Second posting re: test of overall significance for multinomial LR
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Hi,
I didn't get any responses to my first post. I hope I am using the correct etiquette in re posting. I'm running multinomial logistic regression using nomreg. Is the "model fitting information" chi-square a test of overall significance in the way that SAS Proc Logistic Type III Analysis of Effects with a Wald chi-squared is an overall significance test. Thanks for any help, Jan ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD |
Re: Second posting re: test of overall significance for multinomial LR
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IIRC, the heading for that part of the output says "Likelihood Ratio Test", does it not? If so, the test you're getting is on the change in -2LL, not a Wald test.
--
Bruce Weaver bweaver@lakeheadu.ca http://sites.google.com/a/lakeheadu.ca/bweaver/ "When all else fails, RTFM." PLEASE NOTE THE FOLLOWING: 1. My Hotmail account is not monitored regularly. To send me an e-mail, please use the address shown above. 2. The SPSSX Discussion forum on Nabble is no longer linked to the SPSSX-L listserv administered by UGA (https://listserv.uga.edu/). |
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Assuming you're not using some sort of stepwise method, I bet the
likelihood ratio test is comparing the -2*LL of the model with all the predictors entered against the -2*LL of an intercept-only model. Ryan On Thu, Apr 21, 2011 at 6:00 PM, Bruce Weaver <[hidden email]> wrote: > IIRC, the heading for that part of the output says "Likelihood Ratio Test", > does it not? If so, the test you're getting is on the change in -2LL, not a > Wald test. > > > > J McClure wrote: >> >> Hi, >> I didn't get any responses to my first post. I hope I am using the >> correct etiquette in re posting. >> I'm running multinomial logistic regression using nomreg. Is the "model >> fitting information" chi-square a test of overall significance in the >> way that SAS Proc Logistic Type III Analysis of Effects with a Wald >> chi-squared is an overall significance test. >> Thanks for any help, >> Jan >> >> ===================== >> To manage your subscription to SPSSX-L, send a message to >> [hidden email] (not to SPSSX-L), with no body text except the >> command. To leave the list, send the command >> SIGNOFF SPSSX-L >> For a list of commands to manage subscriptions, send the command >> INFO REFCARD >> > > > ----- > -- > Bruce Weaver > [hidden email] > http://sites.google.com/a/lakeheadu.ca/bweaver/ > > "When all else fails, RTFM." > > NOTE: My Hotmail account is not monitored regularly. > To send me an e-mail, please use the address shown above. > > -- > View this message in context: http://spssx-discussion.1045642.n5.nabble.com/Second-posting-re-test-of-overall-significance-for-multinomial-LR-tp4331823p4331960.html > Sent from the SPSSX Discussion mailing list archive at Nabble.com. > > ===================== > To manage your subscription to SPSSX-L, send a message to > [hidden email] (not to SPSSX-L), with no body text except the > command. To leave the list, send the command > SIGNOFF SPSSX-L > For a list of commands to manage subscriptions, send the command > INFO REFCARD > ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD |
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In reply to this post by Bruce Weaver
For SPSS it is a likelihood ratio test. My question is whether this is a
test of overall significance or whether there is a different measure in SPSS that is equivalent to the SAS Type III Analysis of effects Wald chi-square which I was taught is a test of overall significance for a multinomial LR model. Thanks! Jan On 4/21/2011 3:00 PM, Bruce Weaver wrote: > IIRC, the heading for that part of the output says "Likelihood Ratio Test", > does it not? If so, the test you're getting is on the change in -2LL, not a > Wald test. > > > > J McClure wrote: >> Hi, >> I didn't get any responses to my first post. I hope I am using the >> correct etiquette in re posting. >> I'm running multinomial logistic regression using nomreg. Is the "model >> fitting information" chi-square a test of overall significance in the >> way that SAS Proc Logistic Type III Analysis of Effects with a Wald >> chi-squared is an overall significance test. >> Thanks for any help, >> Jan >> >> ===================== >> To manage your subscription to SPSSX-L, send a message to >> [hidden email] (not to SPSSX-L), with no body text except the >> command. To leave the list, send the command >> SIGNOFF SPSSX-L >> For a list of commands to manage subscriptions, send the command >> INFO REFCARD >> > > ----- > -- > Bruce Weaver > [hidden email] > http://sites.google.com/a/lakeheadu.ca/bweaver/ > > "When all else fails, RTFM." > > NOTE: My Hotmail account is not monitored regularly. > To send me an e-mail, please use the address shown above. > > -- > View this message in context: http://spssx-discussion.1045642.n5.nabble.com/Second-posting-re-test-of-overall-significance-for-multinomial-LR-tp4331823p4331960.html > Sent from the SPSSX Discussion mailing list archive at Nabble.com. > > ===================== > To manage your subscription to SPSSX-L, send a message to > [hidden email] (not to SPSSX-L), with no body text except the > command. To leave the list, send the command > SIGNOFF SPSSX-L > For a list of commands to manage subscriptions, send the command > INFO REFCARD > ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD |
Re: Second posting re: test of overall significance for multinomial LR
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As Ryan said, there will be a likelihood ratio test for the full model versus an intercept-only model. You can tell which one it is by looking at the degrees of freedom, which will be equal to the number of model parameters, not including the intercept. Judging by what you say, SAS gives a Wald test for the same model comparison (full vs intercept only).
