You may refer to mlogit for the ordinary multinomial regression. As fas as I know, there are no functions for multilevel multinomial regression.
Ronggui 2009/8/2 nikolay12 <nikola...@gmail.com>: > > 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 computing the partial derivatives of that > formula in respect to all parameters. I would appreciate if you can point me > to existing implementations that can do the above. > > Nick > > PS. The long story for the above: > > My data is as follows: > > - a vector of observed values (lenght = D) of the dependent multinomial > variable each element belonging to one of N levels of that variable > > - a matrix of corresponding observed values (O x P) of the independent > variables (P in total, most of them are binary but also a few are > integer-valued) > > - a vector of current estimates (or starting values) for the Beta > coefficients of the independent variables (length = P). > > This data is available for 4 different pools. The partially-pooled model > that I want to compute has as a likelihood function a sum of several > elements, one being the classical likelihood function of a multinomial logit > regression for each of the 4 pools. > > This is the same model as in Finkel and Manning "Hierarchical Bayesian > Domain Adaptation" (2009). > > -- > View this message in context: > http://www.nabble.com/Likelihood-Function-for-Multinomial-Logistic-Regression-and-its-partial-derivatives-tp24772731p24772731.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > 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. > -- HUANG Ronggui, Wincent PhD Candidate Dept of Public and Social Administration City University of Hong Kong Home page: http://asrr.r-forge.r-project.org/rghuang.html ______________________________________________ R-help@r-project.org mailing list 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.
