similar to: Conditional Logit and Mixed Logit

Displaying 20 results from an estimated 10000 matches similar to: "Conditional Logit and Mixed Logit"

2007 Jul 19
2
multinomial logit estimation
Good morning, I'd like to estimate a simple multinomial logit model in R (not a McFadden conditional logit). For instance, I'd like to estimate the probability of someone having one of eight titles in a company with the independent variables being the company characteristics. A binary logit is well documented. What about the multinomial? Thanks, Walt Paczkowski
2012 Apr 12
2
How to calculate the "McFadden R-square" for LOGIT model?
Dear all, can somebody please help me how to calculate "McFadden R-square" for a LOGIT model? Corresponding definition can be found here: http://publib.boulder.ibm.com/infocenter/spssstat/v20r0m0/index.jsp?topic=%2Fcom.ibm.spss.statistics.help%2Falg_plum_statistics_rsq_mcfadden.htm Here is my data: Data <- structure(c(1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 0, 0, 1, 1,
2006 Oct 24
2
Mixed conditional logit model
dear all, i wonder whether it is possible to estimate a mixed (random parameters) logit model in R. my dataset only includes conditional explanatory (RHS) variables. i've already searched the R-help archives and found slightly comparable questions but no satisfying answers. an old fashoined conditional logit does not work due to the violation of the iia property. a short description of
2010 Apr 27
2
How to work out 3-way probabilities
Hello. I have a quick question. I try to use logit regression, to work out probabilities in the sport event. I have work out probabilities for group of 2 players: p1 - probability, what player1 will beat player2 p2 - probability, what player2 will beat player1 pt - tie probability, p1 <- 1 - p1 - p2; Now i want to work out probabilities for group of 3 players, like: pg1 - probability, what
2009 Aug 22
1
Trying something for fun...
Hi, For fun, I'm trying to throw some horse racing data into either an svm or lrm model. Curious to see what comes out as there are so many published papers on this. One thing I don't know how to do is to standardize the probabilities by race. For example, if I train an LRM on a bunch of variable I get a model. I can then get probability predictions from the model. That works.
2012 Jan 15
1
Need help interpreting the logit regression function
Hello R community, I have a question about the logistic regression function. Specifically, when the predictor variable has not just 0's and 1's, but also fractional values (between zero and one). I get a warning when I use the "glm(formula = ... , family = binomial(link = "logit"))" which says: "In eval(expr, envir, enclos) : non-integer #successes in a binomial
2007 Dec 11
1
R computing speed
Dear helpers, I am using R version 2.5.1 to estimate a multinomial logit model using my own maximum likelihood function (I work with share data and the default function of R cannot deal with that). However, the computer (I have an Athlon XP 3200+ with 512 GB ram) takes quite a while to estimate the model. With 3 categories, 5 explanatory variables and roughly 5000 observations it takes 2-3 min.
2005 Oct 12
2
linear mixed effect model with ordered logit/probit link?
Hello, I'm working on the multiple categorical data (5-points scale) using linear mixed effect model and wondering if anyone knows about or works on the linear mixed effect model with ordered logit or probit link. I found that the "lmer" function in R is very flexible and supports various models, but not ordered logit/probit models. I may conduct my analysis by turning my DVs
2011 Aug 16
1
Repeated measures cummulative logit mixed model
Dear R help gurus, I have the following problem and I would be delighted if you could help me. >From a large (1500) cohort of patients we have been taking some measurements (ECG measurements, but its not important). The measurements are ordinal in 4 grades (Grade I-IV, grade IV being the most severe form). Every patients has been measured several times (usually once per year). The
2009 Dec 02
2
Error when running Conditional Logit Model
Dear R-helpers, I am very new to R and trying to run the conditional logit model using "clogit " command. I have more than 4000 observations in my dataset and try to predict the dependent variable from 14 independent variables. My command is as follows clmtest1 <- clogit(Pin~Income+Bus+Pop+Urbpro+Health+Student+Grad+NE+NW+NCC+SCC+CH+SE+MRD+strata(IDD),data=clmdata) However, it
2012 Jan 17
2
bayesian mixed logit
Dear all, I am writing an R code to fit a Bayesian mixed logit (BML) via MCMC / MH algorithms following Train (2009, ch. 12). Unfortunately, after many draws the covariance matrix of the correlated random parameters tend to become a matrix with almost perfect correlation, so I think there is a bug in the code I wrote but I do not seem to be able to find it.. dull I know. Has anybody written a
2011 Dec 23
2
Latent class multinomial (or conditional) logit using R?
