http://spssx-discussion.165.s1.nabble.com/Second-posting-re-test-of-overall-significance-for-multinomial-LR-tp4331823p4332222.html
> 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
>>>>>
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>>>> -----
>>>> --
>>>> 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.
>>>>
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>>>> View this message in context:
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>>
>> -----
>> --
>> 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.
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