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

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 : > > Hi, > > I would like to apply the L-BFGS optimization algorithm to compute the MLE > of a multilevel multinomial Logist

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

> School of Medicine > Johns Hopkins University > > Ph. (410) 502-2619 > email: [1]rvarad...@jhmi.edu > > > - Original Message - > From: nikolay12 <[2]nikola...@gmail.com> > Date: Sunday, August 2, 20

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

> > > - Original Message - > From: nikolay12 > Date: Sunday, August 2, 2009 3:04 am > Subject: [R] Likelihood Function for Multinomial Logistic Regression and > its partial derivatives > To: r-help@r-project.org > > >> Hi, >> >> I

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

Sunday, August 2, 2009 3:04 am Subject: [R] Likelihood Function for Multinomial Logistic Regression and its partial derivatives To: r-help@r-project.org > Hi, > > I would like to apply the L-BFGS optimization algorithm to compute > the MLE > of a multilevel multinomial Lo

[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