mnrval

Multinomial logistic regression values

Syntax

pihat = mnrval(B,X)

[pihat,dlow,dhi] = mnrval(B,X,stats)

[pihat,dlow,dhi] = mnrval(B,X,stats,Name,Value)

yhat = mnrval(B,X,ssize)

[yhat,dlow,dhi] = mnrval(B,X,ssize,stats)

[yhat,dlow,dhi] = mnrval(B,X,ssize,stats,Name,Value)

Description

pihat = mnrval(B,X) returns the predicted probabilities for the multinomial logistic regression model with predictors, X, and the coefficient estimates, B.

pihat is an n-by-k matrix of predicted probabilities for each multinomial category. B is the vector or matrix that contains the coefficient estimates returned by mnrfit. And X is an n-by-p matrix which contains n observations for p predictors.

Note

mnrval automatically includes a constant term in all models. Do not enter a column of 1s in X.

[pihat,dlow,dhi] = mnrval(B,X,stats) also returns 95% error bounds on the predicted probabilities, pihat, using the statistics in the structure, stats, returned by mnrfit.

The lower and upper confidence bounds for pihat are pihat minus dlow and pihat plus dhi, respectively. Confidence bounds are nonsimultaneous and only apply to the fitted curve, not to new observations.

[pihat,dlow,dhi] = mnrval(B,X,stats,Name,Value) returns the predicted probabilities and 95% error bounds on the predicted probabilities pihat, with additional options specified by one or more Name,Value pair arguments.

For example, you can specify the model type, link function, and the type of probabilities to return.

yhat = mnrval(B,X,ssize) returns the predicted category counts for sample sizes, ssize.

[yhat,dlow,dhi] = mnrval(B,X,ssize,stats) also computes 95% error bounds on the predicted counts yhat, using the statistics in the structure, stats, returned by mnrfit.

The lower and upper confidence bounds for yhat are yhat minus dlo and yhat plus dhi, respectively. Confidence bounds are nonsimultaneous and they apply to the fitted curve, not to new observations.

[yhat,dlow,dhi] = mnrval(B,X,ssize,stats,Name,Value) returns the predicted category counts and 95% error bounds on the predicted counts yhat, with additional options specified by one or more Name,Value pair arguments.

For example, you can specify the model type, link function, and the type of predicted counts to return.

Examples

Estimate Category Probabilities for Nominal Responses

Fit a multinomial regression for nominal outcomes and estimate the category probabilities.

Load the sample data.

load fisheriris

The column vector, species, consists of iris flowers of three different species, setosa, versicolor, virginica. The double matrix meas consists of four types of measurements on the flowers, the length and width of sepals and petals in centimeters, respectively.

Define the nominal response variable.

sp = nominal(species);
sp = double(sp);

Now in sp, 1, 2, and 3 indicate the species setosa, versicolor, and virginica, respectively.

Fit a nominal model to estimate the species using the flower measurements as the predictor variables.

[B,dev,stats] = mnrfit(meas,sp);

Estimate the probability of being a certain kind of species for an iris flower having the measurements (6.3, 2.8, 4.9, 1.7).

x = [6.3, 2.8, 4.9, 1.7];
pihat = mnrval(B,x);
pihat

pihat = 1×3

         0    0.3977    0.6023

The probability of an iris flower having the measurements (6.3, 2.8, 4.9, 1.7) being a setosa is 0, a versicolor is 0.3977, and a virginica is 0.6023.

Estimate Upper and Lower Error Bounds for Probability Estimates of Ordinal Responses

Fit a multinomial regression model for categorical responses with natural ordering among categories. Then estimate the upper and lower confidence bounds for the category probability estimates.

Load the sample data and define the predictor variables.

load('carbig.mat')
X = [Acceleration Displacement Horsepower Weight];

The predictor variables are the acceleration, engine displacement, horsepower, and the weight of the cars. The response variable is miles per gallon (MPG).

