I want to get the logLik to calculate McFadden.R2 ,ML.R2 and Cragg.Uhler.R2, but the value from multinom does not have logLik.So my quetion is : is logLik meaningful to multinomial logistic model from multinom?If it does, how can I get it? Thank you! ps: I konw VGAM has function to get the multinomial logistic model with logLik, but I prefer use the function from "official" R packages . -- ronggui Deparment of Sociology Fudan University
does multinomial logistic model from multinom (nnet) has logLik?
7 messages · John Fox, ronggui, Brian Ripley
On Wed, 22 Feb 2006, ronggui wrote:
I want to get the logLik to calculate McFadden.R2 ,ML.R2 and Cragg.Uhler.R2, but the value from multinom does not have logLik.So my quetion is : is logLik meaningful to multinomial logistic model from multinom?If it does, how can I get it?
From the help page:
Value:
A 'nnet' object with additional components:
deviance: the residual deviance.
So it has a residual deviance. That is -2 log Lik in many cases (but not
if the argument 'summ' is used)
Thank you! ps: I konw VGAM has function to get the multinomial logistic model with logLik, but I prefer use the function from "official" R packages . -- ronggui Deparment of Sociology Fudan University
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
So it's valid to get logLik (deviance/-2) when the summ argument is unused? Thank you. 2006/2/22, Prof Brian Ripley <ripley at stats.ox.ac.uk>:
On Wed, 22 Feb 2006, ronggui wrote:
I want to get the logLik to calculate McFadden.R2 ,ML.R2 and Cragg.Uhler.R2, but the value from multinom does not have logLik.So my quetion is : is logLik meaningful to multinomial logistic model from multinom?If it does, how can I get it?
From the help page:
Value:
A 'nnet' object with additional components:
deviance: the residual deviance.
So it has a residual deviance. That is -2 log Lik in many cases (but not
if the argument 'summ' is used)
Thank you! ps: I konw VGAM has function to get the multinomial logistic model with logLik, but I prefer use the function from "official" R packages . -- ronggui Deparment of Sociology Fudan University
-- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
-- »ÂÆÂÈÂÙ¹Âó Deparment of Sociology Fudan University
Dear ronggui, You could use deviance(). Regards, John -------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox --------------------------------
-----Original Message----- From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of ronggui Sent: Wednesday, February 22, 2006 7:36 AM To: r-help help Subject: [R] does multinomial logistic model from multinom (nnet) has logLik? I want to get the logLik to calculate McFadden.R2 ,ML.R2 and Cragg.Uhler.R2, but the value from multinom does not have logLik.So my quetion is : is logLik meaningful to multinomial logistic model from multinom?If it does, how can I get it? Thank you! ps: I konw VGAM has function to get the multinomial logistic model with logLik, but I prefer use the function from "official" R packages . -- ronggui Deparment of Sociology Fudan University
______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Here is a function for calculating the measures of fit for
multinomial logistic model (using nnet::multinom).If anything wrong ,I
hope experts point it out.Thank you.
fitstat <- function(object) {
#thanks Ripley, B. D. for telling how to get the LogLik and when is invalid.
{if (!is.null(object$call$summ) && !identical(object$call$summ,0))
stop("when 'summ' argument is not zero,can NOT get Loglik") }
object.base <- update(object,.~1,trace=FALSE)
dev.base <- deviance(object.base) ; L.base <- - dev.base/2
dev.full <- deviance(object) ; L.full <- - dev.full/2
G2 <- dev.base - dev.full
df <- object$edf - object.base$edf
LR.test.p <- pchisq(G2,df,lower=F)
aic <- object$AIC
n<-dim(object$residuals)[1]
#get the predict value to cal count R2
pre <- predict(object,type="class")
y <- eval.parent(object$call$data)[,as.character(object$call$formula[[2]])]
if (!identical(length(y),length(pre))) stop("Length not matched.")
