Multinomial Logistic Regression Basic Relationships

SW388R7 Data Analysis & Computers II Slide 1
Multinomial Logistic Regression Basic Relationships
Multinomial Logistic Regression Describing Relationships
Classification Accuracy
Sample Problems
Multinomial logistic regression
Multinomial logistic regression is used to analyze relationships between a non-metric dependent variable and metric or dichotomous independent variables. Multinomial logistic regression compares multiple groups through a combination of binary logistic regressions. The group comparisons are equivalent to the comparisons for a dummy-coded dependent variable, with the group with the highest numeric score used as the reference group. For example, if we wanted to study differences in BSW, MSW, and PhD students using multinomial logistic regression, the analysis would compare BSW students to PhD students and MSW students to PhD students. For each independent variable, there would be two comparisons.
What multinomial logistic regression predicts
Multinomial logistic regression provides a set of coefficients for each of the two comparisons. The coefficients for the reference group are all zeros, similar to the coefficients for the reference group for a dummy-coded variable. Thus, there are three equations, one for each of the groups defined by the dependent variable. The three equations can be used to compute the probability that a subject is a member of each of the three groups. A case is predicted to belong to the group associated with the highest probability. Predicted group membership can be compared to actual group membership to obtain a measure of classification accuracy.
Level of measurement requirements
Multinomial logistic regression analysis requires that the dependent variable be non-metric. Dichotomous, nominal, and ordinal variables satisfy the level of measurement requirement. Multinomial logistic regression analysis requires that the independent variables be metric or dichotomous. Since SPSS will automatically dummy-code nominal level variables, they can be included since they will be dichotomized in the analysis. In SPSS, non-metric independent variables are included as factors. SPSS will dummy-code non-metric IVs. In SPSS, metric independent variables are included as covariates. If an independent variable is ordinal, we will attach the usual caution.
Assumptions and outliers
Multinomial logistic regression does not make any assumptions of normality, linearity, and homogeneity of variance for the independent variables. Because it does not impose these requirements, it is preferred to discriminant analysis when the data does not satisfy these assumptions. SPSS does not compute any diagnostic statistics for outliers. To evaluate outliers, the advice is to run multiple binary logistic regressions and use those results to test the exclusion of outliers or influential cases.
Sample size requirements
The minimum number of cases per independent variable is 10, using a guideline provided by Hosmer and Lemeshow, authors of Applied Logistic Regression, one of the main resources for Logistic Regression. For preferred case-to-variable ratios, we will use 20 to 1.
Methods for including variables
The only method for selecting independent variables in SPSS is simultaneous or direct entry.
Overall test of relationship - 1
The overall test of relationship among the independent variables and groups defined by the dependent is based on the reduction in the likelihood values for a model which does not contain any independent variables and the model that contains the independent variables. This difference in likelihood follows a chi-square distribution, and is referred to as the model chi-square. The significance test for the final model chi-square (after the independent variables have been added) is our statistical evidence of the presence of a relationship between the dependent variable and the combination of the independent variables.
Overall test of relationship - 2
Model Fitting Information -2 Log Model Likelihood Intercept Only 284.429 Final 265.972 Chi-Square 18.457 df 6 Sig. .005
The presence of a relationship between the dependent variable and combination of independent variables is based on the statistical significance of the final model chi-square in the SPSS table titled "Model Fitting Information". In this analysis, the probability of the model chi-square (18.457) was 0.005, less than or equal to the level of significance of 0.05. The null hypothesis that there was no difference between the model without independent variables and the model with independent variables was rejected. The existence of a relationship between the independent variables and the dependent variable was supported.
Strength of multinomial logistic regression relationship
While multinomial logistic regression does compute correlation measures to estimate the strength of the relationship (pseudo R square measures, such as Nagelkerke's R), these correlations measures do not really tell us much about the accuracy or errors associated with the model. A more useful measure to assess the utility of a multinomial logistic regression model is classification accuracy, which compares predicted group membership based on the logistic model to the actual, known group membership, which is the value for the dependent variable.
Evaluating usefulness for logistic models
The benchmark that we will use to characterize a multinomial logistic regression model as useful is a 25% improvement over the rate of accuracy achievable by chance alone. Even if the independent variables had no relationship to the groups defined by the dependent variable, we would still expect to be correct in our predictions of group membership some percentage of the time. This is referred to as by chance accuracy. The estimate of by chance accuracy that we will use is the proportional by chance accuracy rate, computed by summing the squared percentage of cases in each group. The only difference between by chance accuracy for binary logistic models and by chance accuracy for multinomial logistic models is the number of groups defined by the dependent variable.
Computing by chance accuracy

