Knowledge (XXG)

Multinomial logistic regression

Source đź“ť

4621: 4066: 718:-1 compared against it, one at a time. The IIA hypothesis is a core hypothesis in rational choice theory; however numerous studies in psychology show that individuals often violate this assumption when making choices. An example of a problem case arises if choices include a car and a blue bus. Suppose the odds ratio between the two is 1 : 1. Now if the option of a red bus is introduced, a person may be indifferent between a red and a blue bus, and hence may exhibit a car : blue bus : red bus odds ratio of 1 : 0.5 : 0.5, thus maintaining a 1 : 1 ratio of car : any bus while adopting a changed car : blue bus ratio of 1 : 0.5. Here the red bus option was not in fact irrelevant, because a red bus was a 5922: 4616:{\displaystyle {\begin{aligned}{\frac {e^{({\boldsymbol {\beta }}_{c}+C)\cdot \mathbf {X} _{i}}}{\sum _{k=1}^{K}e^{({\boldsymbol {\beta }}_{k}+C)\cdot \mathbf {X} _{i}}}}&={\frac {e^{{\boldsymbol {\beta }}_{c}\cdot \mathbf {X} _{i}}e^{C\cdot \mathbf {X} _{i}}}{\sum _{k=1}^{K}e^{{\boldsymbol {\beta }}_{k}\cdot \mathbf {X} _{i}}e^{C\cdot \mathbf {X} _{i}}}}\\&={\frac {e^{C\cdot \mathbf {X} _{i}}e^{{\boldsymbol {\beta }}_{c}\cdot \mathbf {X} _{i}}}{e^{C\cdot \mathbf {X} _{i}}\sum _{k=1}^{K}e^{{\boldsymbol {\beta }}_{k}\cdot \mathbf {X} _{i}}}}\\&={\frac {e^{{\boldsymbol {\beta }}_{c}\cdot \mathbf {X} _{i}}}{\sum _{k=1}^{K}e^{{\boldsymbol {\beta }}_{k}\cdot \mathbf {X} _{i}}}}\end{aligned}}} 6624: 5298: 6121: 5917:{\displaystyle {\begin{aligned}\Pr(Y_{i}=1)&=\Pr(Y_{i,1}^{\ast }>Y_{i,2}^{\ast }{\text{ and }}Y_{i,1}^{\ast }>Y_{i,3}^{\ast }{\text{ and }}\cdots {\text{ and }}Y_{i,1}^{\ast }>Y_{i,K}^{\ast })\\\Pr(Y_{i}=2)&=\Pr(Y_{i,2}^{\ast }>Y_{i,1}^{\ast }{\text{ and }}Y_{i,2}^{\ast }>Y_{i,3}^{\ast }{\text{ and }}\cdots {\text{ and }}Y_{i,2}^{\ast }>Y_{i,K}^{\ast })\\\cdots &\\\Pr(Y_{i}=K)&=\Pr(Y_{i,K}^{\ast }>Y_{i,1}^{\ast }{\text{ and }}Y_{i,K}^{\ast }>Y_{i,2}^{\ast }{\text{ and }}\cdots {\text{ and }}Y_{i,K}^{\ast }>Y_{i,K-1}^{\ast })\\\end{aligned}}} 678:(also known as features, explanators, etc.), which are used to predict the dependent variable. Multinomial logistic regression is a particular solution to classification problems that use a linear combination of the observed features and some problem-specific parameters to estimate the probability of each particular value of the dependent variable. The best values of the parameters for a given problem are usually determined from some training data (e.g. some people for whom both the diagnostic test results and blood types are known, or some examples of known words being spoken). 6619:{\displaystyle {\begin{aligned}\Pr(Y_{i}=1)&=\Pr(Y_{i,1}^{\ast }>Y_{i,k}^{\ast }\ \forall \ k=2,\ldots ,K)\\&=\Pr(Y_{i,1}^{\ast }-Y_{i,k}^{\ast }>0\ \forall \ k=2,\ldots ,K)\\&=\Pr({\boldsymbol {\beta }}_{1}\cdot \mathbf {X} _{i}+\varepsilon _{1}-({\boldsymbol {\beta }}_{k}\cdot \mathbf {X} _{i}+\varepsilon _{k})>0\ \forall \ k=2,\ldots ,K)\\&=\Pr(({\boldsymbol {\beta }}_{1}-{\boldsymbol {\beta }}_{k})\cdot \mathbf {X} _{i}>\varepsilon _{k}-\varepsilon _{1}\ \forall \ k=2,\ldots ,K)\end{aligned}}} 1080:"experiments" — although an "experiment" may consist of nothing more than gathering data. The goal of multinomial logistic regression is to construct a model that explains the relationship between the explanatory variables and the outcome, so that the outcome of a new "experiment" can be correctly predicted for a new data point for which the explanatory variables, but not the outcome, are available. In the process, the model attempts to explain the relative effect of differing explanatory variables on the outcome. 514: 2150: 7577:) that serve as predictors. However, learning in such a model is slower than for a naive Bayes classifier, and thus may not be appropriate given a very large number of classes to learn. In particular, learning in a Naive Bayes classifier is a simple matter of counting up the number of co-occurrences of features and classes, while in a maximum entropy classifier the weights, which are typically maximized using 43: 6800:, i.e. it shifts the mean by a fixed amount, and if two values are both shifted by the same amount, their difference remains the same. This means that all of the relational statements underlying the probability of a given choice involve the logistic distribution, which makes the initial choice of the extreme-value distribution, which seemed rather arbitrary, somewhat more understandable. 2977: 706:(IIA), which is not always desirable. This assumption states that the odds of preferring one class over another do not depend on the presence or absence of other "irrelevant" alternatives. For example, the relative probabilities of taking a car or bus to work do not change if a bicycle is added as an additional possibility. This allows the choice of 1837: 4974: 4792: 2327: 3252: 3965: 3399: 962:
that is broken down into a series of submodels where the prediction of a given submodel is used as the input of another submodel, and that prediction is in turn used as the input into a third submodel, etc. If each submodel has 90% accuracy in its predictions, and there are five submodels in series,
6901:
This means that the effect of using an error variable with an arbitrary scale parameter in place of scale 1 can be compensated simply by multiplying all regression vectors by the same scale. Together with the previous point, this shows that the use of a standard extreme-value distribution (location
725:
If the multinomial logit is used to model choices, it may in some situations impose too much constraint on the relative preferences between the different alternatives. It is especially important to take into account if the analysis aims to predict how choices would change if one alternative were to
6934:
are determined for all independent variables for each category of the dependent variable with the exception of the reference category, which is omitted from the analysis. The exponential beta coefficient represents the change in the odds of the dependent variable being in a particular category
4664:(or alternatively, one of the other coefficient vectors). Essentially, we set the constant so that one of the vectors becomes 0, and all of the other vectors get transformed into the difference between those vectors and the vector we chose. This is equivalent to "pivoting" around one of the 957:
given the measured characteristics of the observation. This provides a principled way of incorporating the prediction of a particular multinomial logit model into a larger procedure that may involve multiple such predictions, each with a possibility of error. Without such means of combining
3833: 2773: 6110: 2145:{\displaystyle \Pr(Y_{i}=K)\,=\,1-\sum _{j=1}^{K-1}\Pr(Y_{i}=j)\,=\,1-\sum _{j=1}^{K-1}{\Pr(Y_{i}=K)}\;e^{{\boldsymbol {\beta }}_{j}\cdot \mathbf {X} _{i}}\;\;\Rightarrow \;\;\Pr(Y_{i}=K)\,=\,{\frac {1}{1+\sum _{j=1}^{K-1}e^{{\boldsymbol {\beta }}_{j}\cdot \mathbf {X} _{i}}}}} 2640:
The reason why we need to add a term to ensure normalization, rather than multiply as is usual, is because we have taken the logarithm of the probabilities. Exponentiating both sides turns the additive term into a multiplicative factor, so that the probability is just the
1681: 7274: 1098:
The observed outcomes are the party chosen by a set of people in an election, and the explanatory variables are the demographic characteristics of each person (e.g. sex, race, age, income, etc.). The goal is then to predict the likely vote of a new voter with given
1822: 5130: 2753: 4803: 4678: 2162: 3533: 967:
and is a serious problem in real-world predictive models, which are usually composed of numerous parts. Predicting probabilities of each possible outcome, rather than simply making a single optimal prediction, is one means of alleviating this issue.
945:, etc.) is the procedure for determining (training) the optimal weights/coefficients and the way that the score is interpreted. In particular, in the multinomial logit model, the score can directly be converted to a probability value, indicating the 858: 3099: 2526: 7408: 1323: 3681:
is significantly less than the maximum of all the values, and will return a value close to 1 when applied to the maximum value, unless it is extremely close to the next-largest value. Thus, the softmax function can be used to construct a
7552: 3844: 3264: 3061: 3075:, which is the variable over which the probability distribution is defined. However, it is definitely not constant with respect to the explanatory variables, or crucially, with respect to the unknown regression coefficients 753:
There are multiple equivalent ways to describe the mathematical model underlying multinomial logistic regression. This can make it difficult to compare different treatments of the subject in different texts. The article on
686:
The multinomial logistic model assumes that data are case-specific; that is, each independent variable has a single value for each case. As with other types of regression, there is no need for the independent variables to be
1071:
possible values. These possible values represent logically separate categories (e.g. different political parties, blood types, etc.), and are often described mathematically by arbitrarily assigning each a number from 1 to
2972:{\displaystyle 1=\sum _{k=1}^{K}\Pr(Y_{i}=k)\;=\;\sum _{k=1}^{K}{\frac {1}{Z}}e^{{\boldsymbol {\beta }}_{k}\cdot \mathbf {X} _{i}}\;=\;{\frac {1}{Z}}\sum _{k=1}^{K}e^{{\boldsymbol {\beta }}_{k}\cdot \mathbf {X} _{i}}} 1450: 3703: 6909:
Because only differences of vectors of regression coefficients are used, adding an arbitrary constant to all coefficient vectors has no effect on the model. This means that, just as in the log-linear model, only
5194: 3650: 5933: 6786: 1555: 1091:(possibly including "no disease" and/or other related diseases) in a set of patients, and the explanatory variables might be characteristics of the patients thought to be pertinent (sex, race, age, 6899: 7093: 6849: 6126: 5303: 4683: 4071: 6733: 6682: 1700: 4662: 2635: 5036: 4969:{\displaystyle \Pr(Y_{i}=k)={\frac {e^{{\boldsymbol {\beta }}'_{k}\cdot \mathbf {X} _{i}}}{1+\sum _{j=1}^{K-1}e^{{\boldsymbol {\beta }}'_{j}\cdot \mathbf {X} _{i}}}}\;\;\;\;,\;\;k\leq K} 2651: 1482: 4787:{\displaystyle {\begin{aligned}{\boldsymbol {\beta }}'_{k}&={\boldsymbol {\beta }}_{k}-{\boldsymbol {\beta }}_{K}\;\;\;,\;k<K\\{\boldsymbol {\beta }}'_{K}&=0\end{aligned}}} 2322:{\displaystyle \Pr(Y_{i}=k)={\frac {e^{{\boldsymbol {\beta }}_{k}\cdot \mathbf {X} _{i}}}{1+\sum _{j=1}^{K-1}e^{{\boldsymbol {\beta }}_{j}\cdot \mathbf {X} _{i}}}}\;\;\;\;,\;\;k<K} 6994: 646:, meaning that it falls into any one of a set of categories that cannot be ordered in any meaningful way) and for which there are more than two categories. Some examples would be: 3247:{\displaystyle \Pr(Y_{i}=k)={\frac {e^{{\boldsymbol {\beta }}_{k}\cdot \mathbf {X} _{i}}}{\sum _{j=1}^{K}e^{{\boldsymbol {\beta }}_{j}\cdot \mathbf {X} _{i}}}}\;\;\;\;,\;\;k\leq K} 3410: 4060:
separately identifiable vectors of coefficients. One way to see this is to note that if we add a constant vector to all of the coefficient vectors, the equations are identical:
3586: 783: 7082: 5215:, where there is some randomness in the actual amount of utility obtained, which accounts for other unmodeled factors that go into the choice. The value of the actual variable 2423: 5242:
is then determined in a non-random fashion from these latent variables (i.e. the randomness has been moved from the observed outcomes into the latent variables), where outcome
1515: 7319: 5282: 1160: 7032: 6922:(the first, i.e. maximum) of a set of values. However, it can be shown that the resulting expressions are the same as in above formulations, i.e. the two are equivalent. 1359: 4002: 60: 2559: 1144: 5240: 4008:. This is due to the fact that all probabilities must sum to 1, making one of them completely determined once all the rest are known. As a result, there are only 3678: 963:
then the overall model has only 0.9 = 59% accuracy. If each submodel has 80% accuracy, then overall accuracy drops to 0.8 = 33% accuracy. This issue is known as
4058: 4032: 3960:{\displaystyle \Pr(Y_{i}=c)=\operatorname {softmax} (c,{\boldsymbol {\beta }}_{1}\cdot \mathbf {X} _{i},\ldots ,{\boldsymbol {\beta }}_{K}\cdot \mathbf {X} _{i})} 7314: 7294: 3394:{\displaystyle \Pr(Y_{i}=c)={\frac {e^{{\boldsymbol {\beta }}_{c}\cdot \mathbf {X} _{i}}}{\sum _{j=1}^{K}e^{{\boldsymbol {\beta }}_{j}\cdot \mathbf {X} _{i}}}}} 577:, i.e. with more than two possible discrete outcomes. That is, it is a model that is used to predict the probabilities of the different possible outcomes of a 7417: 1095:, outcomes of various liver-function tests, etc.). The goal is then to predict which disease is causing the observed liver-related symptoms in a new patient. 2988: 1076:. The explanatory variables and outcome represent observed properties of the data points, and are often thought of as originating in the observations of 2767:
for the distribution. We can compute the value of the partition function by applying the above constraint that requires all probabilities to sum to 1:
544: 2334: 703: 454: 3828:{\displaystyle f(k)={\begin{cases}1\;{\textrm {if}}\;k=\operatorname {\arg \max } (x_{1},\ldots ,x_{n}),\\0\;{\textrm {otherwise}}.\end{cases}}} 1387: 107: 7630: 6902:
0, scale 1) for the error variables entails no loss of generality over using an arbitrary extreme-value distribution. In fact, the model is
758:
presents a number of equivalent formulations of simple logistic regression, and many of these have analogues in the multinomial logit model.
