Hi guys, hope you have a nice summer. I am wondering whether anybody knows
how Gary uses the notation for error term with two parts: systematic bias
and random errors, i.e., how he puts it in equation:
Yi = Xi*B + mui + ei ????
Thanks in advance.
Chunling
-----Original Message-----
From: gov2001-l-bounces(a)lists.fas.harvard.edu
[mailto:gov2001-l-bounces@lists.fas.harvard.edu] On Behalf Of Gary King
Sent: Thursday, February 10, 2005 10:59 PM
To: yanbo(a)sloan.mit.edu; gov2001-l(a)lists.fas.harvard.edu
Subject: Re: [gov2001-l] a question on multinominal logistic models
multinomial logit can be estimated as a series of independent logits (unless
you induce some parametric dependence). so the same issues apply.
the min number of observations per category depends only on whether you wind
up with perfect discrimination. in that case, the whole model falls apart
and its not identified (the constant term goes to infinity, and so the other
parameters can take on any value and you get the same likelihood).
Gary
On Thu, 10 Feb 2005, Yanbo Wang wrote:
Hi folks,
Sorry for troubling you guys. Hopefully somebody here can give me some
advice on
the method of multinominal logistic model. Your help
will be deeply
appreciated. Best, Yanbo
Question: What is the minimum number of observations required per category
given
n independent variables? Is the rule the same in MLR
as it is for a
logistic
regression model (~20 observations per independent
variable) for the
entire MLR
(i.e., all of the nominal categories combined) or,
since each nominal
category
is a separate equation, does that imply that the
number of observations
per
category be at least 20*(the number of independent
variables).
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