Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [multinomial-logit]

Multinomial logistic regression models a categorical dependent variable that can take on >2 different levels.

Multinomial logistic regression models a categorical dependent variable that can take on >2 different levels (that is a multinomial variable) using the logit link function. It can be contrasted with the multinomial probit, which also models a multinomial variable, but uses the probit link.

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What is the difference between fitting multinomal logistic regression and fitting multiple logistic regressions?

In an analysis where the dependant variable Y has 4 levels (say A, B, C, and D) and there are several independent variables (including important interaction terms), one could think of multiple ways to describe the data (in a frequentist…
Dan Chaltiel
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Multinomial logistic regression assumptions

What are the proper assumptions of Multinomial Logistic Regression? And what are the best tests to satisfy these assumptions using SPSS 18?
Mark
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Alternatives to the multinomial logit model

I am trying to estimate a model of occupational choice with three choices. Are there any alternatives to using the multinomial logistic regression when handling such unordered categorical outcomes? When dealing with binary dependent variables there…
Thor
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How to interpret coefficients of a multinomial elastic net (glmnet) regression

I'm trying to model a membership in one of three well-being clusters (flourisher, normative, languisher) based on a set of predictors, using elastic net for both variable selection & modelling. I first use the caret package in combination with the…
Adam B.
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Definition of softmax function

This question follows up on stats.stackexchange.com/q/233658 The logistic regression model for classes {0, 1} is $$ \mathbb{P} (y = 1 \;|\; x) = \frac{\exp(w^T x)}{1 + \exp(w^T x)} \\ \mathbb{P} (y = 0 \;|\; x) = \frac{1}{1 + \exp(w^T x)} $$ Clearly…
farmer
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Why decision boundary differs between multinomial (softmax) and One-vs-Rest Logistic Regression for multiclass classification

Can someone please explain why the decision boundary differs between multinomial (softmax) and One-vs-Rest Logistic Regression for multiclass classification. Example shown…
user184628
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Scalable multinomial regression implementation

I need to do a high dimensional biological data analysis. My data consists of hundreds of thousands of dimensions. I am looking for an implementation of multinomial logistic regression that will scale well to data of this size. Ideally, it should…
Andy
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Why ordinal target in classification problems need special attention?

I have been working on an ML problem in which I want to predict an interval of money say, a, b, c, d that might be lent to a customer given its credit files, those amounts are represented on ordered bins the i.e a < b < c < d. First I faced this…
Multivac
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Assumptions behind multinomial logistic regression

What are the proper assumptions behind multinomial logistic regression? And what are the best tests to satisfy these assumptions in any statistical software? What are other suitable models, if those assumptions are not satisfied?
Tadesse Ayele
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Distribution of random variable with multinomial sampling distribution and parameters $(n,p)$, where $n\sim$ Poisson with truncation

Suppose you have: $$X\mid N\sim\text{MN}(N,p_1,p_2,\ldots,p_{J})$$ $$N\sim \text{Poisson}(\lambda)$$ What is the marginal distribution of $X$? In this case, the answer is simply this. But... Suppose further that the probabilities…
wolfsatthedoor
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Questions on Bayesian Softmax Regression

My question is about how to actually do this both rigorously and practically. Allow me to elaborate. Suppose that we have data $(x_1,y_1),...,(x_N,y_N) \in \mathbb{R}^p \times \{0,...,k-1 \}$. I'd like to do a softmax regression. More precisely, I'd…
Teagan
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Multinomial logistic regression with class probability as target variable

I have a multinomial classification problem where I have > 2 classes, and for each observation I have i) the class the observation is assigned to, and ii) the probability of it belonging to a class (you could interpret this as the certainty of the…
Nigel Ng
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Random effects for a mixed multinomial logistic regression in R?

I have a dataset in which individuals, each belonging to a particular group, repeatedly chose between multiple discrete outcomes. Something akin to: subID group choice 1 Red A 1 Red B 2 Blue B 2 Blue B 2 …
jjcii
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Simulate/Generate Data for Multinomial Logistic regression

How to simulate data for Multinomial Logistic regression? For Example i want to generate a high dimensional data set with 90 subjects and 500 independent predictors. The ratio of Classes should given as 30:30:30. Like, Class 1, Class 2 and Class 3…
botloggy
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Mathematically Describing PCA chained with Logistic Regression

Python's scikit-learn package has a convenient pipe function that can combine machine learning techniques into one model with fitting and predicting functions. I was following this tutorial for chaining PCA and logistic regression and everything…
guy
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