4979:
Other than the prime symbols on the regression coefficients, this is exactly the same as the form of the model described above, in terms of
79: 2378: 699:
is assumed to be relatively low, as it becomes difficult to differentiate between the impact of several variables if this is not the case.
444: 6789: 5138: 6105:{\displaystyle \Pr(Y_{i}=k)\;=\;\Pr(\max(Y_{i,1}^{\ast },Y_{i,2}^{\ast },\ldots ,Y_{i,K}^{\ast })=Y_{i,k}^{\ast })\;\;\;\;,\;\;k\leq K} 933:
The difference between the multinomial logit model and numerous other methods, models, algorithms, etc. with the same basic setup (the
86: 7888: 2366:
of the weights to prevent pathological solutions (usually a squared regularizing function, which is equivalent to placing a zero-mean
3591: 7738: 7690: 126: 2373:
on the weights, but other distributions are also possible). The solution is typically found using an iterative procedure such as
6930:
When using multinomial logistic regression, one category of the dependent variable is chosen as the reference category. Separate
2764: 2414: 408: 93: 1676:{\displaystyle \ln {\frac {\Pr(Y_{i}=k)}{\Pr(Y_{i}=K)}}\,=\,{\boldsymbol {\beta }}_{k}\cdot \mathbf {X} _{i}\;\;\;\;,\;\;k<K} 656:
In a hands-free mobile phone dialing application, which person's name was spoken, given various properties of the speech signal?
459: 397: 192: 7269:{\displaystyle L=\prod _{i=1}^{n}P(Y_{i}=y_{i})=\prod _{i=1}^{n}\left(\prod _{j=1}^{K}P(Y_{i}=j)^{\delta _{j,y_{i}}}\right),} 6738: 319: 64: 6854: 662:
Which country will a firm locate an office in, given the characteristics of the firm and of the various candidate countries?
75: 6810: 4672:-1 choices are, relative to the choice we are pivoting around. Mathematically, we transform the coefficients as follows: 3691: 2374: 278: 6918:
Actually finding the values of the above probabilities is somewhat difficult, and is a problem of computing a particular
7883: 7756: 6687: 6636: 2363: 1817:{\displaystyle \Pr(Y_{i}=k)\,=\,{\Pr(Y_{i}=K)}\;e^{{\boldsymbol {\beta }}_{k}\cdot \mathbf {X} _{i}}\;\;\;\;,\;\;k<K} 996:
possible outcomes rather than just two. The following description is somewhat shortened; for more details, consult the
942: 537: 674:
to be predicted that comes from one of a limited set of items that cannot be meaningfully ordered, as well as a set of
7562: 2382: 601: 480: 5125:{\displaystyle Y_{i,k}^{\ast }={\boldsymbol {\beta }}_{k}\cdot \mathbf {X} _{i}+\varepsilon _{k}\;\;\;\;,\;\;k\leq K} 7893: 7618: 5197: 4629: 2748:{\displaystyle \Pr(Y_{i}=k)={\frac {1}{Z}}e^{{\boldsymbol {\beta }}_{k}\cdot \mathbf {X} _{i}}\;\;\;\;,\;\;k\leq K} 2571: 1691:
transform commonly used in compositional data analysis. In other applications it’s referred to as “relative risk”.
762: 667: 566: 449: 418: 345: 53: 3087: 1109: 766: 726:
disappear (for instance if one political candidate withdraws from a three candidate race). Other models like the
688: 574: 439: 428: 392: 299: 6935:
vis-a-vis the reference category, associated with a one unit change of the corresponding independent variable.
1458: 500: 7570: 7035: 2562: 578: 371: 294: 187: 166: 1537:
independent binary logistic regression models, in which one outcome is chosen as a "pivot" and then the other
3528:{\displaystyle \operatorname {softmax} (k,x_{1},\ldots ,x_{n})={\frac {e^{x_{k}}}{\sum _{i=1}^{n}e^{x_{i}}}}} 100: 6949: 853:{\displaystyle \operatorname {score} (\mathbf {X} _{i},k)={\boldsymbol {\beta }}_{k}\cdot \mathbf {X} _{i},} 530: 423: 6914:-1 of the coefficient vectors are identifiable, and the last one can be set to an arbitrary value (e.g. 0). 4991:
It is also possible to formulate multinomial logistic regression as a latent variable model, following the
2521:{\displaystyle \ln \Pr(Y_{i}=k)={\boldsymbol {\beta }}_{k}\cdot \mathbf {X} _{i}-\ln Z\;\;\;\;,\;\;k\leq K} 7566: 1362: 938: 886: 692: 387: 382: 324: 3545: 1377:
article, the regression coefficients and explanatory variables are normally grouped into vectors of size
7403:{\displaystyle \delta _{j,y_{i}}={\begin{cases}1{\text{ for }}j=y_{i}\\0{\text{ otherwise}}\end{cases}}} 7041: 6793: 2367: 1318:{\displaystyle f(k,i)=\beta _{0,k}+\beta _{1,k}x_{1,i}+\beta _{2,k}x_{2,i}+\cdots +\beta _{M,k}x_{M,i},} 918:
theory, where observations represent people and outcomes represent choices, the score is considered the
475: 171: 513: 5284:) is greater than the utilities of all the other choices, i.e. if the utility associated with outcome 1491: 7578: 5249: 2410: 2355: 1051: 1047: 985: 959: 675: 639: 585: 495: 485: 366: 334: 289: 268: 176: 7354: 3727: 7594: 6796:, where the first parameter is unimportant. This is understandable since the first parameter is a 5289: 4992: 2402: 1374: 997: 977: 755: 743: 570: 413: 314: 309: 263: 212: 202: 147: 6999: 1331: 7795: 7599: 6797: 5292:, the probability of two having exactly the same value is 0, so we ignore the scenario. That is: 5000: 3695: 2390: 2370: 2359: 1688: 1064: 981: 770: 731: 719: 671: 635: 581: 518: 247: 232: 31: 3980: 2409:
of the probability of seeing a given output using the linear predictor as well as an additional
650:
Which major will a college student choose, given their grades, stated likes and dislikes, etc.?
7734: 7686: 7682: 7626: 3971: 964: 696: 304: 207: 161: 714:-1 independent binary choices, in which one alternative is chosen as a "pivot" and the other 7858: 7807: 7765: 7674: 7655: 3683: 3539: 2535: 2333:
The fact that we run multiple regressions reveals why the model relies on the assumption of
1114: 329: 258: 7843: 5218: 3656: 6919: 6903: 6804: 5027: 5015: 4996: 4005: 3687: 989: 915: 490: 197: 7547:{\displaystyle -\log L=-\sum _{i=1}^{n}\sum _{j=1}^{K}\delta _{j,y_{i}}\log(P(Y_{i}=j)).} 7034:
of the explained variables are considered as realizations of stochastically independent,
4037: 4011: 7754:
Baltas, G.; Doyle, P. (2001). "Random Utility Models in Marketing Research: A Survey".
7659: 7299: 7279: 4995:
described for binary logistic regression. This formulation is common in the theory of
1092: 242: 17: 7769: 7414:
The negative log-likelihood function is therefore the well-known cross-entropy: :
4999:
models, and makes it easier to compare multinomial logistic regression to the related
7877: 7675: 3056:{\displaystyle Z=\sum _{k=1}^{K}e^{{\boldsymbol {\beta }}_{k}\cdot \mathbf {X} _{i}}} 2642: 659:
Which candidate will a person vote for, given particular demographic characteristics?
361: 237: 7844:"Dual coordinate descent methods for logistic regression and maximum entropy models" 727: 653:
Which blood type does a person have, given the results of various diagnostic tests?
227: 702:
If the multinomial logit is used to model choices, it relies on the assumption of
7710: 6906:(no single set of optimal coefficients) if the more general distribution is used. 946: 774: 591:
Multinomial logistic regression is known by a variety of other names, including
273: 222: 42: 1517:(a row vector) is the set of explanatory variables associated with observation 1108:
As in other forms of linear regression, multinomial logistic regression uses a
30:"Multinomial regression" redirects here. For the related Probit procedure, see 7863: 7812: 7782: 6931: 6115:
Let's look more closely at the first equation, which we can write as follows:
3066:
Note that this factor is "constant" in the sense that it is not a function of
934: 558: 2406: 1088: 1541:-1 outcomes are separately regressed against the pivot outcome. If outcome 2405:
can be directly extended to multi-way regression. That is, we model the
773:
with the explanatory variables (features) of a given observation using a
7731:
Conditioning diagnostics : collinearity and weak data in regression
1445:{\displaystyle f(k,i)={\boldsymbol {\beta }}_{k}\cdot \mathbf {x} _{i},} 6803:
The second parameter in an extreme-value or logistic distribution is a
5204: 1694:
If we exponentiate both sides and solve for the probabilities, we get:
919: 2386: 588:(which may be real-valued, binary-valued, categorical-valued, etc.). 7783:
Stata Manual “mlogit — Multinomial (polytomous) logistic regression”
7581:(MAP) estimation, must be learned using an iterative procedure; see 7565:, multinomial LR classifiers are commonly used as an alternative to 5288:
is the maximum of all the utilities. Since the latent variables are
958:
predictions, errors tend to multiply. For example, imagine a large
7718:. Sixth Conf. on Natural Language Learning (CoNLL). pp. 49–55. 7712:
A comparison of algorithms for maximum entropy parameter estimation
5189:{\displaystyle \varepsilon _{k}\sim \operatorname {EV} _{1}(0,1),} 1087:
The observed outcomes are different variants of a disease such as
734:
may be used in such cases as they allow for violation of the IIA.
7625:(Seventh ed.). Boston: Pearson Education. pp. 803–806. 4668:
choices, and examining how much better or worse all of the other
1381:, so that the predictor function can be written more compactly: 3645:{\displaystyle \operatorname {softmax} (k,x_{1},\ldots ,x_{n})} 1529:
To arrive at the multinomial logit model, one can imagine, for
5246:
is chosen if and only if the associated utility (the value of
3542:. The reason is that the effect of exponentiating the values 1484:
is the set of regression coefficients associated with outcome
872:
is the vector of explanatory variables describing observation
36: 3588:
is to exaggerate the differences between them. As a result,
930:. The predicted outcome is the one with the highest score. 7396: 3821: 3970:
The softmax function thus serves as the equivalent of the
1050:, predictor variables, features, etc.), and an associated 7087:
The likelihood function for this model is defined by:
6781:{\displaystyle X-Y\sim \operatorname {Logistic} (0,b).} 5003:
model, as well as to extend it to more complex models.
3086:, which we will need to determine through some sort of 769:
that constructs a score from a set of weights that are
7842:
Yu, Hsiang-Fu; Huang, Fang-Lan; Lin, Chih-Jen (2011).
6894:{\displaystyle bX\sim \operatorname {Logistic} (0,b).} 2561:
to ensure that the whole set of probabilities forms a
7796:"Generalized iterative scaling for log-linear models" 7420: 7322: 7302: 7282: 7096: 7044: 7002: 6952: 6857: 6813: 6741: 6690: 6639: 6124: 5936: 5301: 5252: 5221: 5141: 5039: 4806: 4681: 4632: 4069: 4040: 4014: 3983: 3847: 3706: 3659: 3594: 3548: 3413: 3267: 3102: 2991: 2776: 2654: 2574: 2538: 2426: 2165: 1840: 1703: 1558: 1494: 1461: 1390: 1334: 1163: 1117: 1008:
Specifically, it is assumed that we have a series of
906:) is the score associated with assigning observation 786: 7646:
Engel, J. (1988). "Polytomous logistic regression".
