On Mon, 5 Apr 2004, Schmidt.Matthias (FORST) wrote: > I have used the multinom function from the nnet library to estimate > probabilties for different levels of a nominal variable: > > predict(object,type="probs") > > Is there any possibility to estimate confidence intervalls for the > probabilties with the multinom function?
No, as confidence intervals (sic) apply to single parameters not probabilities (sic). The prediction is a probability distribution, so the uncertainty would have to be some region in Kd space, not an interval. Why do you want uncertainty statements about predictions (often called tolerance intervals/regions)? In this case you have an event which happens or not and the meaningful uncertainty is the probability distribution. If you really have need of a confidence region, you could simulate from the uncertainty in the fitted parameters, predict and summarize somehow the resulting empirical distribution. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