tab <- table(y,pre)
if (!identical(dim(tab)[1],dim(tab)[2])) stop("pred and y have diff nlevels")
ad <- max(rowSums(tab))#max of row sum
#cal R2
ML.R2 <- 1-exp(-G2/n)
McFadden.R2 <- 1-(L.full/L.base)
McFadden.Adj.R2 <- 1-((L.full-mod$edf)/L.base)
Cragg.Uhler.R2 <- ML.R2/(1-exp(2*L.base/n))
Count.R2 <- sum(diag(tab))/sum(tab)
Count.adj.R2 <- (sum(diag(tab))-ad)/(sum(tab)-ad)
#get the result
res<-list(LR=G2,df=df,LR.test.p =LR.test.p
,aic=aic,ML.R2=ML.R2,Cragg.Uhler.R2=Cragg.Uhler.R2,McFadden.R2
=McFadden.R2 ,McFadden.Adj.R2=McFadden.Adj.R2,Count.R2=Count.R2,Count.adj.R2=Count.adj.R2)
#print the result
cat("\n",
paste(rep("-",21)),
"\n The Fitstats are : \n",
sprintf("G2(%d) = %f",df,G2),
" ,Prob ",format.pval(LR.test.p),
"\n",sprintf("AIC = %f",aic),
sprintf(",ML.R2 = %f \n",ML.R2),
paste(rep("-",21)),"\n",
sprintf("Cragg.Uhler.R2 = %f \n",Cragg.Uhler.R2),
sprintf("McFadden.R2 = %f \n",McFadden.R2),
sprintf("McFadden.Adj.R2 = %f \n",McFadden.Adj.R2),
sprintf("Count.R2 = %f \n",Count.R2),
sprintf("Count.adj.R2 = %f \n",Count.adj.R2),
"\n Note:The maxinum of ML R2 is less than 1 \n",
paste(rep("-",21)),"\n")
invisible(res)
}
#example
require(nnet)
data(mexico,package="Zelig")
mod <- multinom(vote88 ~ pristr + othcok + othsocok,mexico)
summary(mod,cor=F)
fitstat(mod)
#reference:
#J. SCOTT LONG and JEREMY FREESE,REGRESSION MODELS FOR CATEGORICAL
DEPENDENT VARIABLES USING STATA.
fitstat(mod)
- - - - - - - - - - - - - - - - - - - - - The Fitstats are : G2(6) = 381.351620 ,Prob < 2.22e-16 AIC = 2376.571142 ,ML.R2 = 0.244679 - - - - - - - - - - - - - - - - - - - - - Cragg.Uhler.R2 = 0.282204 McFadden.R2 = 0.139082 McFadden.Adj.R2 = 0.133247 Count.R2 = 0.596026 Count.adj.R2 = 0.123003 Note:The maxinum of ML R2 is less than 1 - - - - - - - - - - - - - - - - - - - - - ÂÔÂÚ 06-2-22£¬ronggui<ronggui.huang at gmail.com> ÂôµÂÀ£º
So it's valid to get logLik (deviance/-2) when the summ argument is unused? Thank you. 2006/2/22, Prof Brian Ripley <ripley at stats.ox.ac.uk>:
On Wed, 22 Feb 2006, ronggui wrote:
I want to get the logLik to calculate McFadden.R2 ,ML.R2 and Cragg.Uhler.R2, but the value from multinom does not have logLik.So my quetion is : is logLik meaningful to multinomial logistic model from multinom?If it does, how can I get it?
From the help page:
Value:
A 'nnet' object with additional components:
deviance: the residual deviance.
So it has a residual deviance. That is -2 log Lik in many cases (but not
if the argument 'summ' is used)
Thank you! ps: I konw VGAM has function to get the multinomial logistic model with logLik, but I prefer use the function from "official" R packages . -- ronggui Deparment of Sociology Fudan University
-- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
-- »ÂÆÂÈÂÙ¹Âó Deparment of Sociology Fudan University
-- ronggui Deparment of Sociology Fudan University
1 day later
Please note, I told you that the deviance was minus twice log-likelihood unless summ > 0. I had not checked the latter case, where it is not obvious, but I did not say it was invalid. In fact the answer is to be found on p.203 of MASS4 (we do ask people to read the supporting documentation), and this is valid also for summ > 0. I will add a comment to the help file.
On Wed, 22 Feb 2006, ronggui wrote:
Here is a function for calculating the measures of fit for
multinomial logistic model (using nnet::multinom).If anything wrong ,I
hope experts point it out.Thank you.
fitstat <- function(object) {
#thanks Ripley, B. D. for telling how to get the LogLik and when is invalid.
{if (!is.null(object$call$summ) && !identical(object$call$summ,0))
stop("when 'summ' argument is not zero,can NOT get Loglik") }
object.base <- update(object,.~1,trace=FALSE)
dev.base <- deviance(object.base) ; L.base <- - dev.base/2
dev.full <- deviance(object) ; L.full <- - dev.full/2
G2 <- dev.base - dev.full
df <- object$edf - object.base$edf
LR.test.p <- pchisq(G2,df,lower=F)
aic <- object$AIC
n<-dim(object$residuals)[1]
#get the predict value to cal count R2
pre <- predict(object,type="class")
y <- eval.parent(object$call$data)[,as.character(object$call$formula[[2]])]
if (!identical(length(y),length(pre))) stop("Length not matched.")