When I responded earlier, I understood you to be asking if the likelihood ratio test from SPSS was equivalent to the Wald test from SAS. These two tests (and the Score test) are asymptotically equivalent, but in finite samples generally give somewhat different results. So don't expect the likelihood ratio test from SPSS to match exactly the Wald test from SAS, if that is what you're asking.
--
Bruce Weaver bweaver@lakeheadu.ca http://sites.google.com/a/lakeheadu.ca/bweaver/ "When all else fails, RTFM." PLEASE NOTE THE FOLLOWING: 1. My Hotmail account is not monitored regularly. To send me an e-mail, please use the address shown above. 2. The SPSSX Discussion forum on Nabble is no longer linked to the SPSSX-L listserv administered by UGA (https://listserv.uga.edu/). |
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The LOGISTIC procedure in SAS automatically provides a "Global Tests"
table, which includes a Likelihood Ratio Chi-Square test, a Score Chi-Square test, and a Wald Chi-Square test. Below I generate multinomial response data (3 categories) with a single continuous predictor in SAS and then fit the model employing the LOGISTIC procedure in SAS. If you run the code, you'll observe that all three Chi-square statistics are provided. The Chi-Square statistics are similar but not identical. I decided to fit the same model using NOMREG in SPSS (code below) and observed that the Likelihood Ratio Chi-Square Statistic was the same as the one derived from SAS. Ryan -- data multinomial_response; beta1_0 = .2; beta1_1 = .5; beta2_0 = -.2; beta2_1 = .7; seed = 1234579; do id = 1 to 500; x = rannor(seed); eta1 = beta1_0 + beta1_1*x; eta2 = beta2_0 + beta2_1*x; prob1 = exp(eta1) / (1 + exp(eta1) + exp(eta2)); prob2 = exp(eta2) / (1 + exp(eta1) + exp(eta2)); prob3 = 1 / (1 + exp(eta1) + exp(eta2)); call rantbl(seed, prob1, prob2, prob3, y); output; end; keep id x y; run; proc logistic data = multinomial_response; class; model y = x / link = glogit; run; ------- SPSS Code: NOMREG y (BASE=LAST ORDER=ASCENDING) WITH x /MODEL /INTERCEPT=INCLUDE /PRINT=PARAMETER SUMMARY LRT. On Thu, Apr 21, 2011 at 9:05 PM, Bruce Weaver <[hidden email]> wrote: > As Ryan said, there will be a likelihood ratio test for the full model versus > an intercept-only model. You can tell which one it is by looking at the > degrees of freedom, which will be equal to the number of model parameters, > not including the intercept. Judging by what you say, SAS gives a Wald test > for the same model comparison (full vs intercept only). > > When I responded earlier, I understood you to be asking if the likelihood > ratio test from SPSS was equivalent to the Wald test from SAS. These two > tests (and the Score test) are asymptotically equivalent, but in finite > samples generally give somewhat different results. So don't expect the > likelihood ratio test from SPSS to match exactly the Wald test from SAS, if > that is what you're asking. > > > > J McClure wrote: >> >> For SPSS it is a likelihood ratio test. My question is whether this is a >> test of overall significance or whether there is a different measure in >> SPSS that is equivalent to the SAS Type III Analysis of effects Wald >> chi-square which I was taught is a test of overall significance for a >> multinomial LR model. >> Thanks! >> Jan >> >> On 4/21/2011 3:00 PM, Bruce Weaver wrote: >>> IIRC, the heading for that part of the output says "Likelihood Ratio >>> Test", >>> does it not? If so, the test you're getting is on the change in -2LL, >>> not a >>> Wald test. >>> >>> >>> >>> J McClure wrote: >>>> Hi, >>>> I didn't get any responses to my first post. I hope I am using the >>>> correct etiquette in re posting. >>>> I'm running multinomial logistic regression using nomreg. Is the "model >>>> fitting information" chi-square a test of overall significance in the >>>> way that SAS Proc Logistic Type III Analysis of Effects with a Wald >>>> chi-squared is an overall significance test. >>>> Thanks for any help, >>>> Jan >>>> >>>> ===================== >>>> To manage your subscription to SPSSX-L, send a message to >>>> [hidden email] (not to SPSSX-L), with no body text except the >>>> command. To leave the list, send