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Asian Journal of Mathematics & Statistics
Article . 2010 . Peer-reviewed
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Estimating Multinomial Logit Model with Multicollinear Data

Authors: CAMMINATIELLO, Ida; Lucadamo A.;

Estimating Multinomial Logit Model with Multicollinear Data

Abstract

The multinomial model is used to study the dependence relationship between a categorical response variable with more than two categories and a set of explicative variables. In presence of multicollinearity, the estimation of the multinomial model parameters becomes inaccurate. To solve this problem we develop an extension of Principal Component Logistic Regression (PCLR), model proposed by Aguilera et al. (2006). Finally a case study illustrates the advantages of the method.

Country
Italy
Keywords

multinomial logit regression; multicollinearity; principal component regression

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    15
    popularity
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    Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
15
Top 10%
Top 10%
Average
gold