The percentage of cases in each group defined by the dependent variable is found in the Case Processing Summary table.
Case Processing Summary N HIGHWAYS AND BRIDGES Valid Missing Total Subpopulation 1 2 3 62 93 12 167 103 270 153 a Marginal Percentage 37.1% 55.7% 7.2% 100.0%
a. The dependent variable has only one value observed in 146 (95.4%) subpopulations.
The proportional by chance accuracy rate was computed by calculating the proportion of cases for each group based on the number of cases in each group in the 'Case Processing Summary', and then squaring and summing the proportion of cases in each group (0.371 + 0.557 + 0.072 = 0.453). The proportional by chance accuracy criteria is 56.6% (1.25 x 45.3% = 56.6%).
Comparing accuracy rates
To characterize our model as useful, we compare the overall percentage accuracy rate produced by SPSS at the last step in which variables are entered to 25% more than the proportional by chance accuracy. (Note: SPSS does not compute a cross-validated accuracy rate for multinomial logistic regression .)
Classification Predicted Observed 1 2 3 Overall Percentage 1 15 7 5 16.2% 2 47 86 7 83.8% 3 0 0 0 .0% Percent Correct 24.2% 92.5% .0% 60.5%
The classification accuracy rate was 60.5% which was greater than or equal to the proportional by chance accuracy criteria of 56.6% (1.25 x 45.3% = 56.6%). The criteria for classification accuracy is satisfied in this example.
Numerical problems
The maximum likelihood method used to calculate multinomial logistic regression is an iterative fitting process that attempts to cycle through repetitions to find an answer. Sometimes, the method will break down and not be able to converge or find an answer. Sometimes the method will produce wildly improbable results, reporting that a one-unit change in an independent variable increases the odds of the modeled event by hundreds of thousands or millions. These implausible results can be produced by multicollinearity, categories of predictors having no cases or zero cells, and complete separation whereby the two groups are perfectly separated by the scores on one or more independent variables. The clue that we have numerical problems and should not interpret the results are standard errors for some independent variables that are larger than 2.0.
Relationship of individual independent variables and the dependent variable
There are two types of tests for individual independent variables: The likelihood ratio test evaluates the overall relationship between an independent variable and the dependent variable The Wald test evaluates whether or not the independent variable is statistically significant in differentiating between the two groups in each of the embedded binary logistic comparisons. If an independent variable has an overall relationship to the dependent variable, it might or might not be statistically significant in differentiating between pairs of groups defined by the dependent variable.
The interpretation for an independent variable focuses on its ability to distinguish between pairs of groups and the contribution which it makes to changing the odds of being in one dependent variable group rather than the other. We should not interpret the significance of an independent variables role in distinguishing between pairs of groups unless the independent variable also has an overall relationship to the dependent variable in the likelihood ratio test. The interpretation of an independent variables role in differentiating dependent variable groups is the same as we used in binary logistic regression. The difference in multinomial logistic regression is that we can have multiple interpretations for an independent variable in relation to different pairs of groups.

