Re: [R] Problem with multinom ?

From: Marc Girondot <marc.girondot_at_ese.u-psud.fr>
Date: Sun 12 Jun 2005 - 05:15:18 EST

>On Sat, 11 Jun 2005, John Fox wrote:
>
>>Dear Marc,
>>
>>I get the same results -- same coefficients, standard errors, and fitted
>>probabilities -- from multinom() and glm(). It's true that the deviances
>>differ, but they, I believe, are defined only up to an additive constant:
>
>Yes. There are many variations on the definition
>of (residual) deviance, but it compares -2 log
>likelihood with a `saturated' model. For
>grouped data you have a choice: a separate term
>for each group or for each observation. A
>binomial GLM uses the first but the second is
>more
>normal in logistic regression (since it has a
>direct interpretation via log-probability
>scoring).
>
>multinom() is support software for a book (which
>the R posting guide does ask you to consult):
>this is discussed with a worked example on pp
>203-4.

Dear Prof. Ripley,

I have your book... but I don't find the answer to my questions...

You propose that the difference in residual deviance between two versions of the same model (0.001841823 for glm and 106.2304 for
multinom()) is due to a difference in the specification of the satured model. However, as RD=-2 Ln L model+2 Ln L saturated and that -2 Ln L model=11.1146... it seems impossible to me that RD > -2 Ln L model ...

Marc Girondot

Sorry to be so close-minded !

-- 

__________________________________________________________
Marc Girondot, Pr
Laboratoire Ecologie, Systématique et Evolution
Equipe de Conservation des Populations et des Communautés
CNRS, ENGREF et Université Paris-Sud 11 , UMR 8079
Bâtiment 362
91405 Orsay Cedex, France

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Received on Sun Jun 12 05:19:04 2005

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