6844:{\displaystyle X\sim \operatorname {Logistic} (0,1)} 2401:The formulation of binary logistic regression as a 67:. Unsourced material may be challenged and removed. 7546: 7402: 7308: 7288: 7268: 7076: 7026: 6988: 6893: 6843: 6780: 6728:{\displaystyle Y\sim \operatorname {EV} _{1}(a,b)} 6727: 6677:{\displaystyle X\sim \operatorname {EV} _{1}(a,b)} 6676: 6618: 6104: 5916: 5276: 5234: 5188: 5124: 4968: 4786: 4656: 4615: 4052: 4026: 3996: 3959: 3827: 3672: 3644: 3580: 3527: 3393: 3246: 3093:The resulting equations for the probabilities are 3055: 2971: 2747: 2629: 2553: 2520: 2321: 2144: 1816: 1675: 1509: 1476: 1444: 1353: 1317: 1138: 852: 2156:We can use this to find the other probabilities: 634:Multinomial logistic regression is used when the 7582: 6792:extreme-value-distributed variables follows the 6499: 6355: 6255: 6161: 6129: 5973: 5967: 5937: 5742: 5710: 5536: 5504: 5338: 5306: 4807: 4034:separately specifiable probabilities, and hence 3848: 3838:Thus, we can write the probability equations as 3755: 3268: 3103: 2804: 2655: 2596: 2433: 2166: 2036: 1968: 1904: 1841: 1735: 1704: 1595: 1568: 1831:of the probabilities must sum to one, we find: 1545:(the last outcome) is chosen as the pivot, the 1067:, response variable), which can take on one of 7296:denotes the observations 1 to n and the index 5203:This latent variable can be thought of as the 761:The idea behind all of them, as in many other 27:Regression for more than two discrete outcomes 4657:{\displaystyle C=-{\boldsymbol {\beta }}_{K}} 2630:{\displaystyle \sum _{k=1}^{K}\Pr(Y_{i}=k)=1} 2532:As in the binary case, we need an extra term 538: 8: 1146:to predict the probability that observation 7573:of the random variables (commonly known as 2358:(MAP) estimation, which is an extension of 691:from each other (unlike, for example, in a 7557:Application in natural language processing 6092: 6091: 6087: 6086: 6085: 6084: 5966: 5962: 5112: 5111: 5107: 5106: 5105: 5104: 4956: 4955: 4951: 4950: 4949: 4948: 4741: 4737: 4736: 4735: 3807: 3741: 3733: 3234: 3233: 3229: 3228: 3227: 3226: 2903: 2899: 2833: 2829: 2735: 2734: 2730: 2729: 2728: 2727: 2508: 2507: 2503: 2502: 2501: 2500: 2309: 2308: 2304: 2303: 2302: 2301: 2035: 2034: 2030: 2029: 1994: 1804: 1803: 1799: 1798: 1797: 1796: 1761: 1663: 1662: 1658: 1657: 1656: 1655: 1525:As a set of independent binary regressions 1477:{\displaystyle {\boldsymbol {\beta }}_{k}} 545: 531: 138: 7862: 7811: 7794:Darroch, J.N. & Ratcliff, D. (1972). 7523: 7496: 7485: 7475: 7464: 7454: 7443: 7419: 7388: 7375: 7360: 7349: 7338: 7327: 7321: 7301: 7281: 7248: 7237: 7232: 7216: 7200: 7189: 7174: 7163: 7147: 7134: 7118: 7107: 7095: 7068: 7049: 7043: 7001: 6966: 6957: 6951: 6856: 6812: 6740: 6701: 6689: 6650: 6638: 6573: 6560: 6547: 6542: 6529: 6524: 6514: 6509: 6441: 6428: 6423: 6413: 6408: 6395: 6382: 6377: 6367: 6362: 6300: 6289: 6276: 6265: 6206: 6195: 6182: 6171: 6139: 6125: 6123: 6075: 6064: 6048: 6037: 6018: 6007: 5994: 5983: 5947: 5935: 5901: 5884: 5871: 5860: 5851: 5843: 5837: 5826: 5813: 5802: 5793: 5787: 5776: 5763: 5752: 5720: 5689: 5678: 5665: 5654: 5645: 5637: 5631: 5620: 5607: 5596: 5587: 5581: 5570: 5557: 5546: 5514: 5491: 5480: 5467: 5456: 5447: 5439: 5433: 5422: 5409: 5398: 5389: 5383: 5372: 5359: 5348: 5316: 5302: 5300: 5268: 5257: 5251: 5226: 5220: 5159: 5146: 5140: 5098: 5085: 5080: 5070: 5065: 5055: 5044: 5038: 4937: 4932: 4919: 4914: 4912: 4896: 4885: 4866: 4861: 4848: 4843: 4841: 4835: 4817: 4805: 4761: 4756: 4729: 4724: 4714: 4709: 4692: 4687: 4682: 4680: 4648: 4643: 4631: 4598: 4593: 4583: 4578: 4576: 4566: 4555: 4542: 4537: 4527: 4522: 4520: 4514: 4493: 4488: 4478: 4473: 4471: 4461: 4450: 4438: 4433: 4425: 4411: 4406: 4396: 4391: 4389: 4377: 4372: 4364: 4357: 4336: 4331: 4323: 4311: 4306: 4296: 4291: 4289: 4279: 4268: 4254: 4249: 4241: 4229: 4224: 4214: 4209: 4207: 4200: 4182: 4177: 4158: 4153: 4148: 4138: 4127: 4114: 4109: 4090: 4085: 4080: 4074: 4070: 4068: 4039: 4013: 3988: 3982: 3948: 3943: 3933: 3928: 3912: 3907: 3897: 3892: 3858: 3846: 3809: 3808: 3788: 3769: 3748: 3735: 3734: 3722: 3705: 3664: 3658: 3633: 3614: 3593: 3572: 3553: 3547: 3514: 3509: 3499: 3488: 3475: 3470: 3464: 3452: 3433: 3412: 3380: 3375: 3365: 3360: 3358: 3348: 3337: 3324: 3319: 3309: 3304: 3302: 3296: 3278: 3266: 3215: 3210: 3200: 3195: 3193: 3183: 3172: 3159: 3154: 3144: 3139: 3137: 3131: 3113: 3101: 3045: 3040: 3030: 3025: 3023: 3013: 3002: 2990: 2961: 2956: 2946: 2941: 2939: 2929: 2918: 2904: 2891: 2886: 2876: 2871: 2869: 2855: 2849: 2838: 2814: 2798: 2787: 2775: 2719: 2714: 2704: 2699: 2697: 2683: 2665: 2653: 2606: 2590: 2579: 2573: 2537: 2482: 2477: 2467: 2462: 2443: 2425: 2290: 2285: 2275: 2270: 2268: 2252: 2241: 2222: 2217: 2207: 2202: 2200: 2194: 2176: 2164: 2131: 2126: 2116: 2111: 2109: 2093: 2082: 2066: 2065: 2061: 2046: 2021: 2016: 2006: 2001: 1999: 1978: 1967: 1955: 1944: 1933: 1929: 1914: 1892: 1881: 1870: 1866: 1851: 1839: 1788: 1783: 1773: 1768: 1766: 1745: 1734: 1733: 1729: 1714: 1702: 1649: 1644: 1634: 1629: 1627: 1623: 1605: 1578: 1565: 1557: 1501: 1496: 1493: 1468: 1463: 1460: 1433: 1428: 1418: 1413: 1389: 1339: 1333: 1300: 1284: 1259: 1243: 1224: 1208: 1189: 1162: 1116: 841: 836: 826: 821: 802: 797: 785: 127:Learn how and when to remove this message 7829:Pattern Recognition and Machine Learning 7704: 7702: 6629:There are a few things to realize here: 3652:will return a value close to 0 whenever 7610: 6525: 6510: 6409: 6363: 5066: 4915: 4844: 4797:This leads to the following equations: 4757: 4725: 4710: 4688: 4644: 4626:As a result, it is conventional to set 4579: 4523: 4474: 4392: 4292: 4210: 4154: 4086: 3929: 3893: 3361: 3305: 3196: 3140: 3026: 2942: 2872: 2700: 2463: 2335:independence of irrelevant alternatives 2271: 2203: 2112: 2002: 1769: 1630: 1464: 1414: 1012:observed data points. Each data point 822: 710:alternatives to be modeled as a set of 704:independence of irrelevant alternatives 467: 353: 153: 146: 6989:{\displaystyle y_{i}\in {0,1,\dots K}} 2345:The unknown parameters in each vector 1687:This formulation is also known as the 7800:The Annals of Mathematical Statistics 4004:vectors of coefficients are uniquely 980:, the only difference being that the 670:problems. They all have in common a 7: 7677:Applied Logistic Regression Analysis 4983:-1 independent two-way regressions. 2565:, i.e. so that they all sum to one: 2379:iteratively reweighted least squares 65:adding citations to reliable sources 6790:independent identically distributed 3694:, etc.) and which approximates the 3581:{\displaystyle x_{1},\ldots ,x_{n}} 2354:are typically jointly estimated by 7660:10.1111/j.1467-9574.1988.tb01238.x 7077:{\displaystyle Y_{1},\dots ,Y_{n}} 6582: 6459: 6315: 6215: 5030:) that is distributed as follows: 5006:Imagine that, for each data point 976:The basic setup is the same as in 25: 1373:th outcome. As explained in the 624:conditional maximum entropy model 76:"Multinomial logistic regression" 6543: 6424: 6378: 5081: 4933: 4862: 4594: 4538: 4489: 4434: 4407: 4373: 4332: 4307: 4250: 4225: 4178: 4110: 3944: 3908: 3376: 3320: 3211: 3155: 3041: 2957: 2887: 2715: 2478: 2286: 2218: 2127: 2017: 1784: 1645: 1510:{\displaystyle \mathbf {x} _{i}} 1497: 1429: 1369:th explanatory variable and the 837: 798: 512: 41: 7827:Bishop, Christopher M. (2006). 6788:That is, the difference of two 5277:{\displaystyle Y_{i,k}^{\ast }} 3974:in binary logistic regression. 563:multinomial logistic regression 460:Least-squares spectral analysis 398:Generalized estimating equation 218:Multinomial logistic regression 193:Vector generalized linear model 52:needs additional citations for 7538: 7535: 7516: 7510: 7229: 7209: 7153: 7127: 6885: 6873: 6838: 6826: 6772: 6760: 6722: 6710: 6671: 6659: 6609: 6535: 6505: 6502: 6486: 6447: 6404: 6358: 6342: 6258: 6242: 6164: 6151: 6132: 6081: 6054: 5976: 5970: 5959: 5940: 5907: 5745: 5732: 5713: 5695: 5539: 5526: 5507: 5497: 5341: 5328: 5309: 5180: 5168: 4829: 4810: 4170: 4149: 4102: 4081: 3954: 3882: 3870: 3851: 3794: 3762: 3716: 3710: 3639: 3601: 3458: 3420: 3290: 3271: 3125: 3106: 2826: 2807: 2677: 2658: 2618: 2599: 2455: 2436: 2188: 2169: 2058: 2039: 2031: 1990: 1971: 1926: 1907: 1863: 1844: 1757: 1738: 1726: 1707: 1617: 1598: 1590: 1571: 1406: 1394: 1179: 1167: 1133: 1121: 814: 793: 765:techniques, is to construct a 1: 7831:. Springer. pp. 206–209. 