On Fri, 9 Jul 2010, Pindar wrote:
> when performing a multinomial logit estimation Gretl gives as
> fitted values a certain category for each id, which is nice.
> However, is there a quick way to get the estimated probabilities
> for each category and each id?
If I'm not mistaken, here's how you could get the probabilities
for the keane.inp example in the gretl package:
<script>
open keane.gdt
list reg = const educ exper expersq black
smpl (year=87 && ok(reg)) --restrict
logit status reg --multinomial
scalar k = nelem(reg)
matrix b2 = $coeff[1:k]
matrix b3 = $coeff[k+1:]
matrix X = {reg}
matrix Xb = exp(1~(X*b2)~(X*b3))
matrix Probs = Xb ./ sumr(Xb)
print Probs
</script>
> By the way, the command forecast in the multinomial logit window leads to a
> crash of Gretl.
Oops, thanks the report. That is not properly hooked up, so I've
disabled it for the moment.
> And for further development one could think of a "base" option,
> n'est pas?
Yes, probably.
Allin Cottrell