Create an ordinal response variable categorizing MPG into four levels from 9 to 48 mpg.

miles = ordinal(MPG,{'1','2','3','4'},[],[9,19,29,39,48]);
miles = double(miles);

Now in miles, 1 indicates the cars with miles per gallon from 9 to 19, and 2 indicates the cars with miles per gallon from 20 to 29. Similarly, 3 and 4 indicate the cars with miles per gallon from 30 to 39 and 40 to 48, respectively.

Fit a multinomial regression model for the response variable miles. For an ordinal model, the default 'link' is logit and the default 'interactions' is 'off'.

[B,dev,stats] = mnrfit(X,miles,'model','ordinal');

Compute the probability estimates and 95% error bounds for probability confidence intervals for miles per gallon of a car with $$x$$ = (12, 113, 110, 2670).

x = [12,113,110,2670];
[pihat,dlow,hi] = mnrval(B,x,stats,'model','ordinal');
pihat

pihat = 1×4

    0.0615    0.8426    0.0932    0.0027

Calculate the confidence bounds for the category probability estimates.

LL = pihat - dlow;
UL = pihat + hi;
[LL;UL]

ans = 2×4

    0.0073    0.7829    0.0283   -0.0003
    0.1157    0.9022    0.1580    0.0057

Estimate Category Counts and Error Bounds for Nominal Responses

Fit a multinomial regression for nominal outcomes and estimate the category counts.

Load the sample data.

load fisheriris

The column vector, species, consists of iris flowers of three different species, setosa, versicolor, and virginica. The double matrix meas consists of four types of measurements on the flowers, the length and width of sepals and petals in centimeters, respectively.

Define the nominal response variable.

sp = nominal(species);
sp = double(sp);

Now in sp, 1, 2, and 3 indicate the species setosa, versicolor, and virginica, respectively.

Fit a nominal model to estimate the species based on the flower measurements.

[B,dev,stats] = mnrfit(meas,sp);

Estimate the number in each species category for a sample of 100 iris flowers all with the measurements (6.3, 2.8, 4.9, 1.7).

x = [6.3, 2.8, 4.9, 1.7];
yhat = mnrval(B,x,18)

yhat = 1×3

         0    7.1578   10.8422

Estimate the error bounds for the counts.

[yhat,dlow,hi] = mnrval(B,x,18,stats,'model','nominal');

Calculate the confidence bounds for the category probability estimates.

LL = yhat - dlow;
UL = yhat + hi;
[LL;UL]

ans = 2×3

         0    3.3019    6.9863
         0   11.0137   14.6981

Plot the Count Estimates

Create sample data with one predictor variable and a categorical response variable with three categories.

x = [-3 -2 -1 0 1 2 3]';
Y = [1 11 13; 2 9 14; 6 14 5; 5 10 10;...
		 5 14 6; 7 13 5; 8 11 6];
[Y x]

ans = 7×4

     1    11    13    -3
     2     9    14    -2
     6    14     5    -1
     5    10    10     0
     5    14     6     1
     7    13     5     2
     8    11     6     3

There are observations on seven different values of the predictor variable x . The response variable Y has three categories and the data shows how many of the 25 individuals are in each category of Y for each observation of x. For example, when x is -3, 1 of 25 individuals is observed in category 1, 11 observed in category 2, and 13 observed in category 3. Similarly, when x is 1, 5 of the individuals are observed in category 1, 14 are observed in category 2, and 6 are observed in category 3.

Plot the number in each category versus the x values, on a stacked bar graph.

bar(x,Y,'stacked'); 
ylim([0 25]);

Fit a nominal model for the individual response category probabilities, with separate slopes on the single predictor variable, x, for each category.

betaHatNom = mnrfit(x,Y,'model','nominal',...
    'interactions','on')

betaHatNom = 2×2

   -0.6028    0.3832
    0.4068    0.1948

The first row of betaHatOrd contains the intercept terms for the first two response categories. The second row contains the slopes. mnrfit accepts the third category as the reference category and hence assumes the coefficients for the third category are zero.

