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constrained multinom()

To: "'s-news@lists.biostat.wustl.edu'" <s-news@lists.biostat.wustl.edu>
Subject: constrained multinom()
From: Gianluca Severi <Gianluca.Severi@cancervic.org.au>
Date: Wed, 18 Aug 2004 16:49:06 +1000
Dear S-plus users,

I have fitted a polytomous logistic regression model with the function
multinom in the nnet library. I have a response Y with 3 categories and a
predictor with 2 categories. Now I'm interested in testing whether the
effect of X is different according to the type of response. Any idea on how
to do this?

> my.table      <- expand.grid(Y=0:2,X= 0:1)
> temp          <- c(612,477,209,107,83,42)
> my.table      <- apply(my.table,2,function(x){rep(x,temp)})
> my.table      <- data.frame(  Y =
factor(my.table[,"Y"],labels=c("CONTROL","CASE A","CASE B")),
+                                                       X =
factor(my.table[,"X"],labels=c("NO","YES"))
+                                                       )
> library(nnet)
> library(MASS)
> options(contrasts=c("contr.treatment","contr.poly"))
> fit   <- multinom(Y ~ X, data = my.table)
# weights:  9 (4 variable)
initial  value 1680.876802 
final  value 1559.227816 
converged
> 
> 
> 
> fit
Call:
multinom(formula = Y ~ X, data = my.table)

Coefficients:
       (Intercept)            X 
CASE A  -0.2492187 -0.004772402
CASE B  -1.0744047  0.139230847

Residual Deviance: 3118.456 
AIC: 3126.456 

> summary(fit)$standard.errors

Re-fitting to get Hessian

       (Intercept)         X 
CASE A  0.06107717 0.1585067
CASE B  0.08011675 0.1989328


The effect of X is clearly not different in CASE A and CASE B how can I
formally test this hypothesis? How can I fit the same model constraining the
two coefficients for X to be identical?

Thanks

Gianluca

Gianluca Severi, Ph.D
Senior Research Fellow
Cancer Epidemiology Centre
The Cancer Council Victoria
100 Drummond Street
Carlton  Vic  3053
Australia

Tel: +61 3 9635 5412
Mob: +61 0425852860
Fax: +61 3 9635 5330
e-mail:  gianluca.severi@cancervic.org.au






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