Problem: I need to estimate a set of multinomial logistic multilevel models and can’t find an appropriate R package. What is the best R package to estimate such
An older question, but I think a viable option has recently emerged is brms
, which uses the Bayesian Stan
program to actually run the model For example, if you want to run a multinomial logistic regression on the iris
data:
b1 <- brm (Species ~ Petal.Length + Petal.Width + Sepal.Length + Sepal.Width,
data=iris, family="categorical",
prior=c(set_prior ("normal (0, 8)")))
And to get an ordinal regression -- not appropriate for iris
, of course -- you'd switch the family="categorical"
to family="acat"
(or cratio
or sratio
, depending on the type of ordinal regression you want) and make sure that the dependent variable is ordered
.
Clarification per Raphael's comment: This brm
call compiles your formula and arguments into Stan code. Stan compiles it into C++ and uses your system's C++ compiler -- which is required. On a Mac, for example, you may need to install the free Developer Tools to get C++. Not sure about Windows. Linux should have C++ installed by default.)
Clarification per Qaswed's comment: brms
easily handles multilevel models as well using the R formula (1 | groupvar)
to add a group (random) intercept for a group, (1 + foo | groupvar)
to add a random intercept and slope, etc.