On Mon, 31 Aug 2009, Noah Silverman wrote:
Thanks Achim,
I discovered the Journal article just after posting this question. It did
help explain more.
My original inspiration for looking at this package came from a seminar
"summary" given in 2002. Unfortunately , I can not find any actual published
paper or lecture notes that explain the lecturer's application of the MNP.
Here is a link to the PDF of the summary:
http://www-stat.stanford.edu/seminars/stat/abstracts2001-2002/gu.pdf
Most of the other published research on using logit or probit models for
horseracing data use a binary label of win/lose. So, my thought was that
they were using the same for this application.
Any thoughts?
As I said in my last mail: *Multi*nomial probit typically conveys more
than 2 choices while *bi*nomial probit conveys exactly 2 choices.
Z
--
Noah
On 8/31/09 5:07 PM, Achim Zeileis wrote:
On Mon, 31 Aug 2009, Noah Silverman wrote:
Hello,
I want to start testing using the MNP probit function in stead of the lrm
function in my current experiment.
I have one dependant label and two independent varaibles.
The lrm is simple
model <- lrm(label ~ val1 + val2)
I tried the same thing with the mnp function and got an error that I don't
understand
model <- mnp(label ~ val1 + val2)
I get back an immediate error that tells me, "The number of alternatives
should be at least 3"
Since I have a binary training label, this looks like a problem.
(Additionally, I thought that a probit was a appropriate tool for building
binary models.)
Any advice?
*Multi*nomial probit typically conveys more than 2 choices while *bi*nomial
probit conveys exactly 2 choices. One could argue that the latter should be
a special case of the former but the more general case has much more
computational challenges.
The =2 vs >2 information might have been inferred from the title of the
package already but if you wanted to take extreme actions you could read
the mnp() manual page or oven the references it points you to: The software
is discussed in the Journal of Statistical Software
(http://www.jstatsoft.org/v14/i03/) and the theory is described in an
article in the Journal of Econometrics (124, 311-334).
Z
Thanks!
-N
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