Re: [R] Likelihood Function for Multinomial Logistic Regression and its partial derivatives

Thanks, I had a look at mlogit. It seems it does fit a multinomial logit regression but - just as nnet or VGAM are doing it - it has a function that tells you the fitted value, not the value that you have with a set of parameters (which might not be the optimal ones). Or am I wrong on this? Rong

Re: [R] Likelihood Function for Multinomial Logistic Regression and its partial derivatives

Thanks for the book suggestion. I'll check it out tomorrow when the library opens up. Yes, it is a multilevel model, but its likelihood function is the sum of the likelihood functions for the individual levels (i.e. a simple multinomial logits) and some other terms (the priors). It is, essential

Re: [R] Likelihood Function for Multinomial Logistic Regression and its partial derivatives

eriv" package. > > Hope this is helpful, > Ravi. > > > > Ravi Varadhan, Ph.D. > Assistant Professor, > Division of Geriatric Medicine and Gerontology > School of Medicine > Johns Hopkins University > > Ph. (410) 502-2619 > email: rvarad...@jhmi.edu

[R] 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. S

[R] R package for Hierarchical Modelling of Multinomial Logistic Regression

Hello, I need to implement a hierarchical model for Bayesian multinomial logistic regression (also known as polytomous logistic regression). I plan to use Gaussian priors. I have about 800 variables which are mostly dichotomous. Some are integer valued. What R package would you recommend? than

[R] Bayesian logistic regression for 85.000 variables

Dear all, I want to build a text classification model with about 85.000 features (variables) on about 10.000 observations (words that have been manually classified). I want to use multivariate logistic regression (known also as maximum entropy) with Gaussian priors. So in essence it is Bayesian l

Re: [R] Re : PCA and automatic determination of the number of components

gt;> >>Are these Task Views really so invisible in R that people don't find >>them? Usually they are the first place to look at when you need >>something you don't have. In statistics, I mean. If they are invisible, >>could they be made more visible? >> >

[R] PCA and automatic determination of the number of components

Hi all, I have relatively small dataset on which I would like to perform a PCA. I am interested about a package that would also combine a method for determining the number of components (I know there are plenty of approaches to this problem). Any suggestions about a package/function? thanks, N