7770:10.1016/S0148-2963(99)00058-2 4993:two-way latent variable model 2375:generalized iterative scaling 1549:-1 regression equations are: 279:Nonlinear mixed-effects model 7757:Journal of Business Research 7583:#Estimating the coefficients 7316:denotes the classes 1 to K. 7027:{\displaystyle i=1,\dots ,n} 1354:{\displaystyle \beta _{m,k}} 943:linear discriminant analysis 7569:because they do not assume 7563:natural language processing 5207:associated with data point 3690:(which can be conveniently 2383:gradient-based optimization 2341:Estimating the coefficients 1533:possible outcomes, running 889:) corresponding to outcome 885:is a vector of weights (or 481:Mean and predicted response 7910: 5198:extreme value distribution 4987:As a latent-variable model 3997:{\displaystyle \beta _{k}} 763:statistical classification 741: 668:statistical classification 274:Linear mixed-effects model 29: 7889:Classification algorithms 7864:10.1007/s10994-010-5221-8 7036:categorically distributed 3977:Note that not all of the 1154:, of the following form: 1110:linear predictor function 767:linear predictor function 689:statistically independent 579:categorically distributed 440:Least absolute deviations 7571:statistical independence 5014:, there is a continuous 3404:The following function: 2563:probability distribution 1827:Using the fact that all 569:method that generalizes 188:Generalized linear model 7813:10.1214/aoms/1177692379 7729:Belsley, David (1991). 7709:Malouf, Robert (2002). 7567:naive Bayes classifiers 7410:is the Kronecker delta. 6926:Estimation of intercept 5196:i.e. a standard type-1 2413:, the logarithm of the 1024:) consists of a set of 939:support vector machines 922:associated with person 887:regression coefficients 18:Multinomial logit model 7673:Menard, Scott (2002). 7648:Statistica Neerlandica 7548: 7480: 7459: 7404: 7310: 7290: 7270: 7205: 7179: 7123: 7078: 7028: 6990: 6895: 6845: 6782: 6729: 6678: 6620: 6106: 5918: 5278: 5236: 5190: 5126: 4970: 4907: 4788: 4658: 4617: 4571: 4466: 4284: 4143: 4054: 4028: 3998: 3961: 3829: 3674: 3646: 3582: 3538:is referred to as the 3529: 3504: 3395: 3353: 3248: 3188: 3057: 3018: 2973: 2934: 2854: 2803: 2749: 2631: 2595: 2555: 2554:{\displaystyle -\ln Z} 2522: 2323: 2263: 2146: 2104: 1966: 1903: 1818: 1677: 1511: 1478: 1446: 1363:regression coefficient 1355: 1319: 1140: 1139:{\displaystyle f(k,i)} 1028:explanatory variables 854: 693:naive Bayes classifier 622:) classifier, and the 519:Mathematics portal 445:Iteratively reweighted 7549: 7460: 7439: 7405: 7311: 7291: 7271: 7185: 7159: 7103: 7079: 7029: 6991: 6896: 6846: 6794:logistic distribution 6783: 6730: 6679: 6621: 6107: 5919: 5279: 5237: 5235:{\displaystyle Y_{i}} 5191: 5127: 5010:and possible outcome 4971: 4881: 4789: 4659: 4618: 4551: 4446: 4264: 4123: 4055: 4029: 3999: 3962: 3830: 3675: 3673:{\displaystyle x_{k}} 3647: 3583: 3530: 3484: 3396: 3333: 3249: 3168: 3058: 2998: 2974: 2914: 2834: 2783: 2750: 2632: 2575: 2556: 2523: 2397:As a log-linear model 2324: 2237: 2147: 2078: 1940: 1877: 1819: 1678: 1512: 1479: 1447: 1356: 1320: 1141: 1048:independent variables 855: 676:independent variables 586:independent variables 476:Regression validation 455:Bayesian multivariate 172:Polynomial regression 7623:Econometric Analysis 7579:maximum a posteriori 7418: 7320: 7300: 7280: 7094: 7042: 7000: 6950: 6946:The observed values 6855: 6811: 6739: 6688: 6637: 6122: 5934: 5299: 5250: 5219: 5139: 5037: 5026:(i.e. an unobserved 4804: 4679: 4630: 4067: 4038: 4012: 3981: 3845: 3704: 3657: 3592: 3546: 3411: 3265: 3100: 2989: 2774: 2652: 2572: 2536: 2424: 2411:normalization factor 2389:, or by specialized 2381:(IRLS), by means of 2356:maximum a posteriori 2163: 1838: 1701: 1556: 1492: 1459: 1388: 1365:associated with the 1332: 1161: 1115: 784: 501:Gauss–Markov theorem 496:Studentized residual 486:Errors and residuals 320:Principal components 290:Nonlinear regression 177:General linear model 61:improve this article 7884:Logistic regression 7733:. New York: Wiley. 7595:Logistic regression 6942:Likelihood function 6305: 6281: 6211: 6187: 6080: 6053: 6023: 5999: 5906: 5876: 5842: 5818: 5792: 5768: 5694: 5670: 5636: 5612: 5586: 5562: 5496: 5472: 5438: 5414: 5388: 5364: 5273: 5060: 4927: 4856: 4769: 4700: 4053:{\displaystyle k-1} 4027:{\displaystyle k-1} 2385:algorithms such as 1375:logistic regression 998:logistic regression 982:dependent variables 978:logistic regression 756:logistic regression 744:Logistic regression 575:multiclass problems 571:logistic regression 346:Errors-in-variables 213:Logistic regression 203:Binomial regression 148:Regression analysis 142:Part of a series on 7619:Greene, William H. 7600:Multinomial probit 7544: 7400: 7395: 7306: 7286: 7266: 7074: 7024: 6986: 6891: 6841: 6798:location parameter 6778: 6725: 6674: 6616: 6614: 6285: 6261: 6191: 6167: 6102: 6060: 6033: 6003: 5979: 5914: 5912: 5880: 5856: 5822: 5798: 5772: 5748: 5674: 5650: 5616: 5592: 5566: 5542: 5476: 5452: 5418: 5394: 5368: 5344: 5274: 5253: 5232: 5186: 5122: 5040: 5001:multinomial probit 4966: 4913: 4842: 4784: 4782: 4755: 4686: 4654: 4613: 4611: 4050: 4024: 3994: 3957: 3825: 3820: 3696:indicator function 3686:that behaves as a 3670: 3642: 3578: 3525: 3391: 3244: 3053: 2969: 2765:partition function 2745: 2627: 2551: 2518: 2415:partition function 2391:coordinate descent 2371:prior distribution 2360:maximum likelihood 2319: 2142: 1814: 1689:Additive Log Ratio 1673: 1507: 1474: 1442: 1351: 1315: 1136: 1065:dependent variable 850: 732:multinomial probit 720:perfect substitute 672:dependent variable 636:dependent variable 582:dependent variable 233:Multinomial probit 32:Multinomial probit 7894:Regression models 7632:978-0-273-75356-8 7391: 7363: 7309:{\displaystyle j} 7289:{\displaystyle i} 7038:random variables 6587: 6581: 6464: 6458: 6320: 6314: 6220: 6214: 5927:Or equivalently: 5854: 5846: 5796: 5648: 5640: 5590: 5450: 5442: 5392: 5211:choosing outcome 4946: 4607: 4502: 4345: 4191: 3972:logistic function 3812: 3738: 3523: 3389: 3224: 2912: 2863: 2691: 2337:described above. 2299: 2140: 1621: 992:, i.e. there are 965:error propagation 953:choosing outcome 926:choosing outcome 771:linearly combined 608:multinomial logit 584:, given a set of 555: 554: 208:Binary regression 167:Simple regression 162:Linear regression 137: 136: 129: 111: 16:(Redirected from 7901: 7869: 7868: 7866: 7851:Machine Learning 7848: 7839: 7833: 7832: 7824: 7818: 7817: 7815: 7806:(5): 1470–1480. 7791: 7785: 7780: 7774: 7773: 7751: 7745: 7744: 7726: 7720: 7719: 7717: 7706: 7697: 7696: 7681:. SAGE. p.  7680: 7670: 7664: 7663: 7643: 7637: 7636: 7615: 7553: 7551: 7550: 7545: 7528: 7527: 7503: 7502: 7501: 7500: 7479: 7474: 7458: 7453: 7409: 7407: 7406: 7401: 7399: 7398: 7392: 7389: 7380: 7379: 7364: 7361: 7345: 7344: 7343: 7342: 7315: 7313: 7312: 7307: 7295: 7293: 7292: 7287: 7276:where the index 7275: 7273: 7272: 7267: 7262: 7258: 7257: 7256: 7255: 7254: 7253: 7252: 7221: 7220: 7204: 7199: 7178: 7173: 7152: 7151: 7139: 7138: 7122: 7117: 7083: 7081: 7080: 7075: 7073: 7072: 7054: 7053: 7033: 7031: 7030: 7025: 6995: 6993: 6992: 6987: 6985: 6962: 6961: 6900: 6898: 6897: 6892: 6850: 6848: 6847: 6842: 6787: 6785: 6784: 6779: 6734: 6732: 6731: 6726: 6706: 6705: 6683: 6681: 6680: 6675: 6655: 6654: 6625: 6623: 6622: 6617: 6615: 6585: 6579: 6578: 6577: 6565: 6564: 6552: 6551: 6546: 6534: 6533: 6528: 6519: 6518: 6513: 6492: 6462: 6456: 6446: 6445: 6433: 6432: 6427: 6418: 6417: 6412: 6400: 6399: 6387: 6386: 6381: 6372: 6371: 6366: 6348: 6318: 6312: 6304: 6299: 6280: 6275: 6248: 6218: 6212: 6210: 6205: 6186: 6181: 6144: 6143: 6111: 6109: 6108: 6103: 6079: 6074: 6052: 6047: 6022: 6017: 5998: 5993: 5952: 5951: 5923: 5921: 5920: 5915: 5913: 5905: 5900: 5875: 5870: 5855: 5852: 5847: 5844: 5841: 5836: 5817: 5812: 5797: 5794: 5791: 5786: 5767: 5762: 5725: 5724: 5706: 5693: 5688: 5669: 5664: 5649: 5646: 5641: 5638: 5635: 5630: 5611: 5606: 5591: 5588: 5585: 5580: 5561: 5556: 5519: 5518: 5495: 5490: 5471: 5466: 5451: 5448: 5443: 5440: 5437: 5432: 5413: 5408: 5393: 5390: 5387: 5382: 5363: 5358: 5321: 5320: 5283: 5281: 5280: 5275: 5272: 5267: 5241: 5239: 5238: 5233: 5231: 5230: 5195: 5193: 5192: 5187: 5164: 5163: 5151: 5150: 5131: 5129: 5128: 5123: 5103: 5102: 5090: 5089: 5084: 5075: 5074: 5069: 5059: 5054: 4975: 4973: 4972: 4967: 4947: 4945: 4944: 4943: 4942: 4941: 4936: 4923: 4918: 4906: 4895: 4873: 4872: 4871: 4870: 4865: 4852: 4847: 4836: 4822: 4821: 4793: 4791: 4790: 4785: 4783: 4765: 4760: 4734: 4733: 4728: 4719: 4718: 4713: 4696: 4691: 4663: 4661: 4660: 4655: 4653: 4652: 4647: 4622: 4620: 4619: 4614: 4612: 4608: 4606: 4605: 4604: 4603: 4602: 4597: 4588: 4587: 4582: 4570: 4565: 4549: 4548: 4547: 4546: 4541: 4532: 4531: 4526: 4515: 4507: 4503: 4501: 4500: 4499: 4498: 4497: 4492: 4483: 4482: 4477: 4465: 4460: 4445: 4444: 4443: 4442: 4437: 4419: 4418: 4417: 4416: 4415: 4410: 4401: 4400: 4395: 4384: 4383: 4382: 4381: 4376: 4358: 4350: 4346: 4344: 4343: 4342: 4341: 4340: 4335: 4318: 4317: 4316: 4315: 4310: 4301: 4300: 4295: 4283: 4278: 4262: 4261: 4260: 4259: 4258: 4253: 4236: 4235: 4234: 4233: 4228: 4219: 4218: 4213: 4201: 4192: 4190: 4189: 4188: 4187: 4186: 4181: 4163: 4162: 4157: 4142: 4137: 4121: 4120: 4119: 4118: 4113: 4095: 4094: 4089: 4075: 4059: 4057: 4056: 4051: 4033: 4031: 4030: 4025: 4003: 4001: 4000: 3995: 3993: 3992: 3966: 3964: 3963: 3958: 3953: 3952: 3947: 3938: 3937: 3932: 3917: 3916: 3911: 3902: 3901: 3896: 3863: 3862: 3834: 3832: 3831: 3826: 3824: 3823: 3814: 3813: 3810: 3793: 3792: 3774: 3773: 