Hi I am wanting to fit some multinomial logit models (multinom command in package nnet) Is it possible to do any model checking techniques on these models e.g. residual, leverage etc. I cannot seem to find any commands that will allow me to do this. Many thanks ---------------------- L.E.Gross L.E.Gross at maths.hull.ac.uk
On Fri, 24 Jan 2003, L.E.Gross wrote:> I am wanting to fit some multinomial logit models (multinom command in > package nnet) > > Is it possible to do any model checking techniques on these models > e.g. residual, leverage etc. I cannot seem to find any commands that > will allow me to do this.residuals() should work: it does for me. Leverage is not AFAIK well-defined: remember you have a multivariate response, and for binomial logit models `leverage' is in the linear approximation to the glm. A multinomial logit model is not a glm, and there is no such linear approximation in use. Also, I have doubts about the usefulness of leverage even for binomial logit models: it's a local approximation when the only possible changes (0 <--> 1) are not local. -- Brian D. Ripley, ripley at 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
Hi, Thanks for that help. In message <Pine.LNX.4.44.0301241256030.12565-100000 at gannet.stats>, ripley at stats.ox.ac.uk writes>On Fri, 24 Jan 2003, L.E.Gross wrote: > >> I am wanting to fit some multinomial logit models (multinom command in >> package nnet) >> >> Is it possible to do any model checking techniques on these models >> e.g. residual, leverage etc. I cannot seem to find any commands that >> will allow me to do this.>residuals() should work: it does for me.I have tried using this: My model is say: model<-multinom(self~sex, data=self) yet when I try residuals(model) I simply get the return as NULL? Am I missing something? Many thanks -- Laura Gross laura at bayesian-bay.freeserve.co.uk
On Mon, 27 Jan 2003, Laura Gross wrote:> Hi, Thanks for that help. > > In message <Pine.LNX.4.44.0301241256030.12565-100000 at gannet.stats>, > ripley at stats.ox.ac.uk writes > >On Fri, 24 Jan 2003, L.E.Gross wrote: > > > >> I am wanting to fit some multinomial logit models (multinom command in > >> package nnet) > >> > >> Is it possible to do any model checking techniques on these models > >> e.g. residual, leverage etc. I cannot seem to find any commands that > >> will allow me to do this. > > >residuals() should work: it does for me. > > I have tried using this: > My model is say: > > model<-multinom(self~sex, data=self) yet when I try > > residuals(model) I simply get the return as NULL?That of course is not reproducible, but> library(MASS) > data(housing) > library(nnet) > (house.mult <- multinom(Sat ~ Infl + Type + Cont,+ weights = Freq, data = housing))> residuals(house.mult)is, and it works. -- Brian D. Ripley, ripley at 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