Compute the predicted probabilities for the three response categories.

xx = linspace(-4,4)';
piHatNom = mnrval(betaHatNom,xx,'model','nominal',...
    'interactions','on');

The probability of being in the third category is simply 1 - P($$y$$ = 1) - P($$y$$ = 2).

Plot the estimated cumulative number in each category on the bar graph.

line(xx,cumsum(25*piHatNom,2),'LineWidth',2);

The cumulative probability for the third category is always 1.

Now, fit a "parallel" ordinal model for the cumulative response category probabilities, with a common slope on the single predictor variable, x, across all categories:

betaHatOrd = mnrfit(x,Y,'model','ordinal',...
    'interactions','off')

betaHatOrd = 3×1

   -1.5001
    0.7266
    0.2642

The first two elements of betaHatOrd are the intercept terms for the first two response categories. The last element of betaHatOrd is the common slope.

Compute the predicted cumulative probabilities for the first two response categories. The cumulative probability for the third category is always 1.

piHatOrd = mnrval(betaHatOrd,xx,'type','cumulative',...
    'model','ordinal','interactions','off');

Plot the estimated cumulative number on the bar graph of the observed cumulative number.

figure()
bar(x,cumsum(Y,2),'grouped'); 
ylim([0 25]);
line(xx,25*piHatOrd,'LineWidth',2);

Input Arguments

B — Coefficient estimates

vector or matrix returned by mnrfit

Coefficient estimates for the multinomial logistic regression model, specified as a vector or matrix returned by mnrfit. It is a vector or matrix depending on the model and interactions.

Example: B = mnrfit(X,y); pihat = mnrval(B,X)

Data Types: single | double

X — Sample data

matrix

Sample data on predictors, specified as an n-by-p. X contains n observations for p predictors.

Note

mnrval automatically includes a constant term in all models. Do not enter a column of 1s in X.

Example: pihat = mnrval(B,X)

Data Types: single | double

stats — Model statistics

structure returned by mnrfit

Model statistics, specified as a structure returned by mnrfit. You must use the stats input argument in mnrval to compute the lower and upper error bounds on the category probabilities and counts.

Example: [B,dev,stats] = mnrfit(X,y);[pihat,dlo,dhi] = mnrval(B,X,stats)

ssize — Sample sizes

column vector of positive integers

Sample sizes to return the number of items in response categories for each combination of the predictor variables, specified as an n-by-1 column vector of positive integers.

For example, for a response variable having three categories, if an observation of the number of individuals in each category is y₁, y₂, and y₃, respectively, then the sample size, m, for that observation is m = y₁ + y₂ + y₃.

If the sample sizes for n observations are in vector sample, then you can enter the sample sizes as follows.

Example: yhat = mnrval(B,X,sample)

Data Types: single | double

Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside quotes. You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Example: 'model','ordinal','link','probit','type','cumulative' specifies that mnrval returns the estimates for cumulative probabilities for an ordinal model with a probit link function.

'model' — Type of multinomial model

'nominal' (default) | 'ordinal' | 'hierarchical'

Type of multinomial model fit by mnrfit, specified as the comma-separated pair consisting of 'model' and one of the following.

'nominal'	Default. Specify when there is no ordering among the response categories.
'ordinal'	Specify when there is a natural ordering among the response categories.
'hierarchical'	Specify when the choice of response category is sequential.

Example: 'model','ordinal'

'interactions' — Indicator for interaction between multinomial categories and coefficients

'on' | 'off'

Indicator for an interaction between the multinomial categories and coefficients in the model fit by mnrfit, specified as the comma-separated pair consisting of 'interactions' and one of the following.

