Regression analysis with the ordered multinomial logistic model
Download
1 / 27

Regression Analysis with the Ordered Multinomial Logistic Model - PowerPoint PPT Presentation


  • 77 Views
  • Uploaded on

Regression Analysis with the Ordered Multinomial Logistic Model. Braden Hoelzle Southern Methodist University December 2009. Situating the Model. Review: Logistic Regression. Dichotomous Dependent Variable Independent Variables can be dichotomous, integral, categorical…etc.

loader
I am the owner, or an agent authorized to act on behalf of the owner, of the copyrighted work described.
capcha
Download Presentation

PowerPoint Slideshow about 'Regression Analysis with the Ordered Multinomial Logistic Model' - paniz


An Image/Link below is provided (as is) to download presentation

Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.


- - - - - - - - - - - - - - - - - - - - - - - - - - E N D - - - - - - - - - - - - - - - - - - - - - - - - - -
Presentation Transcript
Regression analysis with the ordered multinomial logistic model

Regression Analysis with the Ordered Multinomial Logistic Model

Braden Hoelzle

Southern Methodist University

December 2009



Review logistic regression
Review: Logistic Regression

  • Dichotomous Dependent Variable

  • Independent Variables can be dichotomous, integral, categorical…etc.

  • We are trying to predict the probability that a person does or doesn’t have a trait

    • Example: At risk of dropping out or Not at risk

    • Others??


Transform to probability
Transform to Probability

  • Probability range = (0 ≤ p ≥ 1)

  • Therefore we must transform continuous values to the range 0-1 by using the formula:

    Or expanded to:


A quick example
A Quick Example

> m1 <- glm(comply ~ physrec, family = binomial(link = "logit"))

> summary(m1)

Call:

glm(formula = comply ~ physrec, family = binomial(link = "logit"))

Coefficients:

Estimate Std. Error z value Pr(>|z|)

(Intercept) -1.8383 0.4069 -4.518 6.26e-06

physrec 2.2882 0.4503 5.081 3.75e-07

The probability of complying if NOT recommended by physician:

  • exp(-1.8383)/(1 + exp(-1.8383))

    0.1372525

    The probability of complying if recommended by physician:

  • exp(-1.8383 + 2.2882)/(1 + exp(-1.8383 + 2.2882))

    0.6106392


Ordered multinomial logistic model
OrderedMultinomial Logistic Model

Four Types of Scales

1. _________ - mutually exclusive categories w/ no logical order.

2. _________ - mutually exclusive categories w/ logical rank order.

3. _________ - ordered data w/ equal distance between each point (no absolute zero).

4. _________ - ordered data w/ equal distance between each point (w/ a “true” zero).

What type of data would you expect our ordered multinomial regression to model?


Definition
Definition

  • The ordered multinomial logistic model enables us to model ordinally scaled dependent variables with one or more independent variables.

  • These IV(s) can take many different forms (ie. real numbers values, integers, categorical, binomial, etc.).


Does this oc cur m uch
Does this Occur Much?

“Ordinal data are the most frequently encountered type of data in the social sciences” (Johnson & Albert, 1999, p. 126).

  • Examples

    • Yes, maybe, no

    • Likert scale (Strongly Agree – Strongly Disagree)

    • Always, frequently, sometimes, rarely, never

    • No hs diploma, hs diploma, some college, bachelor’s degree, master’s degree, doctoral degree

    • Free school lunch, reduced school lunch, full price lunch

    • 0-10k per year, 10-20K per year, 20-30K per year, 30 – 60K per year, > 60K per year

    • Low, medium, high

    • Basic math, regular math, pre-AP math, AP math

    • Nele’s dancing ability, Meg’s dancing ability, Saralyn’sdancing ability, Jose’s dancing ability, Kyle’s dancing ability, Braden’s dancing ability, a rock


Running regression using the ordered multinomial logistic model in r
Running Regression using the Ordered Multinomial Logistic Model in R

Load/Install Libraries:

library(arm)

library (psych)

Load data (UCLA – Academic Technology Services, n.d.)

mydata <- read.csv(url("http://www.ats.ucla.edu/st at/r/dae/ologit.csv"))

attach(mydata)


Definitions
Definitions Model in R

Variables:

apply- college juniors reported likelihood of applying to grad school (0 = unlikely, 1 = somewhat likely, 2 = very likely)

pared – indicating whether at least one parent has a graduate degree (0 = no, 1 = yes)

public – indicating whether the undergraduate institution is a pubic or private (0 = private, 1 = public)

gpa – college gpa

Which variable will likely be our dependent variable?


