[#82] family for multinomial and related distributions

Date:
2008-01-09 21:21 Priority:
3

State:
Open

Submitted by:
Douglas Bates (dmbates) Assigned to:
Douglas Bates (dmbates)

Product:
lme4 Operating System:
All

Component:
lmer

Summary:
family for multinomial and related distributions

Detailed description
From Austin Frank: I've asked on this list before[1], but since you've raised the issue again, would it be possible to model a dependent variable drawn from a multinomial distribution? I've seen the relevant link function called the "generalized logit". That function and its log likelihood are described at [2] and [3]. While the multinomial case is the one I'm most eager to see implemented the, but there are related functions that could be considered. Also useful would be the generalized probit linking function ([4]) for polychotomous choices, and the cumulative logit and probit linking functions ([5]) for ordinal multinomial responses. Thanks for considering these requests! /au Footnotes: [1] http://thread.gmane.org/gmane.comp.lang.r.lme4.devel/230 [2] http://www.statsoft.com/textbook/stglz.html#approach [3] http://support.sas.com/rnd/app/da/new/802ce/stat/chap8/sect5.htm [4] http://en.wikipedia.org/wiki/Multivariate_probit [5] http://www.asu.edu/sas/sasdoc/sashtml/stat/chap29/sect37.htm

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