Hi, I am trying to replicate a test in the Hosmer - Applied Logistic regression text (pp 289, 3rd ed) that uses a Multivariable Wald test to test the equality of coefficients across the 2 logits of a 3 category response multinomial model. I’d like to see whether (from a statistical standpoint) it is acceptable to collapse the 2 response categories and then simply use a binary logistic regression. The idea is that if the coefficients across the 2 logits are similar (non-significant p value with Wald test), then it is reasonable to pool the categories.
There does not seem to be a built in way to do this in R? Using the mtcars dataset as an example (for the sake of the example, using cyl as a 3-factor response), does anyone have any ideas how to do this library(nnet) data(mtcars) mtcars$cyl <- as.factor(mtcars$cyl) mtcars$am <- as.factor(mtcars$am) mod <- multinom(cyl ~ am + hp, data=mtcars) summary(mod) > summary(mod) Call: multinom(formula = cyl ~ am + hp, data = mtcars) Coefficients: (Intercept) am1 hp 6 -42.03847 -3.77398 0.4147498 8 -92.30944 -26.27554 0.7836576 So, I want to simultaneously test whether the 3 coefficients across the 2 logits are similar. Thank you. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.