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2009 Aug 01
4
Likelihood Function for Multinomial Logistic Regression and its partial derivatives
Hi,
I would like to apply the L-BFGS optimization algorithm to compute the MLE
of a multilevel multinomial Logistic Regression.
The likelihood formula for this model has as one of the summands the formula
for computing the likelihood of an ordinary (single-level) multinomial logit
regression. So I would basically need the R implementation for this formula.
The L-BFGS algorithm also requires