3758: 3740: 3739: 3736: 3684:weighted average 3679: 3677: 3676: 3671: 3669: 3668: 3651: 3649: 3648: 3643: 3638: 3637: 3619: 3618: 3587: 3585: 3584: 3579: 3577: 3576: 3558: 3557: 3540:softmax function 3534: 3532: 3531: 3526: 3524: 3522: 3521: 3520: 3519: 3518: 3503: 3498: 3482: 3481: 3480: 3479: 3465: 3457: 3456: 3438: 3437: 3400: 3398: 3397: 3392: 3390: 3388: 3387: 3386: 3385: 3384: 3379: 3370: 3369: 3364: 3352: 3347: 3331: 3330: 3329: 3328: 3323: 3314: 3313: 3308: 3297: 3283: 3282: 3253: 3251: 3250: 3245: 3225: 3223: 3222: 3221: 3220: 3219: 3214: 3205: 3204: 3199: 3187: 3182: 3166: 3165: 3164: 3163: 3158: 3149: 3148: 3143: 3132: 3118: 3117: 3062: 3060: 3059: 3054: 3052: 3051: 3050: 3049: 3044: 3035: 3034: 3029: 3017: 3012: 2978: 2976: 2975: 2970: 2968: 2967: 2966: 2965: 2960: 2951: 2950: 2945: 2933: 2928: 2913: 2905: 2898: 2897: 2896: 2895: 2890: 2881: 2880: 2875: 2864: 2856: 2853: 2848: 2819: 2818: 2802: 2797: 2754: 2752: 2751: 2746: 2726: 2725: 2724: 2723: 2718: 2709: 2708: 2703: 2692: 2684: 2670: 2669: 2636: 2634: 2633: 2628: 2611: 2610: 2594: 2589: 2560: 2558: 2557: 2552: 2527: 2525: 2524: 2519: 2487: 2486: 2481: 2472: 2471: 2466: 2448: 2447: 2403:log-linear model 2328: 2326: 2325: 2320: 2300: 2298: 2297: 2296: 2295: 2294: 2289: 2280: 2279: 2274: 2262: 2251: 2229: 2228: 2227: 2226: 2221: 2212: 2211: 2206: 2195: 2181: 2180: 2151: 2149: 2148: 2143: 2141: 2139: 2138: 2137: 2136: 2135: 2130: 2121: 2120: 2115: 2103: 2092: 2067: 2051: 2050: 2028: 2027: 2026: 2025: 2020: 2011: 2010: 2005: 1993: 1983: 1982: 1965: 1954: 1919: 1918: 1902: 1891: 1856: 1855: 1823: 1821: 1820: 1815: 1795: 1794: 1793: 1792: 1787: 1778: 1777: 1772: 1760: 1750: 1749: 1719: 1718: 1682: 1680: 1679: 1674: 1654: 1653: 1648: 1639: 1638: 1633: 1622: 1620: 1610: 1609: 1593: 1583: 1582: 1566: 1516: 1514: 1513: 1508: 1506: 1505: 1500: 1483: 1481: 1480: 1475: 1473: 1472: 1467: 1451: 1449: 1448: 1443: 1438: 1437: 1432: 1423: 1422: 1417: 1360: 1358: 1357: 1352: 1350: 1349: 1324: 1322: 1321: 1316: 1311: 1310: 1295: 1294: 1270: 1269: 1254: 1253: 1235: 1234: 1219: 1218: 1200: 1199: 1145: 1143: 1142: 1137: 1104:Linear predictor 1099:characteristics. 960:predictive model 859: 857: 856: 851: 846: 845: 840: 831: 830: 825: 807: 806: 801: 722:for a blue bus. 547: 540: 533: 517: 516: 424:Ridge regression 259:Multilevel model 139: 132: 125: 121: 118: 112: 110: 69: 45: 37: 21: 7909: 7908: 7904: 7903: 7902: 7900: 7899: 7898: 7874: 7873: 7872: 7846: 7841: 7840: 7836: 7826: 7825: 7821: 7793: 7792: 7788: 7781: 7777: 7753: 7752: 7748: 7741: 7728: 7727: 7723: 7715: 7708: 7707: 7700: 7693: 7672: 7671: 7667: 7645: 7644: 7640: 7633: 7617: 7616: 7612: 7608: 7591: 7559: 7519: 7492: 7481: 7416: 7415: 7394: 7393: 7390: otherwise 7382: 7381: 7371: 7362: for  7350: 7334: 7323: 7318: 7317: 7298: 7297: 7278: 7277: 7244: 7233: 7228: 7212: 7184: 7180: 7143: 7130: 7092: 7091: 7064: 7045: 7040: 7039: 6998: 6997: 6953: 6948: 6947: 6944: 6938: 6928: 6920:order statistic 6904:nonidentifiable 6853: 6852: 6809: 6808: 6807:, such that if 6805:scale parameter 6737: 6736: 6697: 6686: 6685: 6646: 6635: 6634: 6633:In general, if 6613: 6612: 6569: 6556: 6541: 6523: 6508: 6490: 6489: 6437: 6422: 6407: 6391: 6376: 6361: 6346: 6345: 6246: 6245: 6154: 6135: 6120: 6119: 5943: 5932: 5931: 5911: 5910: 5853: and  5845: and  5795: and  5735: 5716: 5707: 5705: 5699: 5698: 5647: and  5639: and  5589: and  5529: 5510: 5501: 5500: 5449: and  5441: and  5391: and  5331: 5312: 5297: 5296: 5248: 5247: 5222: 5217: 5216: 5155: 5142: 5137: 5136: 5094: 5079: 5064: 5035: 5034: 5028:random variable 5025: 5016:latent variable 4997:discrete choice 4989: 4931: 4908: 4874: 4860: 4837: 4813: 4802: 4801: 4781: 4780: 4770: 4752: 4751: 4723: 4708: 4701: 4677: 4676: 4642: 4628: 4627: 4610: 4609: 4592: 4577: 4572: 4550: 4536: 4521: 4516: 4505: 4504: 4487: 4472: 4467: 4432: 4421: 4420: 4405: 4390: 4385: 4371: 4360: 4359: 4348: 4347: 4330: 4319: 4305: 4290: 4285: 4263: 4248: 4237: 4223: 4208: 4203: 4202: 4193: 4176: 4152: 4144: 4122: 4108: 4084: 4076: 4065: 4064: 4036: 4035: 4010: 4009: 3984: 3979: 3978: 3942: 3927: 3906: 3891: 3854: 3843: 3842: 3819: 3818: 3801: 3800: 3784: 3765: 3723: 3702: 3701: 3688:smooth function 3660: 3655: 3654: 3629: 3610: 3590: 3589: 3568: 3549: 3544: 3543: 3510: 3505: 3483: 3471: 3466: 3448: 3429: 3409: 3408: 3374: 3359: 3354: 3332: 3318: 3303: 3298: 3274: 3263: 3262: 3209: 3194: 3189: 3167: 3153: 3138: 3133: 3109: 3098: 3097: 3085: 3074: 3039: 3024: 3019: 2987: 2986: 2955: 2940: 2935: 2885: 2870: 2865: 2810: 2772: 2771: 2713: 2698: 2693: 2661: 2650: 2649: 2602: 2570: 2569: 2534: 2533: 2476: 2461: 2439: 2422: 2421: 2399: 2352: 2343: 2284: 2269: 2264: 2230: 2216: 2201: 2196: 2172: 2161: 2160: 2125: 2110: 2105: 2071: 2042: 2015: 2000: 1995: 1974: 1910: 1847: 1836: 1835: 1782: 1767: 1762: 1741: 1710: 1699: 1698: 1643: 1628: 1601: 1594: 1574: 1567: 1554: 1553: 1527: 1495: 1490: 1489: 1462: 1457: 1456: 1427: 1412: 1386: 1385: 1335: 1330: 1329: 1296: 1280: 1255: 1239: 1220: 1204: 1185: 1159: 1158: 1113: 1112: 1106: 1083:Some examples: 1063:(also known as 1062: 1046:(also known as 1045: 1036: 1006: 974: 949:of observation 916:discrete choice 901: 884: 871: 835: 820: 796: 782: 781: 751: 746: 740: 684: 638:in question is 632: 616:maximum entropy 551: 511: 491:Goodness of fit 198:Discrete choice 133: 122: 116: 113: 70: 68: 58: 46: 35: 28: 23: 22: 15: 12: 11: 5: 7907: 7905: 7897: 7896: 7891: 7886: 7876: 7875: 7871: 7870: 7857:(1–2): 41–75. 7834: 7819: 7786: 7775: 7764:(2): 115–125. 7746: 7739: 7721: 7698: 7691: 7665: 7654:(4): 233–252. 7638: 7631: 7609: 7607: 7604: 7603: 7602: 7597: 7590: 7587: 7558: 7555: 7543: 7540: 7537: 7534: 7531: 7526: 7522: 7518: 7515: 7512: 7509: 7506: 7499: 7495: 7491: 7488: 7484: 7478: 7473: 7470: 7467: 7463: 7457: 7452: 7449: 7446: 7442: 7438: 7435: 7432: 7429: 7426: 7423: 7412: 7411: 7397: 7387: 7384: 7383: 7378: 7374: 7370: 7367: 7359: 7356: 7355: 7353: 7348: 7341: 7337: 7333: 7330: 7326: 7305: 7285: 7265: 7261: 7251: 7247: 7243: 7240: 7236: 7231: 7227: 7224: 7219: 7215: 7211: 7208: 7203: 7198: 7195: 7192: 7188: 7183: 7177: 7172: 7169: 7166: 7162: 7158: 7155: 7150: 7146: 7142: 7137: 7133: 7129: 7126: 7121: 7116: 7113: 7110: 7106: 7102: 7099: 7071: 7067: 7063: 7060: 7057: 7052: 7048: 7023: 7020: 7017: 7014: 7011: 7008: 7005: 6984: 6981: 6978: 6975: 6972: 6969: 6965: 6960: 6956: 6943: 6940: 6927: 6924: 6916: 6915: 6907: 6890: 6887: 6884: 6881: 6878: 6875: 6872: 6869: 6866: 6863: 6860: 6840: 6837: 6834: 6831: 6828: 6825: 6822: 6819: 6816: 6801: 6777: 6774: 6771: 6768: 6765: 6762: 6759: 6756: 6753: 6750: 6747: 6744: 6724: 6721: 6718: 6715: 6712: 6709: 6704: 6700: 6696: 6693: 6673: 6670: 6667: 6664: 6661: 6658: 6653: 6649: 6645: 6642: 6627: 6626: 6611: 6608: 6605: 6602: 6599: 6596: 6593: 6590: 6584: 6576: 6572: 6568: 6563: 6559: 6555: 6550: 6545: 6540: 6537: 6532: 6527: 6522: 6517: 6512: 6507: 6504: 6501: 6498: 6495: 6493: 6491: 6488: 6485: 6482: 6479: 6476: 6473: 6470: 6467: 6461: 6455: 6452: 6449: 6444: 6440: 6436: 6431: 6426: 6421: 6416: 6411: 6406: 6403: 6398: 6394: 6390: 6385: 6380: 6375: 6370: 6365: 6360: 6357: 6354: 6351: 6349: 6347: 6344: 6341: 6338: 6335: 6332: 6329: 6326: 6323: 6317: 6311: 6308: 6303: 6298: 6295: 6292: 6288: 6284: 6279: 6274: 6271: 6268: 6264: 6260: 6257: 6254: 6251: 6249: 6247: 6244: 6241: 6238: 6235: 6232: 6229: 6226: 6223: 6217: 6209: 6204: 6201: 6198: 6194: 6190: 6185: 6180: 6177: 6174: 6170: 6166: 6163: 6160: 6157: 6155: 6153: 6150: 6147: 6142: 6138: 6134: 6131: 6128: 6127: 6113: 6112: 6101: 6098: 6095: 6090: 6083: 6078: 6073: 6070: 6067: 6063: 6059: 6056: 6051: 6046: 6043: 6040: 6036: 6032: 6029: 6026: 6021: 6016: 6013: 6010: 6006: 6002: 5997: 5992: 5989: 5986: 5982: 5978: 5975: 5972: 5969: 5965: 5961: 5958: 5955: 5950: 5946: 5942: 5939: 5925: 5924: 5909: 5904: 5899: 5896: 5893: 5890: 5887: 5883: 5879: 5874: 5869: 5866: 5863: 5859: 5850: 5840: 5835: 5832: 5829: 5825: 5821: 5816: 5811: 5808: 5805: 5801: 5790: 5785: 5782: 5779: 5775: 5771: 5766: 5761: 5758: 5755: 5751: 5747: 5744: 5741: 5738: 5736: 5734: 5731: 5728: 5723: 5719: 5715: 5712: 5709: 5708: 5704: 5701: 5700: 5697: 5692: 5687: 5684: 5681: 5677: 5673: 5668: 5663: 5660: 5657: 5653: 5644: 5634: 5629: 5626: 5623: 5619: 5615: 5610: 5605: 5602: 5599: 5595: 5584: 5579: 5576: 5573: 5569: 5565: 5560: 5555: 5552: 5549: 5545: 5541: 5538: 5535: 5532: 5530: 5528: 5525: 5522: 5517: 5513: 5509: 5506: 5503: 5502: 5499: 5494: 5489: 5486: 5483: 5479: 5475: 5470: 5465: 5462: 5459: 5455: 5446: 5436: 5431: 5428: 5425: 5421: 5417: 5412: 5407: 5404: 5401: 5397: 5386: 5381: 5378: 5375: 5371: 5367: 5362: 5357: 5354: 5351: 5347: 5343: 5340: 5337: 5334: 5332: 5330: 5327: 5324: 5319: 5315: 5311: 5308: 5305: 5304: 5271: 5266: 5263: 5260: 5256: 5229: 5225: 5185: 5182: 5179: 5176: 5173: 5170: 5167: 5162: 5158: 5154: 5149: 5145: 5133: 5132: 5121: 5118: 5115: 5110: 5101: 5097: 5093: 5088: 5083: 5078: 5073: 5068: 5063: 5058: 5053: 5050: 5047: 5043: 5021: 