Hi, I am inexperienced with ML and R so please be tolerant :) I am trying to replicate the method I have seen in a paper without success. If my understanding is correct (a big 'IF') it seems to use Multinomial Logit on multiple groups of various sizes, with 'nature' selecting the choice (the winner) - then uses Maximum Likelihood to optimise the parameters to produce a model for prediction. I have not found any examples which use this technique. What is worse the paper only really provides a summary of the method. So I am stuck! Here is an short summary extract from the paper describing the method: ************************************************** Suppose horse h* is observed to win a race. The multinomial logit model gives: exp(Vh*) Ph*= ---------- for h* = 1,2,...,H. H 'Sigma'exp(Vh) h=1 A linear-in-parameters specification leads to: N Vh = 'Sigma' An*Zhn n=1 where Zhn=Zhn(Xh,Yn) is the measured value of attribute n for horse h in a race. The 'A' values in the equation are the parameters of the stochastic utility model that must be estimated from a sample of races. The likelihiood function can be written: j exp(L) = 'Product' Pjh* j=1 where j denetes a race, h* is the horse observed to win race j, and L is the log-likelihood function. ********************************************* In an ideal world I would hope for the R code to solve a toy problem using the above method. I can provide a jpg of the paper and a dataset if required. But really, *any* help you could give to help me get to grips with it woul be great. Thanks, David