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    The number of categories of the nominal response. The number of subpopulations. The logit of response category j to response category k. The total number of nonredundant parameters in logit j after nr maximum likelihood estimation. The maximum likelihood estimate of p I j.

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    The number of categories of the nominal response. The number of subpopulations. The logit of response category j to response category k. The total number of nonredundant parameters in logit j after nr maximum likelihood estimation. The maximum likelihood estimate of p I j.

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    6 views1 page

    IBM Knowledge Center - Notation (Multinomial Logistic Regression Algorithms) PDF

    Uploaded by

    MFong Thong
    The number of categories of the nominal response. The number of subpopulations. The logit of response category j to response category k. The total number of nonredundant parameters in logit j after nr maximum likelihood estimation. The maximum likelihood estimate of p I j.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 1

    5/13/2015

    Notation(multinomiallogisticregressionalgorithms)

    Notation(multinomiallogisticregressionalgorithms)
    Thefollowingnotationisusedthroughoutthischapterunlessotherwisestated:
    Y

    Theresponsevariable,whichtakesintegervaluesfrom1to
    J.

    Thenumberofcategoriesofthenominalresponse.

    Thenumberofsubpopulations.
    A

    m p A matrixwithvectorelement x i ,theobservedvalues

    XA

    attheithsubpopulation,determinedbytheindependent
    variablesspecifiedinthecommand.

    m pmatrixwithvectorelement x i ,theobservedvaluesof

    thelocationmodelsindependentvariablesattheith
    subpopulation.

    fijs

    Thefrequencyweightforthesthobservationwhichbelongs
    tothecellcorrespondingtoY=jatsubpopulationi.

    nij

    Thesumoffrequencyweightsoftheobservationsthat
    belongtothecellcorrespondingtoY=jatsubpopulationi.

    Thesumofallnij s.

    ij

    ThecellprobabilitycorrespondingtoY=jatsubpopulationi.

    log ( i j / i k )

    Thelogitofresponsecategoryjtoresponsecategoryk.

    j = ( j1 , ... , j p )

    p 1vectorofunknownparametersinthejthlogit(i.e.,
    logitofresponsecategoryjtoresponsecategoryJ).

    Numberofparametersineachlogit.p1.

    pj

    Numberofnonredundantparametersinlogitjafter
    nr
    maximumlikelihoodestimation. p p 0.
    j

    p nr

    Thetotalnumberofnonredundantparametersafter
    J 1 nr
    maximumlikelihoodestimation. p n r =
    .
    j =1 p j

    nr

    B=

    ( 1 , ... , J 1 ) '

    ^
    B =
    ^
    ij

    ( ^ ,...,^ )
    1

    J 1

    ( J 1 ) p 1vectorofunknownparametersinthemodel.
    ThemaximumlikelihoodestimateofB.
    Themaximumlikelihoodestimateof i j

    CopyrightIBMCorporation1989,2012.

    http://www01.ibm.com/support/knowledgecenter/api/content/nl/enus/SSLVMB_21.0.0/com.ibm.spss.statistics.help/alg_nomreg_notation.htm

    1/1

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