4988: 4985: 4977: 4976: 4965: 4962: 4959: 4954: 4940: 4935: 4930: 4926: 4922: 4917: 4911: 4905: 4902: 4899: 4894: 4891: 4888: 4884: 4880: 4877: 4869: 4864: 4859: 4855: 4851: 4846: 4840: 4834: 4831: 4828: 4825: 4820: 4816: 4812: 4809: 4795: 4794: 4779: 4776: 4773: 4771: 4768: 4764: 4759: 4754: 4753: 4750: 4747: 4744: 4740: 4732: 4727: 4722: 4717: 4712: 4707: 4704: 4702: 4699: 4695: 4690: 4685: 4684: 4651: 4646: 4641: 4638: 4635: 4624: 4623: 4601: 4596: 4591: 4586: 4581: 4575: 4569: 4564: 4561: 4558: 4554: 4545: 4540: 4535: 4530: 4525: 4519: 4513: 4510: 4508: 4506: 4496: 4491: 4486: 4481: 4476: 4470: 4464: 4459: 4456: 4453: 4449: 4441: 4436: 4431: 4428: 4424: 4414: 4409: 4404: 4399: 4394: 4388: 4380: 4375: 4370: 4367: 4363: 4356: 4353: 4351: 4349: 4339: 4334: 4329: 4326: 4322: 4314: 4309: 4304: 4299: 4294: 4288: 4282: 4277: 4274: 4271: 4267: 4257: 4252: 4247: 4244: 4240: 4232: 4227: 4222: 4217: 4212: 4206: 4199: 4196: 4194: 4185: 4180: 4175: 4172: 4169: 4166: 4161: 4156: 4151: 4147: 4141: 4136: 4133: 4130: 4126: 4117: 4112: 4107: 4104: 4101: 4098: 4093: 4088: 4083: 4079: 4073: 4072: 4049: 4046: 4043: 4023: 4020: 4017: 3991: 3987: 3968: 3967: 3956: 3951: 3946: 3941: 3936: 3931: 3926: 3923: 3920: 3915: 3910: 3905: 3900: 3895: 3890: 3887: 3884: 3881: 3878: 3875: 3872: 3869: 3866: 3861: 3857: 3853: 3850: 3836: 3835: 3822: 3817: 3806: 3803: 3802: 3799: 3796: 3791: 3787: 3783: 3780: 3777: 3772: 3768: 3764: 3761: 3757: 3754: 3751: 3747: 3744: 3732: 3729: 3728: 3726: 3721: 3718: 3715: 3712: 3709: 3692:differentiated 3667: 3663: 3641: 3636: 3632: 3628: 3625: 3622: 3617: 3613: 3609: 3606: 3603: 3600: 3597: 3575: 3571: 3567: 3564: 3561: 3556: 3552: 3536: 3535: 3517: 3513: 3508: 3502: 3497: 3494: 3491: 3487: 3478: 3474: 3469: 3463: 3460: 3455: 3451: 3447: 3444: 3441: 3436: 3432: 3428: 3425: 3422: 3419: 3416: 3402: 3401: 3383: 3378: 3373: 3368: 3363: 3357: 3351: 3346: 3343: 3340: 3336: 3327: 3322: 3317: 3312: 3307: 3301: 3295: 3292: 3289: 3286: 3281: 3277: 3273: 3270: 3258:Or generally: 3256: 3255: 3243: 3240: 3237: 3232: 3218: 3213: 3208: 3203: 3198: 3192: 3186: 3181: 3178: 3175: 3171: 3162: 3157: 3152: 3147: 3142: 3136: 3130: 3127: 3124: 3121: 3116: 3112: 3108: 3105: 3081: 3070: 3064: 3063: 3048: 3043: 3038: 3033: 3028: 3022: 3016: 3011: 3008: 3005: 3001: 2997: 2994: 2980: 2979: 2964: 2959: 2954: 2949: 2944: 2938: 2932: 2927: 2924: 2921: 2917: 2911: 2908: 2902: 2894: 2889: 2884: 2879: 2874: 2868: 2862: 2859: 2852: 2847: 2844: 2841: 2837: 2832: 2828: 2825: 2822: 2817: 2813: 2809: 2806: 2801: 2796: 2793: 2790: 2786: 2782: 2779: 2763:is called the 2757: 2756: 2744: 2741: 2738: 2733: 2722: 2717: 2712: 2707: 2702: 2696: 2690: 2687: 2682: 2679: 2676: 2673: 2668: 2664: 2660: 2657: 2638: 2637: 2626: 2623: 2620: 2617: 2614: 2609: 2605: 2601: 2598: 2593: 2588: 2585: 2582: 2578: 2550: 2547: 2544: 2541: 2530: 2529: 2517: 2514: 2511: 2506: 2499: 2496: 2493: 2490: 2485: 2480: 2475: 2470: 2465: 2460: 2457: 2454: 2451: 2446: 2442: 2438: 2435: 2432: 2429: 2398: 2395: 2364:regularization 2350: 2342: 2339: 2331: 2330: 2318: 2315: 2312: 2307: 2293: 2288: 2283: 2278: 2273: 2267: 2261: 2258: 2255: 2250: 2247: 2244: 2240: 2236: 2233: 2225: 2220: 2215: 2210: 2205: 2199: 2193: 2190: 2187: 2184: 2179: 2175: 2171: 2168: 2154: 2153: 2134: 2129: 2124: 2119: 2114: 2108: 2102: 2099: 2096: 2091: 2088: 2085: 2081: 2077: 2074: 2070: 2064: 2060: 2057: 2054: 2049: 2045: 2041: 2038: 2033: 2024: 2019: 2014: 2009: 2004: 1998: 1992: 1989: 1986: 1981: 1977: 1973: 1970: 1964: 1961: 1958: 1953: 1950: 1947: 1943: 1939: 1936: 1932: 1928: 1925: 1922: 1917: 1913: 1909: 1906: 1901: 1898: 1895: 1890: 1887: 1884: 1880: 1876: 1873: 1869: 1865: 1862: 1859: 1854: 1850: 1846: 1843: 1825: 1824: 1813: 1810: 1807: 1802: 1791: 1786: 1781: 1776: 1771: 1765: 1759: 1756: 1753: 1748: 1744: 1740: 1737: 1732: 1728: 1725: 1722: 1717: 1713: 1709: 1706: 1685: 1684: 1672: 1669: 1666: 1661: 1652: 1647: 1642: 1637: 1632: 1626: 1619: 1616: 1613: 1608: 1604: 1600: 1597: 1592: 1589: 1586: 1581: 1577: 1573: 1570: 1564: 1561: 1526: 1523: 1504: 1499: 1471: 1466: 1453: 1452: 1441: 1436: 1431: 1426: 1421: 1416: 1411: 1408: 1405: 1402: 1399: 1396: 1393: 1348: 1345: 1342: 1338: 1326: 1325: 1314: 1309: 1306: 1303: 1299: 1293: 1290: 1287: 1283: 1279: 1276: 1273: 1268: 1265: 1262: 1258: 1252: 1249: 1246: 1242: 1238: 1233: 1230: 1227: 1223: 1217: 1214: 1211: 1207: 1203: 1198: 1195: 1192: 1188: 1184: 1181: 1178: 1175: 1172: 1169: 1166: 1135: 1132: 1129: 1126: 1123: 1120: 1105: 1102: 1101: 1100: 1096: 1093:blood pressure 1058: 1041: 1032: 1016:(ranging from 1005: 1002: 973: 970: 897: 880: 867: 861: 860: 849: 844: 839: 834: 829: 824: 819: 816: 813: 810: 805: 800: 795: 792: 789: 750: 747: 739: 736: 683: 680: 666:These are all 664: 663: 660: 657: 654: 651: 642:(equivalently 631: 628: 567:classification 553: 552: 550: 549: 542: 535: 527: 524: 523: 522: 521: 506: 505: 504: 503: 498: 493: 488: 483: 478: 470: 469: 465: 464: 463: 462: 457: 452: 447: 442: 434: 433: 432: 431: 426: 421: 416: 411: 403: 402: 401: 400: 395: 390: 385: 377: 376: 375: 374: 369: 364: 356: 355: 351: 350: 349: 348: 340: 339: 338: 337: 332: 327: 322: 317: 312: 307: 302: 300:Semiparametric 297: 292: 284: 283: 282: 281: 276: 271: 269:Random effects 266: 261: 253: 252: 251: 250: 245: 243:Ordered probit 240: 235: 230: 225: 220: 215: 210: 205: 200: 195: 190: 182: 181: 180: 179: 174: 169: 164: 156: 155: 151: 150: 144: 143: 135: 134: 49: 47: 40: 26: 24: 14: 13: 10: 9: 6: 4: 3: 2: 7906: 7895: 7892: 7890: 7887: 7885: 7882: 7881: 7879: 7865: 7860: 7856: 7852: 7845: 7838: 7835: 7830: 7823: 7820: 7814: 7809: 7805: 7801: 7797: 7790: 7787: 7784: 7779: 7776: 7771: 7767: 7763: 7759: 7758: 7750: 7747: 7742: 7740:9780471528890 7736: 7732: 7725: 7722: 7714: 7713: 7705: 7703: 7699: 7694: 7692:9780761922087 7688: 7684: 7679: 7678: 7669: 7666: 7661: 7657: 7653: 7649: 7642: 7639: 7634: 7628: 7624: 7620: 7614: 7611: 7605: 7601: 7598: 7596: 7593: 7592: 7588: 7586: 7584: 7580: 7576: 7572: 7568: 7564: 7556: 7554: 7541: 7532: 7529: 7524: 7520: 7513: 7507: 7504: 7497: 7493: 7489: 7486: 7482: 7476: 7471: 7468: 7465: 7461: 7455: 7450: 7447: 7444: 7440: 7436: 7433: 7430: 7427: 7424: 7421: 7385: 7376: 7372: 7368: 7365: 7357: 7351: 7346: 7339: 7335: 7331: 7328: 7324: 7303: 7283: 7263: 7259: 7249: 7245: 7241: 7238: 7234: 7225: 7222: 7217: 7213: 7206: 7201: 7196: 7193: 7190: 7186: 7181: 7175: 7170: 7167: 7164: 7160: 7156: 7148: 7144: 7140: 7135: 7131: 7124: 7119: 7114: 7111: 7108: 7104: 7100: 7097: 7090: 7089: 7088: 7085: 7069: 7065: 7061: 7058: 7055: 7050: 7046: 7037: 7021: 7018: 7015: 7012: 7009: 7006: 7003: 6982: 6979: 6976: 6973: 6970: 6967: 6963: 6958: 6954: 6941: 6939: 6936: 6933: 6925: 6923: 6921: 6913: 6908: 6905: 6888: 6882: 6879: 6876: 6870: 6867: 6864: 6861: 6858: 6835: 6832: 6829: 6823: 6820: 6817: 6814: 6806: 6802: 6799: 6795: 6791: 6775: 6769: 6766: 6763: 6757: 6754: 6751: 6748: 6745: 6742: 6719: 6716: 6713: 6707: 6702: 6698: 6694: 6691: 6668: 6665: 6662: 6656: 6651: 6647: 6643: 6640: 6632: 6631: 6630: 6606: 6603: 6600: 6597: 6594: 6591: 6588: 6574: 6570: 6566: 6561: 6557: 6553: 6548: 6538: 6530: 6520: 6515: 6496: 6494: 6483: 6480: 6477: 6474: 6471: 6468: 6465: 6453: 6450: 6442: 6438: 6434: 6429: 6419: 6414: 6401: 6396: 6392: 6388: 6383: 6373: 6368: 6352: 6350: 6339: 6336: 6333: 6330: 6327: 6324: 6321: 6309: 6306: 6301: 6296: 6293: 6290: 6286: 6282: 6277: 6272: 6269: 6266: 6262: 6252: 6250: 6239: 6236: 6233: 6230: 6227: 6224: 6221: 6207: 6202: 6199: 6196: 6192: 6188: 6183: 6178: 6175: 6172: 6168: 6158: 6156: 6148: 6145: 6140: 6136: 6118: 6117: 6116: 6099: 6096: 6093: 6088: 6076: 6071: 6068: 6065: 6061: 6057: 6049: 6044: 6041: 6038: 6034: 6030: 6027: 6024: 6019: 6014: 6011: 6008: 6004: 6000: 5995: 5990: 5987: 5984: 5980: 5963: 5956: 5953: 5948: 5944: 5930: 5929: 5928: 5902: 5897: 5894: 5891: 5888: 5885: 5881: 5877: 5872: 5867: 5864: 5861: 5857: 5848: 5838: 5833: 5830: 5827: 5823: 5819: 5814: 5809: 5806: 5803: 5799: 5788: 5783: 5780: 5777: 5773: 5769: 5764: 5759: 5756: 5753: 5749: 5739: 5737: 5729: 5726: 5721: 5717: 5702: 5690: 5685: 5682: 5679: 5675: 5671: 5666: 5661: 5658: 5655: 5651: 5642: 5632: 5627: 5624: 5621: 5617: 5613: 5608: 5603: 5600: 5597: 5593: 5582: 5577: 5574: 5571: 5567: 5563: 5558: 5553: 5550: 5547: 5543: 5533: 5531: 5523: 5520: 5515: 5511: 5492: 5487: 5484: 5481: 5477: 5473: 5468: 5463: 5460: 5457: 5453: 5444: 5434: 5429: 5426: 5423: 5419: 5415: 5410: 5405: 5402: 5399: 5395: 5384: 5379: 5376: 5373: 5369: 5365: 5360: 5355: 5352: 5349: 5345: 5335: 5333: 5325: 5322: 5317: 5313: 5295: 5294: 5293: 5291: 5287: 5269: 5264: 5261: 5258: 5254: 5245: 5227: 5223: 5214: 5210: 5206: 5201: 5199: 5183: 5177: 5174: 5171: 5165: 5160: 5156: 5152: 5147: 5143: 5119: 5116: 5113: 5108: 5099: 5095: 5091: 5086: 5076: 5071: 5061: 5056: 5051: 5048: 5045: 5041: 5033: 5032: 5031: 5029: 5024: 5020: 5017: 5013: 5009: 5004: 5002: 4998: 4994: 4986: 4984: 4982: 4963: 4960: 4957: 4952: 4938: 4928: 4924: 4920: 