tab <- table(y,pre)
if (!identical(dim(tab)[1],dim(tab)[2])) stop("pred and y have diff nlevels")
ad <- max(rowSums(tab))#max of row sum
#cal R2
ML.R2 <- 1-exp(-G2/n)
McFadden.R2 <- 1-(L.full/L.base)
McFadden.Adj.R2 <- 1-((L.full-mod$edf)/L.base)
Cragg.Uhler.R2 <- ML.R2/(1-exp(2*L.base/n))
Count.R2 <- sum(diag(tab))/sum(tab)
Count.adj.R2 <- (sum(diag(tab))-ad)/(sum(tab)-ad)
#get the result
res<-list(LR=G2,df=df,LR.test.p =LR.test.p
,aic=aic,ML.R2=ML.R2,Cragg.Uhler.R2=Cragg.Uhler.R2,McFadden.R2
=McFadden.R2 ,McFadden.Adj.R2=McFadden.Adj.R2,Count.R2=Count.R2,Count.adj.R2=Count.adj.R2)
#print the result
cat("\n",
paste(rep("-",21)),
"\n The Fitstats are : \n",
sprintf("G2(%d) = %f",df,G2),
" ,Prob ",format.pval(LR.test.p),
"\n",sprintf("AIC = %f",aic),
sprintf(",ML.R2 = %f \n",ML.R2),
paste(rep("-",21)),"\n",
sprintf("Cragg.Uhler.R2 = %f \n",Cragg.Uhler.R2),
sprintf("McFadden.R2 = %f \n",McFadden.R2),
sprintf("McFadden.Adj.R2 = %f \n",McFadden.Adj.R2),
sprintf("Count.R2 = %f \n",Count.R2),
sprintf("Count.adj.R2 = %f \n",Count.adj.R2),
"\n Note:The maxinum of ML R2 is less than 1 \n",
paste(rep("-",21)),"\n")
invisible(res)
}
#example
require(nnet)
data(mexico,package="Zelig")
mod <- multinom(vote88 ~ pristr + othcok + othsocok,mexico)
summary(mod,cor=F)
fitstat(mod)
#reference:
#J. SCOTT LONG and JEREMY FREESE,REGRESSION MODELS FOR CATEGORICAL
DEPENDENT VARIABLES USING STATA.
fitstat(mod)
- - - - - - - - - - - - - - - - - - - - - The Fitstats are : G2(6) = 381.351620 ,Prob < 2.22e-16 AIC = 2376.571142 ,ML.R2 = 0.244679 - - - - - - - - - - - - - - - - - - - - - Cragg.Uhler.R2 = 0.282204 McFadden.R2 = 0.139082 McFadden.Adj.R2 = 0.133247 Count.R2 = 0.596026 Count.adj.R2 = 0.123003 Note:The maxinum of ML R2 is less than 1 - - - - - - - - - - - - - - - - - - - - - ???? 06-2-22????ronggui<ronggui.huang at gmail.com> ????????????
So it's valid to get logLik (deviance/-2) when the summ argument is unused? Thank you. 2006/2/22, Prof Brian Ripley <ripley at stats.ox.ac.uk>:
On Wed, 22 Feb 2006, ronggui wrote:
I want to get the logLik to calculate McFadden.R2 ,ML.R2 and Cragg.Uhler.R2, but the value from multinom does not have logLik.So my quetion is : is logLik meaningful to multinomial logistic model from multinom?If it does, how can I get it?
From the help page:
Value:
A 'nnet' object with additional components:
deviance: the residual deviance.
So it has a residual deviance. That is -2 log Lik in many cases (but not
if the argument 'summ' is used)
Thank you! ps: I konw VGAM has function to get the multinomial logistic model with logLik, but I prefer use the function from "official" R packages . -- ronggui Deparment of Sociology Fudan University
-- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
-- ???????????? Deparment of Sociology Fudan University
-- ronggui Deparment of Sociology Fudan University
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
I should ues "Not obvious " instead of "invalid", this is my mistake. 2006/2/24, Prof Brian Ripley <ripley at stats.ox.ac.uk>:
Please note, I told you that the deviance was minus twice log-likelihood unless summ > 0. I had not checked the latter case, where it is not obvious, but I did not say it was invalid. In fact the answer is to be found on p.203 of MASS4 (we do ask people to read the supporting documentation), and this is valid also for summ > 0.
I did read the help page in nnet.And MASS4 is not avaivable just now :( I will check that when I can.
I will add a comment to the help file.
appreciate!
On Wed, 22 Feb 2006, ronggui wrote:
Here is a function for calculating the measures of fit for
multinomial logistic model (using nnet::multinom).If anything wrong ,I
hope experts point it out.Thank you.
fitstat <- function(object) {
#thanks Ripley, B. D. for telling how to get the LogLik and when is not obvious.