Description of data
Description of Data Model in R

> str(mydata)

'data.frame': 400 obs. of 4 variables:

$ apply : int 2 1 0 1 1 0 1 1 0 1 ...

$ pared : int 0 1 1 0 0 0 0 0 0 1 ...

$ public: int 0 0 1 0 0 1 0 0 0 0 ...

$ gpa : num 3.26 3.21 3.94 2.81 2.53 ...

> summary(mydata$gpa)

Min. 1st Qu. Median Mean 3rd Qu. Max.

1.900 2.720 2.990 2.999 3.270 4.000

> table(apply)

apply

0 1 2

220 140 40

> table(pared)

pared

0 1

337 63

> table(public)

public

0 1

343 57


Crosstabs
Crosstabs Model in R

> xtabs(~ pared + apply)

apply

pared 0 1 2

0 200 110 27

1 20 30 13

> xtabs(~ public + apply)

apply

public 0 1 2

0 189 124 30

1 31 16 10

Why would this information be important for running our ordered multinomial logistic model?


Assumptions
Assumptions Model in R

No perfect predictions – one predictor variable value cannot solely correspond to one dependent variable value. (ex. – Every student w/ parents who went to graduate school cannot indicate that they are very likely to attend graduate school) – check using crosstabs ( see slide 12).

No empty or very small cells – see crosstabs.

Sample Size – always requires more cases than OLS regression.


Running a single predictor model
Running a Single Predictor Model Model in R

> summary(m1 <- bayespolr(as.ordered(apply)~gpa,data=mydata))

Call:

bayespolr(formula = as.ordered(apply) ~ gpa, data = mydata)

Coefficients:

Value Std. Error t value

gpa 0.7109826 0.247078 2.877563

Intercepts:

Value Std. Error t value

0|1 2.3308 0.7502 3.1068

1|2 4.3508 0.7744 5.6183

Residual Deviance: 737.6921

AIC: 743.6921


Transforming outcomes to probabilities
Transforming Outcomes to Probabilities Model in R

  • (beta <- coef(m1))

    gpa

    0.7109826

  • (tau <- m1$zeta)

    0|1 1|2

    2.330831 4.350816

  • x<- 3

    ##### Note: mean = 2.999

  • logit.prob <- function(eta){exp(eta)/(1+exp(eta))}

  • (p1 <- logit.prob(tau[1] - x * beta))

    0.54931

  • (p2<- logit.prob(tau[2] - x * beta) - logit.prob(tau[1] - x * beta))

    0.3525327

  • (p3<- 1 - logit.prob(tau[2] - x * beta))

    0.09815732

  • p1+p2+p3

    1


Adding multiple p redictors
Adding Multiple Model in R Predictors

> summary(m2 <- bayespolr(as.ordered(apply)~gpa + pared + public ,data=mydata))

Call:

bayespolr(formula = as.ordered(apply) ~ gpa + pared + public,

data = mydata)

Coefficients:

Value Std. Error t value

gpa 0.6041463 0.2577039 2.3443424

pared 1.0274106 0.2636348 3.8970973

public -0.0528103 0.2931885 -0.1801240

Intercepts:

Value Std. Error t value

0|1 2.1638 0.7710 2.8064

1|2 4.2518 0.7955 5.3449

Residual Deviance: 727.002

AIC: 737.002


Transforming outcomes to probabilities1
Transforming Outcomes to Probabilities Model in R

  • (beta <- coef(m2))

    gpa pared public

    0.6041463 1.0274106 -0.0528103

  • (tau <- m2$zeta)

    0|1 1|2

    2.163841 4.251774

  • (x<- cbind(0:4, 0 , .15))

    [,1] [,2] [,3]

    [1,] 0 0 0.15

    [2,] 1 0 0.15

    [3,] 2 0 0.15

    [4,] 3 0 0.15

    [5,] 4 0 0.15

  • (x2<-cbind(0:4, 1 , .15))

    [,1] [,2] [,3]

    [1,] 0 1 0.15

    [2,] 1 1 0.15

    [3,] 2 1 0.15

    [4,] 3 1 0.15

    [5,] 4 1 0.15


Transforming outcomes to probabilities cont
Transforming Outcomes to Probabilities (cont.) Model in R

  • logit.prob <- function(eta){exp(eta)/(1+exp(eta))}

  • (p1 <- logit.prob(tau[1] - x %*% beta))

    [,1]

    [1,] 0.8976849

    [2,] 0.8274435

    [3,] 0.7238159

    [4,] 0.5888766

    [5,] 0.4390981

  • (p2<- logit.prob(tau[2] - x %*% beta) - logit.prob(tau[1] - x %*% beta))

