[R] Multinomial Logit Models
ripley at stats.ox.ac.uk
Fri Jan 24 14:01:03 CET 2003
On Fri, 24 Jan 2003, L.E.Gross wrote:
> I am wanting to fit some multinomial logit models (multinom command in
> package nnet)
> Is it possible to do any model checking techniques on these models
> e.g. residual, leverage etc. I cannot seem to find any commands that
> will allow me to do this.
residuals() should work: it does for me.
Leverage is not AFAIK well-defined: remember you have a multivariate
response, and for binomial logit models `leverage' is in the linear
approximation to the glm. A multinomial logit model is not a glm, and
there is no such linear approximation in use. Also, I have doubts about
the usefulness of leverage even for binomial logit models: it's a local
approximation when the only possible changes (0 <--> 1) are not local.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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