On Jan 6, 2011, at 11:06 AM, Sören Vogel wrote:
Hello, after calculating a multinomial logit regression on my data, I
compared the output to an output retrieved with SPSS 18 (Mac). The
coefficients appear to be the same, but the logLik (and therefore fit)
values differ widely. Why?
The likelihood is arbitrary. It is the difference in likelihoods that
is important and in this respect the answers you got from the two
software packages (delta deviance= 5.22) is equivalent. If you run
logistic models with individual records versus using grouped data for
equivalent models with the same software, the reported deviance will
be widely different but the comparison of nested models will imply the
same inferential conclusions.
--
David.
The regression in R:
set.seed(1234)
df <- data.frame(
"y"=factor(sample(LETTERS[1:3], 143, repl=T, prob=c(4, 1, 10))),
"a"=sample(1:5, 143, repl=T),
"b"=sample(1:7, 143, repl=T),
"c"=sample(1:2, 143, repl=T)
)
library(nnet)
mod1 <- multinom(y ~ ., data=df, trace=F)
deviance(mod1) # 199.0659
mod0 <- update(mod1, . ~ 1, trace=FALSE)
deviance(mod0) # 204.2904
Output data and syntax for SPSS:
df2 <- df
df2[, 1] <- as.numeric(df[, 1])
write.csv(df2, file="dfxy.csv", row.names=F, na="")
syntaxfile <- "dfxy.sps"
cat('GET DATA
/TYPE=TXT
/FILE=\'', getwd(), '/dfxy.csv\'
/DELCASE=LINE
/DELIMITERS=","
/QUALIFIER=\'"\'
/ARRANGEMENT=DELIMITED
/FIRSTCASE=2
/IMPORTCASE=ALL
/VARIABLES=
y "F1.0"
a "F8.4"
b "F8.4"
c "F8.4".
CACHE.
EXECUTE.
DATASET NAME DataSet1 WINDOW=FRONT.
VALUE LABELS
/y 1 "A" 2 "B" 3 "C".
EXECUTE.
NOMREG y (BASE=1 ORDER=ASCENDING) WITH a b c
/CRITERIA CIN(95) DELTA(0) MXITER(100) MXSTEP(5) CHKSEP(20)
LCONVERGE(0) PCONVERGE(0.000001)
SINGULAR(0.00000001)
/MODEL
/STEPWISE=PIN(.05) POUT(0.1) MINEFFECT(0) RULE(SINGLE)
ENTRYMETHOD(LR) REMOVALMETHOD(LR)
/INTERCEPT=INCLUDE
/PRINT=FIT PARAMETER SUMMARY LRT CPS STEP MFI IC.
', file=syntaxfile, sep="", append=F)
-> Loglik0: 135.02
-> Loglik1: 129.80
Thanks, Sören
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David Winsemius, MD
West Hartford, CT
______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