    [,1]

    [1,] 0.08838526

    [2,] 0.14736050

    [3,] 0.23102713

    [4,] 0.33148400

    [5,] 0.42421801

  • (p3<- 1 - logit.prob(tau[2] - x %*% beta))

    [,1]

    [1,] 0.01392982

    [2,] 0.02519605

    [3,] 0.04515695

    [4,] 0.07963941

    [5,] 0.13668388


Transforming outcomes to probabilities cont1
Transforming Outcomes to Probabilities (cont.) Model in R

  • (p4 <- logit.prob(tau[1] - x2 %*% beta))

    [,1]

    [1,] 0.7584777

    [2,] 0.6318601

    [3,] 0.4840202

    [4,] 0.3389252

    [5,] 0.2188751

  • (p5<- logit.prob(tau[2] - x2 %*% beta) - logit.prob(tau[1] - x2 %*% beta))

    [,1]

    [1,] 0.2035536

    [2,] 0.3007906

    [3,] 0.3992730

    [4,] 0.4663890

    [5,] 0.4744476

  • (p6<- 1 - logit.prob(tau[2] - x2 %*% beta))

    [,1]

    [1,] 0.03796871

    [2,] 0.06734929

    [3,] 0.11670683

    [4,] 0.19468576

    [5,] 0.30667730



Why not use linear regression
Why Model in R Not Use Linear Regression?

> summary(m1.2<-lm(apply~gpa, data=mydata))

Call:

lm(formula = apply ~ gpa, data = mydata)

Residuals:

Min 1Q Median 3Q Max

-0.7917 -0.5554 -0.3962 0.4786 1.6012

Coefficients:

Estimate Std. Error t value Pr(>|t|)

(Intercept) -0.22016 0.25224 -0.873 0.38329

gpa 0.25681 0.08338 3.080 0.00221 **

---

Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 0.6628 on 398 degrees of freedom

Multiple R-squared: 0.02328, Adjusted R-squared: 0.02083

F-statistic: 9.486 on 1 and 398 DF, p-value: 0.002214


What d o o ur r esults m ean
What Model in R Do Our Results Mean?

Plug in a gpa of 3:

> (y.hat<-(-.2201 + (.2568 * 3)))

[1] 0.5503

This means that we expect someone w/ a 3.0 gpa to fall about half way between unlikely (0) and slightly likely (1) to apply to grad school. But what is half way between these two points (a little unlikely?, neither likely nor unlikely?, very slightly likely?) This is somewhat vague.


Our graph using linear regression
Our Graph using Linear Regression Model in R

An OLS Line on Our Data

A Normal OLS Line


We royally v iolate our assumptions
We Model in R Royally Violate our Assumptions


However
However… Model in R

The decision between linear regression and ordered multinomial regression is not always black and white. When you have a large number of categories that can be considered equally spaced simple linear regression is an optional alternative (Gelman & Hill, 2007).

** But check your assumptions!!


Practice
Practice Model in R

Read in the following table (Quinn, n.d.):

nes96 <- read.table("http://www.stat.washington.edu/quinn/classes/536/data/nes96r.dat", header=TRUE)

Run a regression using the ordered multinomial logistic model to predict the variation in the dependent variable ClinLR using the dependent variables PID and educ.

ClinLR = Ordinal variable from 1-7 indicating ones view of Bill Clinton’s political leanings, where 1 = extremely liberal, 2 = liberal, 3 = slightly liberal, 4 = moderate, 5= slightly conservative, 6 = conservative, 6 = extremely conservative.

PID = Ordinal variable from 0-6 indicating ones own political identification, where 0 = Strong Democrat and 6 = Strong Republican

educ= Ordinal variable from 1-7 indicating ones own level of education, where 1 = 8 grades or less and no diploma, 2 = 9-11 grades, no further schooling, 3 = High school diploma or equivalency test, 4 = More than 12 years of schooling, no higher degree, 5 = Junior or community college level degree (AA degrees), 6 = BA level degrees; 17+ years, no postgraduate degree, 7 = Advanced degree


References
References Model in R

  • Gelman, A. & Hill, J. (2007). Data analysis using regression and multilevel/hierarchical models. New York: Cambridge University Press.

  • Johnson, V. E. & Albert, J. H. (1999). Statistics for the social sciences and public policy: Ordinal data modeling. New York: Springer.

  • Quinn, K. (n.d.). Retrieved from http://www.stat.washington.edu/quinn/cl asses/536/data/nes96r.dat

  • UCLA: Academic Technology Services. (n.d.). Retrieved from http://www.ats.ucla.edu/st at/r/dae/ologit.csv