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 Vilma posted on Thursday, May 31, 2007 - 10:37 pm
We are working on a project where the aim is to find the probability to respond to a particular ad campaign. We have a categorical dependent variable having 5 categories i.e. 4 ad campaigns which are not intrinsically ordered and a fifth which is Non response towards any of the ads. We run a model in SAS with various independent variables.

Here we are facing with certain issues

1) There is a bias towards the Non response of the campaign (We tried to reduce the bias by adding weights in our model).

2) Model Building Issues

Dummy Output
Parameter ADS Estimate Pr>Chi Sq
Intercept AD1 -7.3657 <.0001
Intercept AD2 -6.0348 <.0001
Intercept AD3 -7.3328 <.0001
Intercept AD4 -7.8386 <.0001
IV_1 AD1 -0.0240 0.5528
IV_1 AD2 -0.0600 0.7319
IV_1 AD3 0.0566<.0001
IV_1 AD4 0.0581 0.1931
IV_2 AD1 0.4249 <.0001
IV_2 AD2 0.6094 0.1931
IV_2 AD3 0.0497 <.0001
IV_2 AD4 0.0331 <.0001

There are some categories which are insignificant. For example in IV1 we have categories AD1, AD2,AD4 insignificant should we be dropping the variable altogether from our analysis since some of the categories are insignificant. If not kindly suggest appropriate method to follow.

I request you to please provide us with some insights.

Vilma
 Linda K. Muthen posted on Monday, June 04, 2007 - 10:55 am
This forum is geared toward Mplus not other statistical programs. It would be necessary to know a lot more about your research to give you suggestions and Mplus Discussion is not able to help to that extent.
 Sara May posted on Saturday, October 31, 2009 - 5:39 pm
I am running a multinomial logistic regression in Mplus. Could you please help me with the following information:

1) One of the predictor variables is ordinal. If I define this variable as ordered categorical in Mplus, how does Mplus handle this level of measurement when estimating the regression model? Would the variable be treated as if it had interval level of measurement? Or, should it be better represented by a set of dummy variables (as is typical in other software).

2) Is it possible to run a hierarchical regression model in Mplus? I.e., add one set of predictor variables in step 1 and another set of variables subsequently. If so, what coefficients does Mplus provide to estimate the improvement in model fit? I wasn't able to find indexes that are typically included in other software (e.g., Pseudo R^2). Could you please recommend papers that have used multinomial logistic regression in Mplus?

Thanks so much!
 Amir Sariaslan posted on Saturday, October 31, 2009 - 7:28 pm
Sara,

1) Predictor variables are not defined in Mplus. Both of your proposed approaches are discussed here: http://www.stat.columbia.edu/~cook/movabletype/archives/2009/10/coding_ordinal.html

2) Mplus does multilevel models ("hierarchical regression") but I presume that's not what you're looking for. Testing model fit in a step-wise fashion can be done through likelihood ratio testing. As for references, LCA/LCGA/GMM models with predictors will include a multinomial regression component. Just have a look under "Papers" on the Statmodel website.

/Amir
 Linda K. Muthen posted on Sunday, November 01, 2009 - 9:45 am
1) In regression, covariates can be binary or continuous. In both cases, they are treated as continuous. You can leave the ordinal variable as it is or create a set of dummy variables. The CATEGORICAL option is for dependent variables.

2) Mplus does not have stepwise regression.
 fritz posted on Thursday, June 17, 2010 - 9:35 am
Hello,

I've got quite a simple multinomial logistic regression model (like example 3.6 in the User's Guide).

My nominal variable has three unordered categories, however, and I understand that the last category is taken as the reference group. Thus, I'got odds ratios for group 1 vs. group 3 and group 2 vs. group 3. But what about testing group 1 vs. group 2? Do I have to run seperate logistic regressions with dummy-coded outcomes to test each group agains each other? Or is there a way to calculate odds ratios for group 1 vs. group 2 from the results of my multinomial RA?

Thanks in advance!
 Linda K. Muthen posted on Thursday, June 17, 2010 - 10:32 am
We usually give these alternatives. I would need more information to understand why you are not getting them. Please send the full output and your license number to support@statmodel.com.
 Edith posted on Friday, June 17, 2011 - 11:52 am
Hello Linda,

I have two questions regarding multinomial regression (they are very similar to the questions raised in this thread before, however, I did not find an answer so far):

1. Mplus output of example 3.6 shows the estimates and the odds for Kat#1 vs Kat#3 and Kat#2 vs Kat#3 (the nominal dependent variable has three unordered categories). However, is there a way to receive the values for Kat#1 vs Kat#2?

2. Does Mplus provide a (pseudo) R-square for the nominal dependent variable (like Nagelkerke or McFadden or Cox&Snell)? The output of example 3.6 does not show a R-square. Is there a way for Mplus to calculate it?

Thank you very much for your help!
 Linda K. Muthen posted on Friday, June 17, 2011 - 1:15 pm
1. Class 3 is the reference category. You would need to change the reference category using the DEFINE command to make category two the last category.

2. No.
 Yijie Wang posted on Monday, October 24, 2011 - 9:19 am
Hi Dr. Muthen,

I'm conducting a multinomial logistic regression in a nested data. My syntax is as follows:

usevariables are c_rlow prstrand;
nominal is c_rlow;
cluster is feeder;

ANALYSIS: type=complex;

MODEL: c_rlow on prstrand;

OUTPUT: standardized CINTERVAL ;

Strangely, in the STDYX results, all the coefficients are either 1 or -1, with p-value as 999.00. I know that I should look at the unstandardized results. But this strange output in STDYX makes me wonder if my model is running correctly. Would you please help me with this issue? Thank you very much!
 Bengt O. Muthen posted on Monday, October 24, 2011 - 8:36 pm
You don't want to use STDYX when the DV (that is Y) is nominal. STDX or raw results should be used.
 Yijie Wang posted on Monday, October 24, 2011 - 10:07 pm
Hi Dr. Muthen,

Thank you for your response! I have one more following up question. So I don't need to be concerned about the strange coefficients and p-values in STDXY ouput? Thank you!
 Linda K. Muthen posted on Tuesday, October 25, 2011 - 2:47 pm
You should ignore STDYX with nominal outcomes.
 Yijie Wang posted on Tuesday, October 25, 2011 - 2:57 pm
Hi Dr. Muthen,

I got it. Thank you very much for your help!
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