R help - Mar 2015 - multinomial probabilities with mlogit

Hello,

When fitting a logit multinomial model with "mlogit" I can retrieve
the response probabilities using
fit$fitted.values (for a given object "fit")

However, I am trying to calculate those response probabilities myself using the
maximum likelihood estimates (i.e. fit$coefficients) given by mlogit.

I have used the model given in Agresti (2002):

Prob_j(x) = exp( linearpredictor_j(x) ) / (1 + sum (linearpredictor(x)))

Which is for a category j the exponential of the linear predictor for category j
divided by 1 + the sum of all logits across categories, aside from the reference
category.

But I cannot get my fitted probabilities calculated using this equation to match
the output of mlogit fit$fitted values.

Can anyone tell me how those fitted values are calculated? Or point me to the
corresponding documentation (which I cannot seem to find by googling!)

Many thanks
Ingrid

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Reproducible example???

cheers,

Rolf Turner

P.S.  Where does "mlogit" come from?  Note fortune(182).

R. T.

On 31/03/15 06:46, Ingrid Charvet wrote:
> Hello,
>
> When fitting a logit multinomial model with "mlogit" I can
retrieve
> the response probabilities using fit$fitted.values (for a given
> object "fit")
>
> However, I am trying to calculate those response probabilities myself
> using the maximum likelihood estimates (i.e. fit$coefficients) given
> by mlogit.
>
> I have used the model given in Agresti (2002):
>
> Prob_j(x) = exp( linearpredictor_j(x) ) / (1 + sum
> (linearpredictor(x)))
>
> Which is for a category j the exponential of the linear predictor for
> category j divided by 1 + the sum of all logits across categories,
> aside from the reference category.
>
> But I cannot get my fitted probabilities calculated using this
> equation to match the output of mlogit fit$fitted values.
>
> Can anyone tell me how those fitted values are calculated? Or point
> me to the corresponding documentation (which I cannot seem to find by
> googling!)
-- 
Rolf Turner
Technical Editor ANZJS
Department of Statistics
University of Auckland
Phone: +64-9-373-7599 ext. 88276
Home phone: +64-9-480-4619