Hi everyone? Does anybody know how can I estimate a Latent class multinomial (or conditional) logit using R? I have tried flexmix, poLCA, and they do not seem to support this model. thanks in advance adan -- View this message in context: http://r.789695.n4.nabble.com/Latent-class-multinomial-or-conditional-logit-using-R-tp4230083p4230083.html Sent from the R help mailing list archive at
2010 Dec 27
1
Fitting mixed effects Baseline category logit models
Hello everyone, I want to fit a baseline category logit model (with 3-4 categories) with nested random effects. (For example, I have clusters(i) and households within clusters (j) resulting in the nested random effects structure : b_i +d_j(i)). Is there a R function/package that I can use ? Any help will be much appreciated. Thanks and regards, Dhiman Bhadra [[alternative HTML version
2003 Jan 29
3
multinomial conditional logit models
A multinomial logit model can be specified as a conditional logit model after restructuring the data. Doing so gives flexibility in imposing restrictions on the dependent variable. One application is to specify a loglinear model for square tables, e.g. quasi-symmetry or quasi-independence, as a multinomial logit model with covariates. Further details on this technique and examples with several
2005 Nov 21
2
Multinomial Nested Logit package in R?
Dear R-Help, I'm hoping to find a Multinomial Nested Logit package in R. It would be great to find something analogous to "PROC MDC" in SAS: > The MDC (Multinomial Discrete Choice) procedure analyzes models > where the > choice set consists of multiple alternatives. This procedure > supports conditional logit, > mixed logit, heteroscedastic extreme value,
2007 Jul 19
0
Estimating mixed logit using Maximum simulated likelihood
Hell all. I¡¯m trying to estimate mixed logit model using MSLE. In order to see that mixed logit model works better than simple logit model ( the logit model with fixed coefficient) I simulated a dataset with random coefficients and tried to fit the data with both mixed logit and simple logit model. Because my mixed logit model contains analytically intractable integrations, I applied
2010 Mar 29
1
Question about 'logit' and 'mlogit' in Zelig
I'm running a multinomial logit in R using the Zelig packages. According to str(trade962a), my dependent variable is a factor with three levels. When I run the multinomial logit I get an error message. However, when I run 'model=logit' it works fine. any ideas on whats wrong? ## MULTINOMIAL LOGIT anes96two <- zelig(trade962a ~ age962 + education962 + personal962 + economy962 +
2008 Jan 25
1
Logit Regressions, Clustering etc
Hi I am carrying out some logit regressions and want to (a) make sure I'm taking the right approach and (b) work out how to carry out some additional analysis. So, to carry out a logit regression where the dependent variable is a factor db, I use something like: res1_l <- glm(formula = db ~ y1 + + y5, family = binomial(link = "logit")) summary(res1_l) ...which is, I hope
2005 Nov 28
3
glm: quasi models with logit link function and binary data
# Hello R Users, # # I would like to fit a glm model with quasi family and # logistical link function, but this does not seam to work # with binary data. # # Please don't suggest to use the quasibinomial family. This # works out, but when applied to the true data, the # variance function does not seams to be # appropriate. # # I couldn't see in the # theory why this does not work. # Is
2002 May 06
2
A logit question?
Hello dear r-gurus! I have a question about the logit-model. I think I have misunderstood something and I'm trying to find a bug from my code or even better from my head. Any help is appreciated. The question is shortly: why I'm not having same coefficients from the logit-regression when using a link-function and an explicite transformation of the dependent. Below some details. I'm