4909: 4903: 4900: 4897: 4892: 4889: 4886: 4882: 4878: 4875: 4867: 4857: 4853: 4849: 4838: 4832: 4826: 4823: 4818: 4814: 4800: 4799: 4798: 4777: 4774: 4772: 4766: 4762: 4748: 4745: 4742: 4738: 4730: 4720: 4715: 4705: 4703: 4697: 4693: 4675: 4674: 4673: 4671: 4667: 4649: 4639: 4636: 4633: 4599: 4589: 4584: 4573: 4567: 4562: 4559: 4556: 4552: 4543: 4533: 4528: 4517: 4511: 4509: 4494: 4484: 4479: 4468: 4462: 4457: 4454: 4451: 4447: 4439: 4429: 4426: 4422: 4412: 4402: 4397: 4386: 4378: 4368: 4365: 4361: 4354: 4352: 4337: 4327: 4324: 4320: 4312: 4302: 4297: 4286: 4280: 4275: 4272: 4269: 4265: 4255: 4245: 4242: 4238: 4230: 4220: 4215: 4204: 4197: 4195: 4183: 4173: 4167: 4164: 4159: 4145: 4139: 4134: 4131: 4128: 4124: 4115: 4105: 4099: 4096: 4091: 4077: 4063: 4062: 4061: 4047: 4044: 4041: 4021: 4018: 4015: 4007: 3989: 3985: 3975: 3973: 3949: 3939: 3934: 3924: 3921: 3918: 3913: 3903: 3898: 3888: 3885: 3879: 3876: 3873: 3867: 3864: 3859: 3855: 3841: 3840: 3839: 3815: 3804: 3797: 3789: 3785: 3781: 3778: 3775: 3770: 3766: 3759: 3752: 3749: 3745: 3742: 3730: 3724: 3719: 3713: 3707: 3700: 3699: 3698: 3697: 3693: 3689: 3685: 3680: 3665: 3661: 3634: 3630: 3626: 3623: 3620: 3615: 3611: 3607: 3604: 3598: 3595: 3573: 3569: 3565: 3562: 3559: 3554: 3550: 3541: 3515: 3511: 3506: 3500: 3495: 3492: 3489: 3485: 3476: 3472: 3467: 3461: 3453: 3449: 3445: 3442: 3439: 3434: 3430: 3426: 3423: 3417: 3414: 3407: 3406: 3405: 3381: 3371: 3366: 3355: 3349: 3344: 3341: 3338: 3334: 3325: 3315: 3310: 3299: 3293: 3287: 3284: 3279: 3275: 3261: 3260: 3259: 3241: 3238: 3235: 3230: 3216: 3206: 3201: 3190: 3184: 3179: 3176: 3173: 3169: 3160: 3150: 3145: 3134: 3128: 3122: 3119: 3114: 3110: 3096: 3095: 3094: 3091: 3089: 3084: 3080: 3079: 3073: 3069: 3046: 3036: 3031: 3020: 3014: 3009: 3006: 3003: 2999: 2995: 2992: 2985: 2984: 2983: 2962: 2952: 2947: 2936: 2930: 2925: 2922: 2919: 2915: 2909: 2906: 2900: 2892: 2882: 2877: 2866: 2860: 2857: 2850: 2845: 2842: 2839: 2835: 2830: 2823: 2820: 2815: 2811: 2799: 2794: 2791: 2788: 2784: 2780: 2777: 2770: 2769: 2768: 2766: 2762: 2759:The quantity 2742: 2739: 2736: 2731: 2720: 2710: 2705: 2694: 2688: 2685: 2680: 2674: 2671: 2666: 2662: 2648: 2647: 2646: 2644: 2643:Gibbs measure 2624: 2621: 2615: 2612: 2607: 2603: 2591: 2586: 2583: 2580: 2576: 2568: 2567: 2566: 2564: 2548: 2545: 2542: 2539: 2515: 2512: 2509: 2504: 2497: 2494: 2491: 2488: 2483: 2473: 2468: 2458: 2452: 2449: 2444: 2440: 2430: 2427: 2420: 2419: 2418: 2416: 2412: 2408: 2404: 2396: 2394: 2392: 2388: 2384: 2380: 2376: 2372: 2369: 2365: 2361: 2357: 2353: 2349: 2340: 2338: 2336: 2316: 2313: 2310: 2305: 2291: 2281: 2276: 2265: 2259: 2256: 2253: 2248: 2245: 2242: 2238: 2234: 2231: 2223: 2213: 2208: 2197: 2191: 2185: 2182: 2177: 2173: 2159: 2158: 2157: 2132: 2122: 2117: 2106: 2100: 2097: 2094: 2089: 2086: 2083: 2079: 2075: 2072: 2068: 2062: 2055: 2052: 2047: 2043: 2022: 2012: 2007: 1996: 1987: 1984: 1979: 1975: 1962: 1959: 1956: 1951: 1948: 1945: 1941: 1937: 1934: 1930: 1923: 1920: 1915: 1911: 1899: 1896: 1893: 1888: 1885: 1882: 1878: 1874: 1871: 1867: 1860: 1857: 1852: 1848: 1834: 1833: 1832: 1830: 1811: 1808: 1805: 1800: 1789: 1779: 1774: 1763: 1754: 1751: 1746: 1742: 1730: 1723: 1720: 1715: 1711: 1697: 1696: 1695: 1692: 1690: 1670: 1667: 1664: 1659: 1650: 1640: 1635: 1624: 1614: 1611: 1606: 1602: 1587: 1584: 1579: 1575: 1562: 1559: 1552: 1551: 1550: 1548: 1544: 1540: 1536: 1532: 1524: 1522: 1520: 1502: 1487: 1469: 1439: 1434: 1424: 1419: 1409: 1403: 1400: 1397: 1391: 1384: 1383: 1382: 1380: 1376: 1372: 1368: 1364: 1346: 1343: 1340: 1336: 1312: 1307: 1304: 1301: 1297: 1291: 1288: 1285: 1281: 1277: 1274: 1271: 1266: 1263: 1260: 1256: 1250: 1247: 1244: 1240: 1236: 1231: 1228: 1225: 1221: 1215: 1212: 1209: 1205: 1201: 1196: 1193: 1190: 1186: 1182: 1176: 1173: 1170: 1164: 1157: 1156: 1155: 1153: 1149: 1130: 1127: 1124: 1118: 1111: 1103: 1097: 1094: 1090: 1086: 1085: 1084: 1081: 1079: 1075: 1070: 1066: 1061: 1057: 1053: 1049: 1044: 1040: 1035: 1031: 1027: 1023: 1019: 1015: 1011: 1003: 1001: 999: 995: 991: 987: 983: 979: 971: 969: 966: 961: 956: 952: 948: 944: 940: 936: 931: 929: 925: 921: 917: 913: 909: 905: 900: 896: 892: 888: 883: 879: 875: 870: 866: 847: 842: 832: 827: 817: 811: 808: 803: 790: 787: 780: 779: 778: 776: 772: 768: 764: 759: 757: 748: 745: 737: 735: 733: 729: 723: 721: 717: 713: 709: 705: 700: 698: 694: 690: 681: 679: 677: 673: 669: 661: 658: 655: 652: 649: 648: 647: 645: 641: 637: 629: 627: 625: 621: 617: 613: 609: 605: 603: 598: 597:multiclass LR 594: 593:polytomous LR 589: 587: 583: 580: 576: 572: 568: 564: 560: 548: 543: 541: 536: 534: 529: 528: 526: 525: 520: 515: 510: 509: 508: 507: 502: 499: 497: 494: 492: 489: 487: 484: 482: 479: 477: 474: 473: 472: 471: 466: 461: 458: 456: 453: 451: 448: 446: 443: 441: 438: 437: 436: 435: 430: 427: 425: 422: 420: 417: 415: 412: 410: 407: 406: 405: 404: 399: 396: 394: 391: 389: 386: 384: 381: 380: 379: 378: 373: 370: 368: 365: 363: 362:Least squares 360: 359: 358: 357: 352: 347: 344: 343: 342: 341: 336: 333: 331: 328: 326: 323: 321: 318: 316: 313: 311: 308: 306: 303: 301: 298: 296: 295:Nonparametric 293: 291: 288: 287: 286: 285: 280: 277: 275: 272: 270: 267: 265: 264:Fixed effects 262: 260: 257: 256: 255: 254: 249: 246: 244: 241: 239: 238:Ordered logit 236: 234: 231: 229: 226: 224: 221: 219: 216: 214: 211: 209: 206: 204: 201: 199: 196: 194: 191: 189: 186: 185: 184: 183: 178: 175: 173: 170: 168: 165: 163: 160: 159: 158: 157: 152: 149: 145: 141: 140: 131: 128: 120: 117:November 2011 109: 106: 102: 99: 95: 92: 88: 85: 81: 78: â€“  77: 73: 72:Find sources: 66: 62: 56: 55: 50:This article 48: 44: 39: 38: 33: 19: 7854: 7850: 7837: 7828: 7822: 7803: 7799: 7789: 7778: 7761: 7755: 7749: 7730: 7724: 7711: 7676: 7668: 7651: 7647: 7641: 7622: 7613: 7574: 7560: 7413: 7086: 6945: 6937: 6929: 6917: 6911: 6628: 6114: 5926: 5285: 5243: 5212: 5208: 5202: 5134: 5022: 5018: 5011: 5007: 5005: 4990: 4980: 4978: 4796: 4669: 4665: 4625: 4006:identifiable 3976: 3969: 3837: 3653: 3537: 3403: 3257: 3092: 3088:optimization 3082: 3077: 3076: 3071: 3067: 3065: 2981: 2760: 2758: 2639: 2531: 2400: 2393:algorithms. 2347: 2346: 2344: 2332: 2155: 1828: 1826: 1693: 1686: 1546: 1542: 1538: 1534: 1530: 1528: 1518: 1485: 1454: 1378: 1370: 1366: 1327: 1151: 1150:has outcome 1147: 1107: 1082: 1077: 1073: 1068: 1059: 1055: 1042: 1038: 1033: 1029: 1025: 1021: 1017: 1013: 1009: 1007: 993: 988:rather than 975: 954: 950: 932: 927: 923: 911: 910:to category 907: 903: 898: 894: 893:, and score( 890: 881: 877: 873: 868: 864: 862: 760: 752: 749:Introduction 728:nested logit 724: 715: 711: 707: 701: 697:collinearity 695:); however, 685: 665: 643: 633: 623: 619: 615: 611: 607: 600: 596: 592: 590: 562: 556: 419:Non-negative 217: 123: 114: 104: 97: 90: 83: 71: 59:Please help 54:verification 51: 6932:odds ratios 5012:k=1,2,...,K 3090:procedure. 2982:Therefore: 1052:categorical 1004:Data points 986:categorical 947:probability 937:algorithm, 775:dot product 682:Assumptions 644:categorical 429:Regularized 393:Generalized 325:Least angle 223:Mixed logit 7878:Categories 7606:References 5290:continuous 935:perceptron 742:See also: 630:Background 604:regression 559:statistics 468:Background 372:Non-linear 354:Estimation 87:newspapers 7508:⁡ 7483:δ 7462:∑ 7441:∑ 7437:− 7428:⁡ 7422:− 7325:δ 7235:δ 7187:∏ 7161:∏ 7105:∏ 7059:… 7016:… 6980:… 6964:∈ 6871:⁡ 6865:∼ 6824:⁡ 6818:∼ 6758:⁡ 6752:∼ 6746:− 6708:⁡ 6695:∼ 6657:⁡ 6644:∼ 6601:… 6583:∀ 6571:ε 6567:− 6558:ε 6539:⋅ 6526:β 6521:− 6511:β 6478:… 6460:∀ 6439:ε 6420:⋅ 6410:β 6402:− 6393:ε 6374:⋅ 6364:β 6334:… 6316:∀ 6302:∗ 6283:− 6278:∗ 6234:… 6216:∀ 6208:∗ 6184:∗ 6097:≤ 6077:∗ 6050:∗ 6028:… 6020:∗ 5996:∗ 5903:∗ 5895:− 5873:∗ 5849:⋯ 5839:∗ 5815:∗ 5789:∗ 5765:∗ 5703:⋯ 5691:∗ 5667:∗ 5643:⋯ 5633:∗ 5609:∗ 5583:∗ 5559:∗ 5493:∗ 5469:∗ 5445:⋯ 5435:∗ 5411:∗ 5385:∗ 5361:∗ 5270:∗ 5166:⁡ 5153:∼ 5144:ε 5117:≤ 5096:ε 5077:⋅ 5067:β 5057:∗ 4961:≤ 4929:⋅ 4916:β 4901:− 4883:∑ 4858:⋅ 4845:β 4758:β 4726:β 4721:− 4711:β 4689:β 4645:β 4640:− 4590:⋅ 4580:β 4553:∑ 4534:⋅ 4524:β 4485:⋅ 4475:β 4448:∑ 4430:⋅ 4403:⋅ 4393:β 4369:⋅ 4328:⋅ 4303:⋅ 4293:β 4266:∑ 4246:⋅ 4221:⋅ 4211:β 4174:⋅ 4155:β 4125:∑ 4106:⋅ 4087:β 4045:− 4019:− 3986:β 3940:⋅ 3930:β 3922:… 3904:⋅ 3894:β 3880:⁡ 3811:otherwise 3779:… 3760:⁡ 3753:⁡ 3624:… 3599:⁡ 3563:… 3486:∑ 3443:… 3418:⁡ 3372:⋅ 3362:β 3335:∑ 3316:⋅ 3306:β 3239:≤ 3207:⋅ 3197:β 3170:∑ 3151:⋅ 3141:β 3037:⋅ 3027:β 3000:∑ 2953:⋅ 2943:β 2916:∑ 2883:⋅ 2873:β 2836:∑ 2785:∑ 2740:≤ 2711:⋅ 2701:β 2577:∑ 2546:⁡ 2540:− 2513:≤ 2495:⁡ 2489:− 2474:⋅ 2464:β 2431:⁡ 2407:logarithm 2282:⋅ 2272:β 2257:− 2239:∑ 2214:⋅ 2204:β 2123:⋅ 2113:β 2098:− 2080:∑ 2032:⇒ 2013:⋅ 2003:β 1960:− 1942:∑ 1938:− 1897:− 1879:∑ 1875:− 1780:⋅ 1770:β 1641:⋅ 1631:β 1563:⁡ 1465:β 1425:⋅ 1415:β 1337:β 1282:β 1275:⋯ 1241:β 1206:β 1187:β 1089:hepatitis 1000:article. 833:⋅ 823:β 791:⁡ 335:Segmented 7621:(2012). 