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2006 Jun 27
1
weights in multinom
...classes: Class | num. Observations A | 373 B | 631 C | 171 D | 700 E | 87 F | 249 G | 138 H | 133 I | 162 J | 407 Total: 3051 Where my data looks like: x1 x2 x3 x4 Class 1 1,02 2 1 A 2 7,2 1 5 B 3 4,2 1 4 H 1 4,1 1 8 F 2 2,4 3 7 D 1 1,2 0 4 J 2 0,9 1 2 G 4 4 3 0 C . . . . . My model looks like: estmodel <- multinom(choice ~ x1 + x2 + x3 + x4, data = trainset) When I estimate the model and use the resulting model for prediction of 'new' observations the model has a bias towards the Classes with a large number of observations (A,B,D,J), the other classes are never predicted by the model...