{if (!is.null(object$call$summ) && !identical(object$call$summ,0))
stop("when 'summ' argument is not zero,can NOT get Loglik") }
object.base <- update(object,.~1,trace=FALSE)
dev.base <- deviance(object.base) ; L.base <- - dev.base/2
dev.full <- deviance(object) ; L.full <- - dev.full/2
G2 <- dev.base - dev.full
df <- object$edf - object.base$edf
LR.test.p <- pchisq(G2,df,lower=F)
aic <- object$AIC
n<-dim(object$residuals)[1]
#get the predict value to cal count R2
pre <- predict(object,type="class")
y <- eval.parent(object$call$data)[,as.character(object$call$formula[[2]])]
if (!identical(length(y),length(pre))) stop("Length not matched.")
tab <- table(y,pre)
if (!identical(dim(tab)[1],dim(tab)[2])) stop("pred and y have diff nlevels")
ad <- max(rowSums(tab))#max of row sum
#cal R2
ML.R2 <- 1-exp(-G2/n)
McFadden.R2 <- 1-(L.full/L.base)
McFadden.Adj.R2 <- 1-((L.full-mod$edf)/L.base)
Cragg.Uhler.R2 <- ML.R2/(1-exp(2*L.base/n))
Count.R2 <- sum(diag(tab))/sum(tab)
Count.adj.R2 <- (sum(diag(tab))-ad)/(sum(tab)-ad)
#get the result
res<-list(LR=G2,df=df,LR.test.p =LR.test.p
,aic=aic,ML.R2=ML.R2,Cragg.Uhler.R2=Cragg.Uhler.R2,McFadden.R2
=McFadden.R2 ,McFadden.Adj.R2=McFadden.Adj.R2,Count.R2=Count.R2,Count.adj.R2=Count.adj.R2)
#print the result
cat("\n",
paste(rep("-",21)),
"\n The Fitstats are : \n",
sprintf("G2(%d) = %f",df,G2),
" ,Prob ",format.pval(LR.test.p),
"\n",sprintf("AIC = %f",aic),
sprintf(",ML.R2 = %f \n",ML.R2),
paste(rep("-",21)),"\n",
sprintf("Cragg.Uhler.R2 = %f \n",Cragg.Uhler.R2),
sprintf("McFadden.R2 = %f \n",McFadden.R2),
sprintf("McFadden.Adj.R2 = %f \n",McFadden.Adj.R2),
sprintf("Count.R2 = %f \n",Count.R2),
sprintf("Count.adj.R2 = %f \n",Count.adj.R2),
"\n Note:The maxinum of ML R2 is less than 1 \n",
paste(rep("-",21)),"\n")
invisible(res)
}
#example
require(nnet)
data(mexico,package="Zelig")
mod <- multinom(vote88 ~ pristr + othcok + othsocok,mexico)
summary(mod,cor=F)
fitstat(mod)
#reference:
#J. SCOTT LONG and JEREMY FREESE,REGRESSION MODELS FOR CATEGORICAL
DEPENDENT VARIABLES USING STATA.
fitstat(mod)
- - - - - - - - - - - - - - - - - - - - - The Fitstats are : G2(6) = 381.351620 ,Prob < 2.22e-16 AIC = 2376.571142 ,ML.R2 = 0.244679 - - - - - - - - - - - - - - - - - - - - - Cragg.Uhler.R2 = 0.282204 McFadden.R2 = 0.139082 McFadden.Adj.R2 = 0.133247 Count.R2 = 0.596026 Count.adj.R2 = 0.123003 Note:The maxinum of ML R2 is less than 1 - - - - - - - - - - - - - - - - - - - - - ÂÔÂÚ 06-2-22£¬ronggui<ronggui.huang at gmail.com> ÂôµÂÀ£º
So it's valid to get logLik (deviance/-2) when the summ argument is unused? Thank you. 2006/2/22, Prof Brian Ripley <ripley at stats.ox.ac.uk>:
On Wed, 22 Feb 2006, ronggui wrote:
I want to get the logLik to calculate McFadden.R2 ,ML.R2 and Cragg.Uhler.R2, but the value from multinom does not have logLik.So my quetion is : is logLik meaningful to multinomial logistic model from multinom?If it does, how can I get it?
From the help page:
Value:
A 'nnet' object with additional components:
deviance: the residual deviance.
So it has a residual deviance. That is -2 log Lik in many cases (but not
if the argument 'summ' is used)
Thank you! ps: I konw VGAM has function to get the multinomial logistic model with logLik, but I prefer use the function from "official" R packages . -- ronggui Deparment of Sociology Fudan University
-- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
-- »ÂÆÂÈÂÙ¹Âó Deparment of Sociology Fudan University
-- ronggui Deparment of Sociology Fudan University
-- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
-- »ÂÆÂÈÂÙ¹Âó Deparment of Sociology Fudan University