the command >>>> SIGNOFF SPSSX-L >>>> For a list of commands to manage subscriptions, send the command >>>> INFO REFCARD >>>> >>> >>> ----- >>> -- >>> Bruce Weaver >>> [hidden email] >>> http://sites.google.com/a/lakeheadu.ca/bweaver/ >>> >>> "When all else fails, RTFM." >>> >>> NOTE: My Hotmail account is not monitored regularly. >>> To send me an e-mail, please use the address shown above. >>> >>> -- >>> View this message in context: >>> http://spssx-discussion.1045642.n5.nabble.com/Second-posting-re-test-of-overall-significance-for-multinomial-LR-tp4331823p4331960.html >>> Sent from the SPSSX Discussion mailing list archive at Nabble.com. >>> >>> ===================== >>> To manage your subscription to SPSSX-L, send a message to >>> [hidden email] (not to SPSSX-L), with no body text except the >>> command. To leave the list, send the command >>> SIGNOFF SPSSX-L >>> For a list of commands to manage subscriptions, send the command >>> INFO REFCARD >>> >> >> ===================== >> To manage your subscription to SPSSX-L, send a message to >> [hidden email] (not to SPSSX-L), with no body text except the >> command. To leave the list, send the command >> SIGNOFF SPSSX-L >> For a list of commands to manage subscriptions, send the command >> INFO REFCARD >> > > > ----- > -- > Bruce Weaver > [hidden email] > http://sites.google.com/a/lakeheadu.ca/bweaver/ > > "When all else fails, RTFM." > > NOTE: My Hotmail account is not monitored regularly. > To send me an e-mail, please use the address shown above. > > -- > View this message in context: http://spssx-discussion.1045642.n5.nabble.com/Second-posting-re-test-of-overall-significance-for-multinomial-LR-tp4331823p4332172.html > Sent from the SPSSX Discussion mailing list archive at Nabble.com. > > ===================== > To manage your subscription to SPSSX-L, send a message to > [hidden email] (not to SPSSX-L), with no body text except the > command. To leave the list, send the command > SIGNOFF SPSSX-L > For a list of commands to manage subscriptions, send the command > INFO REFCARD > ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD |
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Thank you! So, it sounds like I can report the results of the
Likelihood Ratio Chi-Square Statistic as a test of overall significance in my table. Jan On 4/21/2011 6:42 PM, R B wrote: > The LOGISTIC procedure in SAS automatically provides a "Global Tests" > table, which includes a Likelihood Ratio Chi-Square test, a Score > Chi-Square test, and a Wald Chi-Square test. > > Below I generate multinomial response data (3 categories) with a > single continuous predictor in SAS and then fit the model employing > the LOGISTIC procedure in SAS. If you run the code, you'll observe > that all three Chi-square statistics are provided. The Chi-Square > statistics are similar but not identical. > > I decided to fit the same model using NOMREG in SPSS (code below) and > observed that the Likelihood Ratio Chi-Square Statistic was the same > as the one derived from SAS. > > Ryan > > -- > > data multinomial_response; > beta1_0 = .2; > beta1_1 = .5; > beta2_0 = -.2; > beta2_1 = .7; > seed = 1234579; > do id = 1 to 500; > x = rannor(seed); > eta1 = beta1_0 + beta1_1*x; > eta2 = beta2_0 + beta2_1*x; > prob1 = exp(eta1) / (1 + exp(eta1) + exp(eta2)); > prob2 = exp(eta2) / (1 + exp(eta1) + exp(eta2)); > prob3 = 1 / (1 + exp(eta1) + exp(eta2)); > call rantbl(seed, prob1, prob2, prob3, y); > output; > end; > keep id x y; > run; > > proc logistic data = multinomial_response; > class; > model y = x / link = glogit; > run; > > ------- > SPSS Code: > > NOMREG y (BASE=LAST ORDER=ASCENDING) WITH x > /MODEL > /INTERCEPT=INCLUDE > /PRINT=PARAMETER SUMMARY LRT. > > On Thu, Apr 21, 2011 at 9:05 PM, Bruce Weaver<[hidden email]> wrote: >> As Ryan said, there will be a likelihood ratio test for the full model versus >> an intercept-only model. You can tell which one it is by looking at the >> degrees of freedom, which will be equal to the number of model parameters, >> not including the intercept. Judging by what you say, SAS gives a Wald test >> for the same model comparison (full vs intercept only). >> >> When I responded