Tryntsje Wesselius
2009-Mar-11 10:49 UTC
[R] Confidence/prediction interval for choice probabilities mlogit
Hi, I have estimated a multinomial logit model with use of the mlogit-package for my choice data. I predicted the probabilities for each choice, using the formula: pred1 <- exp(B1*X1.1 + B2*X2.1 + B3*X3.1) pred2 <- exp(B1*X1.2 + B2*X2.2 + B3*X3.2) pred3 <- exp(B1*X1.3 + B2*X2.3 + B3*X3.3) sumpred <- pred1+pred2+pred3 pred1 <- pred1/sumpred pred2 <- pred2/sumpred pred3 <- pred3/sumpred Then for each choice I have a prediction of the choice probabilities. Now I want to calculate a confidence interval of the choice probablities. I'm not sure if it is called a confidence interval or a prediction interval. At the internet I haven't found anything useful. Most examples are about the confidence interval of a certain regression coefficient, for example the intercept. But I want to know the interval around my choice probabilities. The predict() function does not work with mlogit, I think. Can anybody help me? Kind regards, Tryntsje