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Multinomial Logistic Regression

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65 views

Multinomial Logistic Regression

Uploaded by

moira142560
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Multinomial

Logistic
Regression
Dr. Elya Nabila Abdul Bahri
University of Malaya
Introduction

• Multinomial logistic regression is used to model nominal


outcome variables, in which the log odds of the outcomes
are modelled as a linear combination of the predictor
variables.
Examples of multinomial logistic regression

• Example 1. People’s occupational choices might be influenced


by their parents’ occupations and their own education level.
We can study the relationship of one’s occupation choice with
education level and father’s occupation. The occupational
choices will be the outcome variable which consists of
categories of occupations.
Hands-on Session

• Example 2. Entering high school students make program


choices among general program, vocational program and
academic program. Their choice might be modeled using
their writing score and their social economic status.
Multinomial logistic regression model
Descriptive
• The iteration log indicating
how quickly the model
converged. The log likelihood
(-179.98173) can be used in
comparisons of nested
models.

• The likelihood ratio chi-square


of48.23 with a p-value <
0.0001 tells us that our model
as a whole fits significantly
better than an empty model
(i.e., a model with no
predictors)
The relative log odds of being in
general program vs. in academic
program will decrease by 1.163 if
moving from the lowest level
of ses (ses==1) to the highest
level of ses (ses==3).

• A one-unit increase in the


variable write is associated with a
.058 decrease in the relative log
odds of being in general program
vs. academic program .

• A one-unit increase in the


variable write is associated with a
.1136 decrease in the relative log
odds of being in vocation
program vs. academic program.
• The ratio of the probability of choosing one outcome category
over the probability of choosing the baseline category is often
referred to as relative risk (and it is also sometimes referred to as
odds).
• Relative risk can be obtained by exponentiating the linear
equations above, yielding regression coefficients that are relative
risk ratios for a unit change in the predictor variable.
• The rrr option for mlogit command to display the regression
results in terms of relative risk ratios.
The relative risk ratio switching
from ses = 1 to 3 is .3126 for being in
general program vs. academic
program. In other words, the expected
risk of staying in the general program
is lower for subjects who are high
in ses.

The relative risk ratio for a one-unit


increase in the variable write is .9437
(exp(-.0579284) from the output of
the first mlogit command above) for
being in general program vs.
academic program.
Test the difference between two probabilities

• We can test if the effect of 3.ses in predicting general vs. academic


equals the effect of 3.ses in predicting vocation vs. academic using
the test command.

• The test shows that the effects are not statistically different from each
other.
Predicted probabilities calculation: margins

• Calculate the predicted probability of choosing each program type at


each level of ses, holding all other variables in the model at their means.
• Since there are three possible outcomes, we will need to use the
margins command three times, one for each outcome value.
margins ses, atmeans predict(outcome(1))

margins ses, atmeans predict(outcome(2))

margins ses, atmeans predict(outcome(3))


General
Academic
Vocation
Marginsplot

• The marginsplot command is used to plot predicted probabilities by ses for


each category of prog.
• Plots created by marginsplot are based on the last margins command run.
Furthermore, the three marginsplots can be combined into one graph to
facilitate comparison using the graph combine command.
• As it is generated, each marginsplot must be given a name, which will be
used by graph combine.
• Additionally, we would like the y-axes to have the same range, so we use
the ycommon option with graph combine.
Combined marginsplot

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