Re: [R] Logistic regression with more than two choices

From: Marc Girondot <marc.girondot_at_ese.u-psud.fr>
Date: Wed 15 Jun 2005 - 15:27:53 EST

>Dear all R-users,
>
>I am a new user of R and I am trying to build a discrete choice model (with
>more than two alternatives A, B, C and D) using logistic regression. I have
>data that describes the observed choice probabilities and some background
>information. An example below describes the data:
>
>Sex Age pr(A) pr(B) pr(C) pr(D) ...
>1 11 0.5 0.5 0 0
>1 40 1 0 0 0
>0 34 0 0 0 1
>0 64 0.1 0.5 0.2 0.2
>...

You can use multinom()
Here is an exemple

For example let this matrix to be analyzed: male female aborted factor

10     12       1         1.2
14     14       4         1.3
15     12       3         1.4

The data are to be entered in a text file like this:

output factor n

m       1.2     10
f       1.2     12
a       1.2     1
m       1.3     14
f       1.3     14
a       1.3     4
m       1.4     15
f       1.4     12
a       1.4     3

library(MASS)

dt.plr <- multinom(output ~ factor, data=dt, weights=n, maxit=1000)
dt.pr1<-predict(dt.plr, , type="probs")
dt.pr1

>I have been able to model a case with only two alternatives "A" and "not A"
>by using glm().
>
>I do not know what functions are available to estimate such a model with
>more than two alternatives. Multinom() is one possibility, but it only
>allows the use of binary 0/1-data instead of observed probabilities. Did I
>understand this correctly?
>
>Additionally, I am willing to use different independent variables for the
>different alternatives in the model. Formally, I mean that:
>Pr(A)=exp(uA)/(exp(uA)+exp(uB)+exp(uC)+exp(uD)
>Pr(B)=exp(uB)/(exp(uA)+exp(uB)+exp(uC)+exp(uD)
>...
>where uA, uB, uC and uD are linear functions with different independent
>variables, e.g. uA=alpha_A1*Age, uB=alpha_B1*Sex.
>
>Do you know how to estimate this type of models in R?

I don't think it is possible... (at least simply, without writing all the script !)

Note that I don't undrestand where the residual deviance from multinom() come from. I cant find the logic.

Marc

-- 

__________________________________________________________
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

Tel:  33 1 (0)1.69.15.72.30   Fax: 33 1 (0)1 69 
15 56 96   e-mail: marc.girondot@ese.u-psud.fr
Web: http://www.ese.u-psud.fr/epc/conservation/Marc.html
Skype: girondot
Fax in US: 1-425-732-6934

______________________________________________
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
Received on Wed Jun 15 15:31:07 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:32:39 EST