constraining betas with mlogit package
Hi Rolf: Maybe. But I'm not sure whether the OP wants two levels of a single variable to have the same coefficient, or two different categorical variables in some way, or two different numeric variables, or... Maybe it's obvious, but I thought it fairer to the OP to make clear that I was not a reliable resource and that he needed to look elsewhere. And perhaps clarify what he's after. -- Bert
On Mon, Aug 15, 2011 at 4:13 PM, Rolf Turner <rolf.turner at xtra.co.nz> wrote:
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.
"Men by nature long to get on to the ultimate truths, and will often be impatient with elementary studies or fight shy of them. If it were possible to reach the ultimate truths without the elementary studies usually prefixed to them, these would not be preparatory studies but superfluous diversions." -- Maimonides (1135-1204) Bert Gunter Genentech Nonclinical Biostatistics