nagelkerke R-squared
>>> values for various fitted models.
>>>
>>> My question today is simple: once I have fitted a model using multinom(),
>>> how do I find the likelihood (or log likelihood) of my fitted model? I
>>> understand that this value must be part of the $deviance or $AIC
>>> components of the fitted model, but my understanding is too limited at
>>> this point for me to know how to calculate the likelihood of my fitted
>>> model from either of these outputs.
>>>
>>> Thanks in advance to any assistance offered. I'd be happy to provide an
>>> example of my data and multinom() entries if that would help.
>>>
>>> Gratefully,
>>>
>>> - Brooks
>>> ----------------------------
>>> Brooks Miner
>>> Research Scientist
>>> Laird Lab
>>> UW Biology
>>> 206.616.9385
>>> http://protist.biology.washington.edu/Lairdlab/
>>>
>>> ______________________________________________
>>> R-help@stat.math.ethz.ch mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide!
>>> http://www.R-project.org/posting-guide.html
>>>
>>
>> --
>> Brian D. Ripley, ripley@stats.ox.ac.uk
>> 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
>
>

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
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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Received on Tue May 17 16:53:24 2005

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