Fit Statistics and Specification Test for Multinomial Logistic Regression

Description

Provides fit statistics (pseudo R-squared values) and the Fagerland, Hosmer and Bonfi (2008) specification test for Multinomial Logistic Regression models.

Usage

mnlfit(obj, permute = FALSE)

Arguments

Value

A list with elements:

Author(s)

Dave Armstrong (UW-Milwaukee, Department of Political Science)

References

Fagerland M. W., D. W. Hosmer and A. M. Bonfi. 2008. ‘Multinomial goodness-of-fit tests for logistic regression models.’ Statistics in Medicine. 27(21): 4238-4253.

Examples

library(nnet)
data(france)
mnl.mod <- multinom(vote ~ age + male + retnat + lrself, data=france)
mnlfit(mnl.mod)

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(DAMisc)
Loading required package: car
Loading required package: effects

Attaching package: 'effects'

The following object is masked from 'package:car':

    Prestige

> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/DAMisc/mnlfit.Rd_%03d_medium.png", width=480, height=480)
> ### Name: mnlfit
> ### Title: Fit Statistics and Specification Test for Multinomial Logistic
> ###   Regression
> ### Aliases: mnlfit print.mnlfit
> 
> ### ** Examples
> 
> library(nnet)
> data(france)
> mnl.mod <- multinom(vote ~ age + male + retnat + lrself, data=france)
# weights:  35 (24 variable)
initial  value 872.315349 
iter  10 value 655.272636
iter  20 value 559.902797
iter  30 value 551.176433
final  value 551.169697 
converged
> mnlfit(mnl.mod)
Fit Statistics
                            Estimate p-value
Fagerland, Hosmer and Bonfi 45.014   0.063  
Count R2                    0.598           
Count R2 (Adj)              0.329           
ML R2                       0.599           
McFadden R2                 0.310           
McFadden R2 (Adj)           0.274           
Cragg-Uhler(Nagelkerke) R2  0.632           
Warning message:
In mnlfit(mnl.mod) : 42% of expected counts < 5
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>