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Proper use of Multinomial logit regression http://forum.alglib.net/viewtopic.php?f=2&t=318 |
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Author: | BrotherOdin [ Fri Mar 11, 2011 2:10 pm ] | ||
Post subject: | Proper use of Multinomial logit regression | ||
I am looking for the proper way to generate the Multinomial logit regression. My data set is based on a survey responses which vary from 1 to 7 from Most Disatisfied to Most Satisfied. I was given SPSS syntax to validate the output that we need to calculate using an external library. In this case, I am hoping to make use of this library for it. The SPSS syntax is: plum satscore with score1 score2 score3 /link = logit /print = parameter summary tparallel. Data: {6.0, 6.0, 7.0, 6.0} ,{5.0, 6.0, 7.0, 5.0} ,{4.0, 6.0, 7.0, 4.0} ,{7.0, 6.0, 7.0, 5.0} ,{6.0, 6.0, 7.0, 6.0} ,{7.0, 6.0, 7.0, 6.0} ,{5.0, 5.0, 7.0, 6.0} ,{7.0, 5.0, 7.0, 5.0} ,{4.0, 6.0, 6.0, 5.0} ,{5.0, 6.0, 7.0, 5.0} ,{5.0, 6.0, 7.0, 3.0} ,{5.0, 6.0, 7.0, 3.0} ,{6.0, 7.0, 6.0, 4.0} ,{6.0, 6.0, 6.0, 4.0} ,{5.0, 6.0, 6.0, 5.0} ,{7.0, 6.0, 6.0, 6.0} ,{4.0, 6.0, 7.0, 1.0} ,{6.0, 6.0, 7.0, 6.0} ,{5.0, 6.0, 6.0, 4.0} ,{4.0, 5.0, 5.0, 2.0} ,{7.0, 7.0, 7.0, 5.0} ,{5.0, 7.0, 7.0, 5.0} ,{7.0, 7.0, 7.0, 6.0} ,{6.0, 6.0, 6.0, 5.0} ,{3.0, 6.0, 6.0, 0.0} {score1, score2, score3, satscore} Score 1 to 3 have been left unmodified in their respective ranges from 1 to 7, but following the instructions I have adjusted satscore to a range from 0 to 6 (rather than 1 to 7). Code: int nAttributes = 3; int nSamples = 25; int nClasses = 7; double[,] tsData = new double[25, 4] { {6.0, 6.0, 7.0, 6.0} ,{5.0, 6.0, 7.0, 5.0} ,{4.0, 6.0, 7.0, 4.0} ,{7.0, 6.0, 7.0, 5.0} ,{6.0, 6.0, 7.0, 6.0} ,{7.0, 6.0, 7.0, 6.0} ,{5.0, 5.0, 7.0, 6.0} ,{7.0, 5.0, 7.0, 5.0} ,{4.0, 6.0, 6.0, 5.0} ,{5.0, 6.0, 7.0, 5.0} ,{5.0, 6.0, 7.0, 3.0} ,{5.0, 6.0, 7.0, 3.0} ,{6.0, 7.0, 6.0, 4.0} ,{6.0, 6.0, 6.0, 4.0} ,{5.0, 6.0, 6.0, 5.0} ,{7.0, 6.0, 6.0, 6.0} ,{4.0, 6.0, 7.0, 1.0} ,{6.0, 6.0, 7.0, 6.0} ,{5.0, 6.0, 6.0, 4.0} ,{4.0, 5.0, 5.0, 2.0} ,{7.0, 7.0, 7.0, 5.0} ,{5.0, 7.0, 7.0, 5.0} ,{7.0, 7.0, 7.0, 6.0} ,{6.0, 6.0, 6.0, 5.0} ,{3.0, 6.0, 6.0, 0.0} }; alglib.logitmodel lm = new alglib.logitmodel(); alglib.mnlreport rep = new alglib.mnlreport(); int info = -1; alglib.mnltrainh(tsData, nSamples, nAttributes, nClasses, out info, out lm, out rep); The output I am looking for are the estimates for each score and thresholds for further analysis. The attached image has what I am looking for based on the SPSS output. At this point I am unclear what I can do to this model to obtain what I need. Any suggestions?
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Author: | Sergey.Bochkanov [ Mon Mar 14, 2011 2:31 pm ] |
Post subject: | Re: Proper use of Multinomial logit regression |
Hmm... As for now, ALGLIB doesn't calculate these coefficients. The only thing you can do is to calculate them using definition. |
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