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Re: [R] multinomial logistic regression with equality constraints?

Jasjeet Singh Sekhon

2007-02-03

Replies:


Hi Roger,

Yes, multinomRob can handle equality constraints of this type---see
the 'equality' option. But the function assumes that the outcomes are
multinomial counts and it estimates overdispersed multinomial logistic
models via MLE, a robust redescending-M estimator, and LQD which is
another high breakdown point estimator. It would be a simple matter
to edit the 'multinomMLE' function to work without counts and to do
straight MNL instead, but right now it estimates an overdispersed MNL
model.

Cheers,
Jas.

=======================================
Jasjeet S. Sekhon              
                       
Associate Professor        
Travers Department of Political Science
Survey Research Center      
UC Berkeley              

http://sekhon.berkeley.edu/
V: 510-642-9974 F: 617-507-5524
=======================================



Roger Levy writes:
> I'm interested in doing multinomial logistic regression with equality
> constraints on some of the parameter values. For example, with
> categorical outcomes Y_1 (baseline), Y_2, and Y_3, and covariates X_1
> and X_2, I might want to impose the equality constraint that
>
>   \beta_{2,1} = \beta_{3,2}
>
> that is, that the effect of X_1 on the logit of Y_2 is the same as the
> effect of X_2 on the logit of Y_3.
>
> Is there an existing facility or package in R for doing this? Would
> multinomRob fit the bill?
>
> Many thanks,
>
> Roger
>
>
> --
>
> Roger Levy               Email: rlevy@(protected)
> Assistant Professor         Phone: 858-534-7219
> Department of Linguistics     Fax:  858-534-4789
> UC San Diego             Web:  http://ling.ucsd.edu/~rlevy
>
>

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