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[R] multinomial logistic regression with equality constraints?

Roger Levy

2007-02-02

Replies:

I'm interested in doing multinomial logistic regression with equality
constraints on some of the parameter values. For example, with
categorical outcomes Y_1 (baseline), Y_2, and Y_3, and covariates X_1
and X_2, I might want to impose the equality constraint that

 \beta_{2,1} = \beta_{3,2}

that is, that the effect of X_1 on the logit of Y_2 is the same as the
effect of X_2 on the logit of Y_3.

Is there an existing facility or package in R for doing this? Would
multinomRob fit the bill?

Many thanks,

Roger


--

Roger Levy               Email: rlevy@(protected)
Assistant Professor         Phone: 858-534-7219
Department of Linguistics     Fax:  858-534-4789
UC San Diego             Web:  http://ling.ucsd.edu/~rlevy

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