'on'	Default for nominal and hierarchical models. Specify to fit a model with different intercepts and coefficients across categories.
'off'	Default for ordinal models. Specify to fit a model with different intercepts, but a common set of coefficients for the predictor variables, across all multinomial categories. This is often described as parallel regression or proportional odds model.

Example: 'interactions','off'

Data Types: logical

'link' — Link function

'logit' (default) | 'probit' | 'comploglog' | 'loglog'

Link function mnrfit uses for ordinal and hierarchical models, specified as the comma-separated pair consisting of 'link' and one of the following.

'logit'	Default. f(γ) = ln(γ/(1 – γ))
'probit'	f(γ) = Φ-1(γ) — error term is normally distributed with variance 1
'comploglog'	Complementary log-log f(γ) = ln(–ln(1 –γ))
'loglog'	f(γ) = ln(–ln(γ))

The link function defines the relationship between response probabilities and the linear combination of predictors, Xβ.

γ might be cumulative or conditional probabilities based on whether the model is for an ordinal or a sequential/nested response.

You cannot specify the 'link' parameter for nominal models; these always use a multinomial logit link,

$$\ln \left(\frac{{\pi }_j}{{\pi }_r}\right)={\beta }_{j0}+{\beta }_{j1}{X}_{j1}+{\beta }_{j2}{X}_{j2}+\cdots +{\beta }_{jp}{X}_{jp},j=1,\dots ,k-1,$$

where π stands for a categorical probability, and r corresponds to the reference category, k is the total number of response categories, p is the number of predictor variables. mnrfit uses the last category as the reference category for nominal models.

Example: 'link','loglog'

'type' — Type of probabilities or counts to estimate

'category' (default) | 'cumulative' | 'conditional'

Type of probabilities or counts to estimate, specified as the comma-separated pair including 'type' and one of the following.

'category'	Default. Specify to return predictions and error bounds for the probabilities (or counts) of the k multinomial categories.
'cumulative'	Specify to return predictions and confidence bounds for the cumulative probabilities (or counts) of the first k – 1 multinomial categories, as an n-by-(k – 1) matrix. The predicted cumulative probability for the kth category is always 1.
'conditional'	Specify to return predictions and error bounds in terms of the first k – 1 conditional category probabilities (counts), i.e., the probability (count) for category j, given an outcome in category j or higher. When 'type' is 'conditional', and you supply the sample size argument ssize, the predicted counts at each row of X are conditioned on the corresponding element of ssize, across all categories.

Example: 'type','cumulative'

'confidence' — Confidence level

0.95 (default) | scalar value in the range (0,1)

Confidence level for the error bounds, specified as the comma-separated pair consisting of 'confidence' and a scalar value in the range (0,1).

For example, for 99% error bounds, you can specify the confidence as follows:

Example: 'confidence',0.99

Data Types: single | double

Output Arguments

pihat — Probability estimates

n-by-(k – 1) matrix

Probability estimates for each multinomial category, returned as an n-by-(k – 1) matrix, where n is the number of observations, and k is the number of response categories.

yhat — Count estimates

n-by-k– 1 matrix

Count estimates for the number in each response category, returned as an n-by-k – 1 matrix, where n is the number of observations, and k is the number of response categories.

dlow — Lower error bound

column vector

Lower error bound to compute the lower confidence bound for pihat or yhat, returned as a column vector.

The lower confidence bound for pihat is pihat minus dlow. Similarly, the lower confidence bound for yhat is yhat minus dlow. Confidence bounds are nonsimultaneous and only apply to the fitted curve, not to new observations.

dhi — Upper error bound

column vector

Upper error bound to compute the upper confidence bound for pihat or yhat, returned as a column vector.

The upper confidence bound for pihat is pihat plus dhi. Similarly, the upper confidence bound for yhat is yhat plus dhi. Confidence bounds are nonsimultaneous and only apply to the fitted curve, not to new observations.

References

[1] McCullagh, P., and J. A. Nelder. Generalized Linear Models. New York: Chapman & Hall, 1990.