7589:See also 7575:features 6868:Logistic 6821:Logistic 6755:Logistic 4925:′ 4854:′ 4767:′ 4698:′ 2368:Gaussian 1054:outcome 450:Bayesian 388:Weighted 383:Ordinary 315:Isotonic 310:Quantile 5205:utility 3877:softmax 3596:softmax 3415:softmax 920:utility 730:or the 640:nominal 614:), the 602:softmax 409:Partial 248:Poisson 101:scholar 7737:  7689:  7629:  6586:  6580:  6463:  6457:  6319:  6313:  6219:  6213:  5135:where 2387:L-BFGS 2362:using 1488:, and 1455:where 1328:where 990:binary 914:. In 863:where 620:MaxEnt 612:mlogit 367:Linear 305:Robust 228:Probit 154:Models 103:  96:  89:  82:  74:  7847:(PDF) 7716:(PDF) 6851:then 6735:then 1361:is a 972:Setup 788:score 738:Model 565:is a 414:Total 330:Local 108:JSTOR 94:books 7735:ISBN 7687:ISBN 7627:ISBN 6996:for 6684:and 6554:> 6451:> 6307:> 6189:> 5878:> 5820:> 5770:> 5672:> 5614:> 5564:> 5474:> 5416:> 5366:> 4746:< 2314:< 1809:< 1668:< 1037:... 984:are 80:news 7859:doi 7808:doi 7766:doi 7656:doi 7561:In 7505:log 7425:log 5974:max 5023:i,k 3756:max 3750:arg 1379:M+1 1043:M,i 1034:1,i 1020:to 573:to 557:In 63:by 7880:: 7855:85 7853:. 7849:. 7804:43 7802:. 7798:. 7762:51 7760:. 7701:^ 7685:. 7683:91 7652:42 7650:. 7585:. 7084:. 6699:EV 6648:EV 6500:Pr 6356:Pr 6256:Pr 6162:Pr 6130:Pr 5968:Pr 5938:Pr 5743:Pr 5711:Pr 5537:Pr 5505:Pr 5339:Pr 5307:Pr 5200:. 5157:EV 4808:Pr 3849:Pr 3737:if 3269:Pr 3104:Pr 2805:Pr 2656:Pr 2645:: 2597:Pr 2543:ln 2492:ln 2434:Pr 2428:ln 2417:: 2377:, 2167:Pr 2037:Pr 1969:Pr 1905:Pr 1842:Pr 1736:Pr 1705:Pr 1596:Pr 1569:Pr 1560:ln 1521:. 941:, 902:, 876:, 777:: 626:. 606:, 599:, 595:, 561:, 7867:. 7861:: 7816:. 7810:: 7772:. 7768:: 7743:. 7695:. 7662:. 7658:: 7635:. 7542:. 7539:) 7536:) 7533:j 7530:= 7525:i 7521:Y 7517:( 7514:P 7511:( 7498:i 7494:y 7490:, 7487:j 7477:K 7472:1 7469:= 7466:j 7456:n 7451:1 7448:= 7445:i 7434:= 7431:L 7386:0 7377:i 7373:y 7369:= 7366:j 7358:1 7352:{ 7347:= 7340:i 7336:y 7332:, 7329:j 7304:j 7284:i 7264:, 7260:) 7250:i 7246:y 7242:, 7239:j 7230:) 7226:j 7223:= 7218:i 7214:Y 7210:( 7207:P 7202:K 7197:1 7194:= 7191:j 7182:( 7176:n 7171:1 7168:= 7165:i 7157:= 7154:) 7149:i 7145:y 7141:= 7136:i 7132:Y 7128:( 7125:P 7120:n 7115:1 7112:= 7109:i 7101:= 7098:L 7070:n 7066:Y 7062:, 7056:, 7051:1 7047:Y 7022:n 7019:, 7013:, 7010:1 7007:= 7004:i 6983:K 6977:, 6974:1 6971:, 6968:0 6959:i 6955:y 6912:K 6889:. 6886:) 6883:b 6880:, 6877:0 6874:( 6862:X 6859:b 6839:) 6836:1 6833:, 6830:0 6827:( 6815:X 6776:. 6773:) 6770:b 6767:, 6764:0 6761:( 6749:Y 6743:X 6723:) 6720:b 6717:, 6714:a 6711:( 6703:1 6692:Y 6672:) 6669:b 6666:, 6663:a 6660:( 6652:1 6641:X 6610:) 6607:K 6604:, 6598:, 6595:2 6592:= 6589:k 6575:1 6562:k 6549:i 6544:X 6536:) 6531:k 6516:1 6506:( 6503:( 6497:= 6487:) 6484:K 6481:, 6475:, 6472:2 6469:= 6466:k 6454:0 6448:) 6443:k 6435:+ 6430:i 6425:X 6415:k 6405:( 6397:1 6389:+ 6384:i 6379:X 6369:1 6359:( 6353:= 6343:) 6340:K 6337:, 6331:, 6328:2 6325:= 6322:k 6310:0 6297:k 6294:, 6291:i 6287:Y 6273:1 6270:, 6267:i 6263:Y 6259:( 6253:= 6243:) 6240:K 6237:, 6231:, 6228:2 6225:= 6222:k 6203:k 6200:, 6197:i 6193:Y 6179:1 6176:, 6173:i 6169:Y 6165:( 6159:= 6152:) 6149:1 6146:= 6141:i 6137:Y 6133:( 6100:K 6094:k 6089:, 6082:) 6072:k 6069:, 6066:i 6062:Y 6058:= 6055:) 6045:K 6042:, 6039:i 6035:Y 6031:, 6025:, 6015:2 6012:, 6009:i 6005:Y 6001:, 5991:1 5988:, 5985:i 5981:Y 5977:( 5971:( 5964:= 5960:) 5957:k 5954:= 5949:i 5945:Y 5941:( 5908:) 5898:1 5892:K 5889:, 5886:i 5882:Y 5868:K 5865:, 5862:i 5858:Y 5834:2 5831:, 5828:i 5824:Y 5810:K 5807:, 5804:i 5800:Y 5784:1 5781:, 5778:i 5774:Y 5760:K 5757:, 5754:i 5750:Y 5746:( 5740:= 5733:) 5730:K 5727:= 5722:i 5718:Y 5714:( 5696:) 5686:K 5683:, 5680:i 5676:Y 5662:2 5659:, 5656:i 5652:Y 5628:3 5625:, 5622:i 5618:Y 5604:2 5601:, 5598:i 5594:Y 5578:1 5575:, 5572:i 5568:Y 5554:2 5551:, 5548:i 5544:Y 5540:( 5534:= 5527:) 5524:2 5521:= 5516:i 5512:Y 5508:( 5498:) 5488:K 5485:, 5482:i 5478:Y 5464:1 5461:, 5458:i 5454:Y 5430:3 5427:, 5424:i 5420:Y 5406:1 5403:, 5400:i 5396:Y 5380:2 5377:, 5374:i 5370:Y 5356:1 5353:, 5350:i 5346:Y 5342:( 5336:= 5329:) 5326:1 5323:= 5318:i 5314:Y 5310:( 5286:k 5265:k 5262:, 5259:i 5255:Y 5244:k 5228:i 5224:Y 5213:k 5209:i 5184:, 5181:) 5178:1 5175:, 5172:0 5169:( 5161:1 5148:k 5120:K 5114:k 5109:, 5100:k 5092:+ 5087:i 5082:X 5072:k 5062:= 5052:k 5049:, 5046:i 5042:Y 5019:Y 5008:i 4981:K 4964:K 4958:k 4953:, 4939:i 4934:X 4921:j 4910:e 4904:1 4898:K 4893:1 4890:= 4887:j 4879:+ 4876:1 4868:i 4863:X 4850:k 4839:e 4833:= 4830:) 4827:k 4824:= 4819:i 4815:Y 4811:( 4778:0 4775:= 4763:K 4749:K 4743:k 4739:, 4731:K 4716:k 4706:= 4694:k 4670:K 4666:K 4650:K 4637:= 4634:C 4600:i 4595:X 4585:k 4574:e 4568:K 4563:1 4560:= 4557:k 4544:i 4539:X 4529:c 4518:e 4512:= 4495:i 4490:X 4480:k 4469:e 4463:K 4458:1 4455:= 4452:k 4440:i 4435:X 4427:C 4423:e 4413:i 4408:X 4398:c 4387:e 4379:i 4374:X 4366:C 4362:e 4355:= 4338:i 4333:X 4325:C 4321:e 4313:i 4308:X 4298:k 4287:e 4281:K 4276:1 4273:= 4270:k 4256:i 4251:X 4243:C 4239:e 4231:i 4226:X 4216:c 4205:e 4198:= 4184:i 4179:X 4171:) 4168:C 4165:+ 4160:k 4150:( 4146:e 4140:K 4135:1 4132:= 4129:k 4116:i 4111:X 4103:) 4100:C 4097:+ 4092:c 4082:( 4078:e 4048:1 4042:k 4022:1 4016:k 3990:k 3955:) 3950:i 3945:X 3935:K 3925:, 3919:, 3914:i 3909:X 3899:1 3889:, 3886:c 3883:( 3874:= 3871:) 3868:c 3865:= 3860:i 3856:Y 3852:( 3816:. 3805:0 3798:, 3795:) 3790:n 3786:x 3782:, 3776:, 3771:1 3767:x 3763:( 3746:= 3743:k 3731:1 3725:{ 3720:= 3717:) 3714:k 3711:( 3708:f 3666:k 3662:x 3640:) 3635:n 3631:x 3627:, 3621:, 3616:1 3612:x 3608:, 3605:k 3602:( 3574:n 3570:x 3566:, 3560:, 3555:1 3551:x 3516:i 3512:x 3507:e 3501:n 3496:1 3493:= 3490:i 3477:k 3473:x 3468:e 3462:= 3459:) 3454:n 3450:x 3446:, 3440:, 3435:1 3431:x 3427:, 3424:k 3421:( 3382:i 3377:X 3367:j 3356:e 3350:K 3345:1 3342:= 3339:j 3326:i 3321:X 3311:c 3300:e 3294:= 3291:) 3288:c 3285:= 3280:i 3276:Y 3272:( 3254:. 3242:K 3236:k 3231:, 3217:i 3212:X 3202:j 3191:e 3185:K 3180:1 3177:= 3174:j 3161:i 3156:X 3146:k 3135:e 3129:= 3126:) 3123:k 3120:= 3115:i 3111:Y 3107:( 3083:k 3078:β 3072:i 3068:Y 3047:i 3042:X 3032:k 3021:e 3015:K 3010:1 3007:= 3004:k 2996:= 2993:Z 2963:i 2958:X 2948:k 2937:e 2931:K 2926:1 2923:= 2920:k 2910:Z 2907:1 2901:= 2893:i 2888:X 2878:k 2867:e 2861:Z 2858:1 2851:K 2846:1 2843:= 2840:k 2831:= 2827:) 2824:k 2821:= 2816:i 2812:Y 2808:( 2800:K 2795:1 2792:= 2789:k 2781:= 2778:1 2761:Z 2755:. 2743:K 2737:k 2732:, 2721:i 2716:X 2706:k 2695:e 2689:Z 2686:1 2681:= 2678:) 2675:k 2672:= 2667:i 2663:Y 2659:( 2625:1 2622:= 2619:) 2616:k 2613:= 2608:i 2604:Y 2600:( 2592:K 2587:1 2584:= 2581:k 2549:Z 2528:. 2516:K 2510:k 2505:, 2498:Z 2484:i 2479:X 2469:k 2459:= 2456:) 2453:k 2450:= 2445:i 2441:Y 2437:( 2351:k 2348:β 2329:. 2317:K 2311:k 2306:, 2292:i 2287:X 2277:j 2266:e 2260:1 2254:K 2249:1 2246:= 2243:j 2235:+ 2232:1 2224:i 2219:X 2209:k 2198:e 2192:= 2189:) 2186:k 2183:= 2178:i 2174:Y 2170:( 2152:. 2133:i 2128:X 2118:j 2107:e 2101:1 2095:K 2090:1 2087:= 2084:j 2076:+ 2073:1 2069:1 2063:= 2059:) 2056:K 2053:= 2048:i 2044:Y 2040:( 2023:i 2018:X 2008:j 1997:e 1991:) 1988:K 1985:= 1980:i 1976:Y 1972:( 1963:1 1957:K 1952:1 1949:= 1946:j 1935:1 1931:= 1927:) 1924:j 1921:= 1916:i 1912:Y 1908:( 1900:1 1894:K 1889:1 1886:= 1883:j 1872:1 1868:= 1864:) 1861:K 1858:= 1853:i 1849:Y 1845:( 1829:K 1812:K 1806:k 1801:, 1790:i 1785:X 1775:k 1764:e 1758:) 1755:K 1752:= 1747:i 1743:Y 1739:( 1731:= 1727:) 1724:k 1721:= 1716:i 1712:Y 1708:( 1683:. 1671:K 1665:k 1660:, 1651:i 1646:X 1636:k 1625:= 1618:) 1615:K 1612:= 1607:i 1603:Y 1599:( 1591:) 1588:k 1585:= 1580:i 1576:Y 1572:( 1547:K 1543:K 1539:K 1535:K 1531:K 1519:i 1503:i 1498:x 1486:k 1470:k 1440:, 1435:i 1430:x 1420:k 1410:= 1407:) 1404:i 1401:, 1398:k 1395:( 1392:f 1371:k 1367:m 1347:k 1344:, 1341:m 1313:, 1308:i 1305:, 1302:M 1298:x 1292:k 1289:, 1286:M 1278:+ 1272:+ 1267:i 1264:, 1261:2 1257:x 1251:k 1248:, 1245:2 1237:+ 1232:i 1229:, 1226:1 1222:x 1216:k 1213:, 1210:1 1202:+ 1197:k 1194:, 1191:0 1183:= 1180:) 1177:i 1174:, 1171:k 1168:( 1165:f 1152:k 1148:i 1134:) 1131:i 1128:, 1125:k 1122:( 1119:f 1078:N 1074:K 1069:K 1060:i 1056:Y 1039:x 1030:x 1026:M 1022:N 1018:1 1014:i 1010:N 994:K 955:k 951:i 928:k 924:i 912:k 908:i 904:k 899:i 895:X 891:k 882:k 878:β 874:i 869:i 865:X 848:, 843:i 838:X 828:k 818:= 815:) 812:k 809:, 804:i 799:X 794:( 716:K 712:K 708:K 618:( 610:( 546:e 539:t 532:v 130:) 124:( 119:) 115:( 105:· 98:· 91:· 84:· 57:. 34:. 20:)

Index

Multinomial logit model
Multinomial probit

verification
improve this article
adding citations to reliable sources
"Multinomial logistic regression"
news
newspapers
books
scholar
JSTOR
Learn how and when to remove this message
Regression analysis
Linear regression
Simple regression
Polynomial regression
General linear model
Generalized linear model
Vector generalized linear model
Discrete choice
Binomial regression
Binary regression
Logistic regression
Multinomial logistic regression
Mixed logit
Probit
Multinomial probit
Ordered logit
Ordered probit

Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.

↑