[R] Different LLRs on multinomial logit models in R and SPSS

Sören Vogel
Thu, 06 Jan 2011 16:06:44 -0000

Hello, after calculating a multinomial logit regression on my data, I
compared the output to an output retrieved with SPSS 18 (Mac). The
coefficients appear to be the same, but the logLik (and therefore fit)
values differ widely. Why?

The regression in R:

set.seed(1234)
df <- data.frame(
  "y"=factor(sample(LETTERS[1:3], 143, repl=T, prob=c(4, 1, 10))),
  "a"=sample(1:5, 143, repl=T),
  "b"=sample(1:7, 143, repl=T),
  "c"=sample(1:2, 143, repl=T)
)
library(nnet)
mod1 <- multinom(y ~ ., data=df, trace=F)
deviance(mod1) # 199.0659
mod0 <- update(mod1, . ~ 1, trace=FALSE)
deviance(mod0) # 204.2904

Output data and syntax for SPSS:

df2 <- df
df2[, 1] <- as.numeric(df[, 1])
write.csv(df2, file="dfxy.csv", row.names=F, na="")
syntaxfile <- "dfxy.sps"
cat('GET DATA
  /TYPE=TXT
  /FILE=\'', getwd(), '/dfxy.csv\'
  /DELCASE=LINE
  /DELIMITERS=","
  /QUALIFIER=\'"\'
  /ARRANGEMENT=DELIMITED
  /FIRSTCASE=2
  /IMPORTCASE=ALL
  /VARIABLES  y "F1.0"
  a "F8.4"
  b "F8.4"
  c "F8.4".
CACHE.
EXECUTE.
DATASET NAME DataSet1 WINDOW=FRONT.

VALUE LABELS
  /y 1 "A" 2 "B" 3 "C".
EXECUTE.

NOMREG y (BASE=1 ORDER=ASCENDING) WITH a b c
  /CRITERIA CIN(95) DELTA(0) MXITER(100) MXSTEP(5) CHKSEP(20)
LCONVERGE(0) PCONVERGE(0.000001)
    SINGULAR(0.00000001)
  /MODEL
  /STEPWISE=PIN(.05) POUT(0.1) MINEFFECT(0) RULE(SINGLE)
ENTRYMETHOD(LR) REMOVALMETHOD(LR)
  /INTERCEPT=INCLUDE
  /PRINT=FIT PARAMETER SUMMARY LRT CPS STEP MFI IC.
', file=syntaxfile, sep="", append=F)

-> Loglik0: 135.02
-> Loglik1: 129.80

Thanks, S?ren