Parameter Estimates
HIGHWAYS a AND BRIDGES 1
Intercept AGE EDUC CONLEGIS Intercept AGE EDUC CONLEGIS
B 3.240 .019 .071 -1.373 3.639 .003 .172 -1.657
Std. Error 2.478 .020 .108 .620 2.456 .020 .110 .613
95% Confidence Interv Exp(B) SPSS identifies the comparisons Exp(B) it makes Lower Bound Upper B for Wald df Sig. groups defined by1 the dependent variable in 1.709 .191 the table of Parameter Estimates, using either .906 1 .341 1.019 1 the value codes or the value labels, depending .980 .427 1 .514 1.073 1 on the options settings for pivot table labeling. .868 4.913 1 .027 .253 .075 The reference category is identified in the 2.195 1 .138 footnote to the table. .017 1 .897 1.003 .963 1 In this analysis, two comparisons will be 2.463 1 .117 1.188 .958 1 made: 7.298 1 .007 .191 .057
a. The reference category is: 3.
HIGHWAYS a AND BRIDGES TOO LITTLE
ABOUT RIGHT
B 3.240 2.478 1.709 1 .191 The reference category plays the same role in .019 .020 .906 1 .341 multinomial logistic regression that it plays in .071 .108 .427 1 .514 the dummy-coding of a nominal variable: it is the category that would be coded with.027 zeros -1.373 .620 4.913 1 for all 2.456 dummy-coded variables that all of the 3.639 2.195 1 .138 other categories are interpreted against. .003 .020 .017 1 .897 .172 .110 2.463 1 .117 -1.657 .613 7.298 1 .007
the TOO LITTLE group (coded 1, shaded blue) will be compared to the TOO MUCH Parameter Estimates group (coded 3, shaded purple) the ABOUT RIGHT group (coded 2 , shaded orange)) will be compared to the TOO MUCH group (coded 3, shaded purple). Wald Std. Error df Sig. Exp(B)
95% Co
Lower B
1.019 1.073 .253 1.003 1.188 .191
a. The reference category is: TOO MUCH.

Likelihood Ratio Tests -2 Log Likelihood of Reduced Model 268.323 268.625 270.395 275.194
Effect Intercept AGE EDUC CONLEGIS
Chi-Square 2.350 2.652 4.423 9.221
df 2 2 2 2
Sig. .309 .265 .110 .010
In this example, there is a statistically significant relationship between the independent variable CONLEGIS and the dependent variable. (0.010 < 0.05)
The chi-square statistic is the difference in -2 log-likelihoods between the final model and a reduced model. The reduced model is Parameter Estimates formed by omitting an effect from the final model. The null hypothesis is that all parameters of that effect are 0.
B 3.240 .019 .071 -1.373 3.639 .003 .172 -1.657
Std. Error 2.478 .020 .108 .620 2.456 .020 .110 .613
Wald 1.709 .906 .427 4.913 2.195 .017 2.463 7.298
df 1 1 1 1 1 1 1 1
As well, the independent variable CONLEGIS is significant in distinguishing both category 1 of95% Confidence Interval the dependent variable from category 3 of the dependent Exp(B) Sig. Exp(B) Lower variable. (0.027 < 0.05) Bound Upper Bou
.191 .341 .514 .027 .138 .897 .117 .007 1.019 1.073 .253 1.003 1.188 .191 .980 .868 .075 .963 .958 .057
1.0 1.3 .8
1.0 1.4 .6
And the independent variable CONLEGIS is significant in distinguishing category 2 of the dependent variable from category 3 of the dependent variable. (0.007 < 0.05)
Interpreting relationship of individual independent variables to the dependent variable

Likelihood Ratio Tests -2 Log Survey Likelihood of respondents who had less confidence in congress (higher values correspond to lower confidence) were less likely to be in the Reduced group ofChi-Square survey respondents who thought we spend too little money Model df Sig. on highways and bridges (DV category 1), rather than the group of 268.323 respondents who thought we spend too much money on 2.350 2 .309 survey highways and bridges (DV 2 category 3). 268.625 2.652 .265 270.395 4.423 2 .110 For each unit increase in confidence in Congress, the odds of being 275.194 9.221 2 .010
The chi-square statistic is theon highways and bridges decreased by 74.7%. (0.253 1.0 money difference in -2 log-likelihoods between the final model and a reduced model. The reduced model is = -0.747) Parameter Estimates formed by omitting an effect from the final model. The null hypothesis is that all parameters of that effect are 0.
in the group of survey respondents who thought we spend too little
B 3.240 .019 .071 -1.373 3.639 .003 .172 -1.657
Std. Error 2.478 .020 .108 .620 2.456 .020 .110 .613
Wald 1.709 .906 .427 4.913 2.195 .017 2.463 7.298
df 1 1 1 1 1 1 1 1
Sig. .191 .341 .514 .027 .138 .897 .117 .007
Exp(B) 1.019 1.073 .253 1.003 1.188 .191
95% Confidence Interval Exp(B) Lower Bound Upper Bou .980 .868 .075 .963 .958 .057
1.0 1.3 .8
1.0 1.4 .6
Interpreting relationship of individual independent variables to the dependent variable

