Alternative Computational Methods for Estimation in Multinomial Logit Response Models. Revision.
MINNESOTA UNIV ST PAUL DEPT OF APPLIED STATISTICS
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Several algorithms have been proposed for the computation of maximum likelihood estimates for contingency tables. Since multinomial logit response models can be treated as special versions of log-linear models, many of these techniques can be used for logit models as well. In this paper we compare, in a qualitative fashion, the relative merits of 1 two variants of Newtons method developed by Fienberg and Stewart 2 GLIM, as developed by Nelder and Wedderburn 3 the BMDP program for stepwise logistic regression and 4 the widely used method of iterative proportional fitting. Author
- Statistics and Probability