[R] multinomial probabilities with mlogit

Rolf Turner r.turner at auckland.ac.nz
Mon Mar 30 21:07:05 CEST 2015

Reproducible example???


Rolf Turner

P.S.  Where does "mlogit" come from?  Note fortune(182).

R. T.

On 31/03/15 06:46, Ingrid Charvet wrote:
> Hello,
> When fitting a logit multinomial model with "mlogit" I can retrieve
> the response probabilities using fit$fitted.values (for a given
> object "fit")
> However, I am trying to calculate those response probabilities myself
> using the maximum likelihood estimates (i.e. fit$coefficients) given
> by mlogit.
> I have used the model given in Agresti (2002):
> Prob_j(x) = exp( linearpredictor_j(x) ) / (1 + sum
> (linearpredictor(x)))
> Which is for a category j the exponential of the linear predictor for
> category j divided by 1 + the sum of all logits across categories,
> aside from the reference category.
> But I cannot get my fitted probabilities calculated using this
> equation to match the output of mlogit fit$fitted values.
> Can anyone tell me how those fitted values are calculated? Or point
> me to the corresponding documentation (which I cannot seem to find by
> googling!)

Rolf Turner
Technical Editor ANZJS
Department of Statistics
University of Auckland
Phone: +64-9-373-7599 ext. 88276
Home phone: +64-9-480-4619

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