[R] scores from multinomial logistic regression

[Prof Brian Ripley]

Note the coxph docs call these `efficient scores', which helps. However,
what the `score' part of a coxph object gives is not the score for the
addition of a new variable, but for the addition of all the variables, as
I understand it. (You could do repeated fits using init=, but that's not
what you said.)

I am not aware of a good way to do that even for a glm. (Smart people
could make add1.lm do it, I guess.) I would just do likelihood ratio tests
since computation time is unlikely to be an issue these days.


On Fri, 7 May 2004, Jacqueline Hall wrote:

> Hi,
> 
> Sorry for not making this clear,
> 
> By "score" I meant the score from the score test, for assessing the addition
> of a new variable to the model. (first derivative of the log likeihood/
> information matrix, the ratio (score)having a chi squared distribution of
> appropriate df)
> 
> I'm looking for something similar/appropraite for logistic regression, my
> outcome (response) variable has 4 categories (hence the interest in
> multinom), the covariates are continuous.
> 
> Thanks again,
> 
> Jacqui
> 
> -----Original Message-----
> From: Prof Brian Ripley [mailto:ripley at stats.ox.ac.uk] 
> Sent: 07 May 2004 15:07
> To: Jacqueline Hall
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: [R] scores from multinomial logistic regression
> 
> 
> What do you mean by the scores?
> 
> What multinom does is to fit probabilities (which you can extract by 
> fitted()): the response is a discrete probability distribution. There is an
> underlying linear predictor but
> 
> (a) it is K-dimensional and
> (b) there is a degree of ambiguity, usually resolved by setting the 
> predictor for one category to zero (but not in this code).
> 
> That linear predictor is only generated in the underlying C code.
> 
> On Fri, 7 May 2004, Jacqueline Hall wrote:
> 
> > Dear all,
> >  
> > I'm interested in extracting the score from multinomial logistic 
> > regression models fit using multinom, to assess the stregth of 
> > assocation of the parameter with the response (akin to the score from 
> > clogit/cox regression). currently I'm using R 1.8.1. Is there a 
> > function that will extract the score from a multinom object or how i 
> > can get back to it? or from using glm? I investigated the documention 
> > for Design but those functions seem to apply to binary logistic.
> 
> 

-- 
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)
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