[R] constraining betas with mlogit package

Rolf Turner rolf.turner at xtra.co.nz
Tue Aug 16 01:13:29 CEST 2011


On 16/08/11 10:58, Bert Gunter wrote:
> Well, of course that doesn't work for categorical covariates (duhhh!)
> -- so I'll just stop at my first clause, "I don't know." Sorry.
>
> I would suggest that a better specification of the model and the
> constraints may elicit better and faster responses.

I think you were essentially right the first time, Bert.  If you want
two beta's to be the same, for a factor, you should just collapse
those two levels of the factor into one.  Is it not so?

     cheers,

         Rolf
>
> -- Bert
>
> On Mon, Aug 15, 2011 at 3:53 PM, Bert Gunter<bgunter at gene.com>  wrote:
>> I don't know the answer in general, but for the specific constraint of
>> two coefficients being the same, I would assume that you should create
>> a new covariate which is the sum of the two individual ones and fit
>> this single combined covariate instead of the two separate ones.
>>
>> Cheers,
>> Bert
>>
>> On Mon, Aug 15, 2011 at 2:20 PM, Essers, Jonah
>> <Jonah.Essers at childrens.harvard.edu>  wrote:
>>> I have been using the mlogit package but can't seem to figure out how to make constraints on the beta coefficients.
>>> For example, I would like to force that two of my beta's are equal to each other.
>>>



More information about the R-help mailing list