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 ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
