I recently held a free webinar in our The Craft of Statistical Analysis program about Binary, Ordinal, and Nominal Logistic Regression.
It was a record crowd and we didn’t get through everyone’s questions, so I’m answering some here on the site. They’re grouped by topic, and you will probably get more out of it if you watch the webinar recording. It’s free.
The following questions refer to this logistic regression model: (more…)
One of the big assumptions of linear models is that the residuals are normally distributed. This doesn’t mean that Y, the response variable, has to also be normally distributed, but it does have to be continuous, unbounded and measured on an interval or ratio scale.
Unfortunately, categorical response variables are none of these.
Multinomial Logistic Regression
The multinomial (a.k.a. polytomous) logistic regression model is a simple extension of the binomial logistic regression model. They are used when the dependent variable has more than two nominal (unordered) categories.
Dummy coding of independent variables is quite common. In multinomial logistic regression the dependent variable is dummy coded into multiple 1/0 variables. There is a variable for all categories but one, so if there are M categories, there will be M-1 dummy variables. All but one category has its own dummy variable. Each category’s dummy variable has a value of 1 for its category and a 0 for all others. One category, the reference category, doesn’t need its own dummy variable as it is uniquely identified by all the other variables being 0.
The multinomial logistic regression then estimates a separate binary logistic regression model for each of those dummy variables. The result is (more…)