How to Run a Multinomial Logit Regression

The Multinomial Logit is a form of regression analysis that models a discrete and nominal dependent variable with more than two outcomes (Yes/No/Maybe, Red/Green/Blue, Brand A/Brand B/Brand C, etc.). It is also known as a multinomial logistic regression and multinomial logistic discriminant analysis.

This article describes how to create a Multinomial Logit regression output as shown below. The example below is a model that predicts a survey respondent’s brand choice based on characteristics like age, gender, and work status.

Requirements

Familiarity with the Structure and Value Attributes of Variable Sets, and how they are used in regression models per our Driver Analysis ebook.
An Outcome variable with more than two outcomes to be predicted. Ideally, a Nominal: Mutually exclusive categories variable. When using stacked data, the Outcome variable should be a single question in a Multi type structure (eg. Binary - Multi, Nominal - Multi, Ordinal - Multi, or Numeric - Multi).
Predictor variables will be considered as predictors of the outcome variable. When using stacked data the Predictor(s) need to be a single question in a Grid type structure (eg. Binary - Grid or a Numeric - Grid).

Method

From the Report tree, select + > Advanced Analysis > Regression > Multinomial Logit, or from the toolbar, click Anything > Advanced Analysis > Regression > Multinomial Logit
In Properties , go to the Data tab.
In the Outcome dropdown, select the variable to be predicted by the predictor variables.
Select the predictor variable(s) from the Predictor(s) list.
OPTIONAL: Select the desired Output type:
- Summary: The default, as shown in the example above.
- Detail: Typical R output, some additional information compared to Summary, but without the pretty formatting.
- ANOVA: Analysis of variance table containing the results of Chi-squared likelihood ratio tests for each predictor.
OPTIONAL: Select the desired Missing Data treatment. (See Missing Data Options).
OPTIONAL: Select Variable names to display variable names in the output instead of labels.
OPTIONAL: Select Correction. Choose between None (the default), False Discovery Rate, and Bonferroni. This is the multiple comparisons correction applied when computing the p-values of the post-hoc comparisons.
OPTIONAL: Select Stack data to stack the input data prior to analysis. Stacking can be desirable when each individual in the data set has multiple cases and an aggregate model is desired. See requirements below.
OPTIONAL: Select Random seed to initialize the (pseudo)random number generator for the model fitting algorithm. Different seeds may yield slightly different answers, but the differences should not be large.

Additional Properties

When using this feature, you can obtain additional information that is stored by the R code that produces the output.

To do so, select Calculation > Custom Code.
In the Code panel, paste: item = YourReferenceName
Replace YourReferenceName with the reference name of your output. Find this by selecting the output and then going to General > General > Name from Properties .
Below the first line of code, you can paste in snippets from below or type in str(item) to see a list of available information.

For a more in-depth discussion on extracting information from objects in R, check out How to Extract Information from an Item using R.

Properties which may be of interest are:

Summary outputs from the regression model:

item$summary$coefficients # summary regression outputs

Technical Details

If Stack data is selected, then the Outcome needs to be a single Variable Set that has a Multi-type structure suitable for regression, such as a Binary-Multi, Nominal-Multi, Ordinal-Multi, or Numeric-Multi. Similarly, the Predictor(s) need to be a single Variable Set that has a Grid type structure, such as a Binary - Grid or a Numeric - Grid. During stacking, the data reduction is inspected. Any constructed NETs are removed unless comprised of source values that are mutually exclusive to other codes, such as the result of merging two categories.

How to Run Binary Logit Regression

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How to Run NBD Regression in Displayr

How to Run Ordered Logit Regression

How to Run Poisson Regression

How to Run Quasi-Poisson Regression

How to Run a Stepwise Regression

How to Create a Prediction-Accuracy Table

How to Create a Goodness-of-Fit Plot

How to Save Predicted Values of Regression Models

How to Save Fitted Values of Regression Models