earlier, I understood you to be asking if the likelihood >> ratio test from SPSS was equivalent to the Wald test from SAS. These two >> tests (and the Score test) are asymptotically equivalent, but in finite >> samples generally give somewhat different results. So don't expect the >> likelihood ratio test from SPSS to match exactly the Wald test from SAS, if >> that is what you're asking. >> >> >> >> J McClure wrote: >>> For SPSS it is a likelihood ratio test. My question is whether this is a >>> test of overall significance or whether there is a different measure in >>> SPSS that is equivalent to the SAS Type III Analysis of effects Wald >>> chi-square which I was taught is a test of overall significance for a >>> multinomial LR model. >>> Thanks! >>> Jan >>> >>> On 4/21/2011 3:00 PM, Bruce Weaver wrote: >>>> IIRC, the heading for that part of the output says "Likelihood Ratio >>>> Test", >>>> does it not? If so, the test you're getting is on the change in -2LL, >>>> not a >>>> Wald test. >>>> >>>> >>>> >>>> J McClure wrote: >>>>> Hi, >>>>> I didn't get any responses to my first post. I hope I am using the >>>>> correct etiquette in re posting. >>>>> I'm running multinomial logistic regression using nomreg. Is the "model >>>>> fitting information" chi-square a test of overall significance in the >>>>> way that SAS Proc Logistic Type III Analysis of Effects with a Wald >>>>> chi-squared is an overall significance test. >>>>> Thanks for any help, >>>>> Jan >>>>> >>>>> ===================== >>>>> To manage your subscription to SPSSX-L, send a message to >>>>> [hidden email] (not to SPSSX-L), with no body text except the >>>>> command. To leave the list, send the command >>>>> SIGNOFF SPSSX-L >>>>> For a list of commands to manage subscriptions, send the command >>>>> INFO REFCARD >>>>> >>>> ----- >>>> -- >>>> Bruce Weaver >>>> [hidden email] >>>> http://sites.google.com/a/lakeheadu.ca/bweaver/ >>>> >>>> "When all else fails, RTFM." >>>> >>>> NOTE: My Hotmail account is not monitored regularly. >>>> To send me an e-mail, please use the address shown above. >>>> >>>> -- >>>> View this message in context: >>>> http://spssx-discussion.1045642.n5.nabble.com/Second-posting-re-test-of-overall-significance-for-multinomial-LR-tp4331823p4331960.html >>>> Sent from the SPSSX Discussion mailing list archive at Nabble.com. >>>> >>>> ===================== >>>> To manage your subscription to SPSSX-L, send a message to >>>> [hidden email] (not to SPSSX-L), with no body text except the >>>> command. To leave the list, send the command >>>> SIGNOFF SPSSX-L >>>> For a list of commands to manage subscriptions, send the command >>>> INFO REFCARD >>>> >>> ===================== >>> To manage your subscription to SPSSX-L, send a message to >>> [hidden email] (not to SPSSX-L), with no body text except the >>> command. To leave the list, send the command >>> SIGNOFF SPSSX-L >>> For a list of commands to manage subscriptions, send the command >>> INFO REFCARD >>> >> >> ----- >> -- >> Bruce Weaver >> [hidden email] >> http://sites.google.com/a/lakeheadu.ca/bweaver/ >> >> "When all else fails, RTFM." >> >> NOTE: My Hotmail account is not monitored regularly. >> To send me an e-mail, please use the address shown above. >> >> -- >> View this message in context: http://spssx-discussion.1045642.n5.nabble.com/Second-posting-re-test-of-overall-significance-for-multinomial-LR-tp4331823p4332172.html >> Sent from the SPSSX Discussion mailing list archive at Nabble.com. >> >> ===================== >> To manage your subscription to SPSSX-L, send a message to >> [hidden email] (not to SPSSX-L), with no body text except the >> command. To leave the list, send the command >> SIGNOFF SPSSX-L >> For a list of commands to manage subscriptions, send the command >> INFO REFCARD >> > ===================== > To manage your subscription to SPSSX-L, send a message to > [hidden email] (not to SPSSX-L), with no body text except the > command. To leave the list, send the command > SIGNOFF SPSSX-L > For a list of commands to manage subscriptions, send the command > INFO REFCARD > ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD |
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