No articles match
Baseline-category logit models6 months ago
$$\ln\frac | References
Conditional logit models6 months ago
$$\ln\frac | References
Bias reduction using Firth's penalized likelihood technique6 months ago
Application of the technique to conditional and baseline logit models | In case of the models supported by the mclogit package, the difference betweenFirth's PML technique and conventional ML estimation is that it solves for eachcoefficient $\alpha_q$ the modified gradient equation$$0 | U^*(\alpha_q) | \frac{\partial\ell}{\partial\alpha_q}+\frac12\mathrm{tr}\left((\boldsymbol{X}'\boldsymbol{W}\boldsymbol{X})^{-1}\boldsymbol{X}'\frac{\partial\boldsymbol{W}}{\partial\alpha_q}\boldsymbol{X}\right)$$instead of$$0 | U(\alpha_q) | Like the conventional MLE, the mclogit package uses an IWLS-algorithm,however, using a modified working response vector with elements$$y_{ij}^* | \boldsymbol{x}{ij}'\boldsymbol{\alpha} +\frac{y{ij}-\pi_{ij}}{\pi_{ij}}+\frac12\sum_r\sum_s\zeta_{ij,rs}I^{(r,s)}$$where $I^{(r,s)}$ is the $r,s$ element of$(\boldsymbol{X}'\boldsymbol{W}\boldsymbol{X})^{-1}$and$$\begin{aligned}\zeta_{ij,rs}&=(x_{ijr}-\sum_kx_{ikr}\pi_{ik})(x_{ijs}-\sum_l\pi_{il}x_{ils}) | A comparison of results obtained with other packages | References
The IWLS algorithm used to fit conditional logit models6 months ago
$$\frac | \sum_ | \sum_{i,j}\boldsymbol{x}{ij}(n{ij}-n_{i+}\pi_{ij}) | \sum_{i,j}\boldsymbol{x}{ij}n{i+}(y_{ij}-\pi_{ij}) | $$\frac | \sum_ | \sum_{i,j,k}\boldsymbol{x}{ij}n{i+}(\delta_{jk}-\pi_{ij}\pi_{ik})\boldsymbol{x}_{ij}' | $$\boldsymbol | \boldsymbol | \left(\frac | $$\boldsymbol | \boldsymbol{X}'\boldsymbol{W}\boldsymbol{X}\boldsymbol{\alpha}^{(s)}+\boldsymbol{X}'\boldsymbol{N}(\boldsymbol{y}-\boldsymbol{\pi}) | \boldsymbol{X}'\boldsymbol{W}\left(\boldsymbol{X}\boldsymbol{\alpha}^{(s)}+\boldsymbol{W}^-\boldsymbol{N}(\boldsymbol{y}-\boldsymbol{\pi})\right) | $$\boldsymbol | $$y_ | References
Generating Tables of Descriptive Statistics2 years ago
Motivation | Creating Tables of Descriptive Statistics | Formatting Tables of Descriptive Statistics
Analysing the American National Election Study of 19482 years ago
Introduction | Reading in a "portable" SPSS data file | Reading in a subset of the data | Analysis | Some descriptive analyses | Logit modelling of candidate choice
Handling questionnaire items2 years ago
Motivation | Standard attributes of survey items | Value labels | Missing values | Other attributes of survey items | Codebooks of survey items | Data sets: Containers of survey items | The structure of "data.set" objects | Manipulating data in data sets | Codebooks of data sets | Translating data sets into data frames | More tools for data preparation | Recoding | Case distinctions
Tables of model estimates2 years ago
Metric unfolding with "munfold"2 years ago
Approximate Inference for Multinomial Logit Models with Random Effects2 years ago
The problem | $$\mathcal{L}_{\text{cpl}}(\boldsymbol{y},\boldsymbol{b}) | $$\mathcal{L}_{\text{obs}}(\boldsymbol{y}) | \int\exp\left(\ell_ | The Laplace approximation and PQL | Laplace approximation | $$\ell_{\text{cpl}}(\boldsymbol{y},\boldsymbol{b})\approx\ell(\boldsymbol{y}|\tilde{\boldsymbol{b}};\boldsymbol{\alpha}) | $$\ell^*_ | \ln\int \exp(\ell_ | \ell(\boldsymbol{y}|\tilde{\boldsymbol{b}};\boldsymbol{\alpha}) | \frac12\tilde | \frac12\ln\det(\boldsymbol{\Sigma}) | Penalized quasi-likelihood (PQL) | $$\begin | The Solomon-Cox approximation and MQL | The Solomon-Cox approximation | $$\ell_ | $$\ln\int \exp(\ell_ | \ell(\boldsymbol{y}|\boldsymbol{0};\boldsymbol{\alpha}) | \frac12\boldsymbol{g}_0'\left(\boldsymbol{H}_0+\boldsymbol{\Sigma}^{-1}\right)^{-1}\boldsymbol{g}_0 | Marginal quasi-likelhood (MQL) | References
Random effects in baseline logit models and conditional logit models2 years ago
References
The relation between baseline logit and conditional logit models2 years ago
Importing data from SPSS and Stata3 years ago
Motivation | The role of "importer" objects | Importing data from SPSS files | Importing from a SPSS "system" file | Import from a SPSS "portable" file | Import from a fixed-width file accompanied by SPSS syntax | Importing data from a Stata file
Combining flattened contingency tables (and other tables)3 years ago