Likelihood Ratio Tests
-2 Log Likelihood of Reduced Effect Model Chi-Square df Sig. Intercept 268.323 2.350 2 .309 AGE 268.625 2.652 2 .265 EDUC 270.395 4.423 2 .110 CONLEGIS 275.194 9.221 2 .010 Survey respondents who had less confidence in congress (higher values correspond to lower confidence) were less likely to be in the The chi-square statistic is the difference in -2 log-likelihoods between the final modelgroup reduced model. The reduced model is and a of survey respondents who thought we spend about the right Parameter Estimates amount the money on highways and bridges (DV category 2), rather formed by omitting an effect from of final model. The null hypothesis than the are 0. of survey respondents who thought we spend too group is that all parameters of that effect
much money on highways and bridges (DV Category 3).
For each unit increase in confidence in Congress, the odds of being B Std. Error Wald df Sig. Exp(B) in spend about the Interceptthe group of survey respondents who thought we .191 3.240 2.478 1.709 1 right amount of money on highways and bridges decreased by AGE 80.9%. (0.191 1.0 = 0.809) .906 .019 .020 1 .341 1.019 EDUC .071 .108 .427 1 .514 1.073 CONLEGIS -1.373 .620 4.913 1 .027 .253 Intercept 3.639 2.456 2.195 1 .138 AGE .003 .020 .017 1 .897 1.003 EDUC .172 .110 2.463 1 .117 1.188 CONLEGIS -1.657 .613 7.298 1 .007 .191
95% Confidence Interval Exp(B) Lower Bound Upper Bou .980 .868 .075 .963 .958 .057
1.0 1.3 .8
1.0 1.4 .6

-2 Log Likelihood of Reduced Effect Model Chi-Square a Intercept 327.463 .000 AGE 333.440 5.976 EDUC 329.606 2.143 POLVIEWS 334.636 7.173 SEX 338.985 11.521
df 0 2 2 2 2
Sig. . .050 .343 .028 .003
In this example, there is a statistically significant relationship between SEX and the dependent variable, spending on childcare assistance.
The chi-square statistic is the difference in -2 log-likelihoods Parameter Estimates between the final model and a reduced model. The reduced model is formed by omitting an effect from the final model. The null hypothesis is that all parameters of that effect are 0. a. a NATCHLD B Std. Error Wald df This reduced model is equivalent to the final model because TOO LITTLE Intercept 8.434 2.233 14.261 1 omitting the effect does not increase the degrees of freedom. AGE -.023 .017 1.756 1 EDUC -.066 .102 .414 1 POLVIEWS -.575 .251 5.234 1 [SEX=1] -2.167 .805 7.242 1 b [SEX=2] 0 . . 0 ABOUT RIGHT Intercept 4.485 2.255 3.955 1 AGE -.001 .018 .003 1 EDUC .011 .104 .011 1 POLVIEWS -.397 .257 2.375 1 [SEX=1] -1.606 .824 3.800 1 [SEX=2] 0b . . 0
As well, SEX plays a statistically significant role in differentiating95% Confidence Interval the TOO LITTLE group from the TOO Exp(B) MUCH Exp(B) (reference) group. Sig. Lower Bound Upper Bo (0.007 < 0.5)
.000 .185 .977 .944 .520 .936 .766 .022 .563 .344 .007 .115 .024 . . . However, SEX does not .047 differentiate the ABOUT group from the .955 RIGHT .999 .965 TOO MUCH (reference) .916 1.011 .824 group.(0.51 > 0.5) .123 .673 .406 .051 .201 .040 . . . 1. 1. . .
1. 1. 1. 1.
Interpreting relationship of individual independent variables and the dependent variable

-2 Log Likelihood of Reduced Effect Model Chi-Square df Sig. a Intercept 327.463 .000 0 . Survey respondents who were male (code 1 for sex) were less likely AGE 333.440 5.976 2 .050 to be in the group of survey respondents who thought we spend too EDUC 329.606 2.143 2 .343 little money on childcare assistance (DV category 1), rather than the POLVIEWS 334.636 2 .028 group of survey7.173 respondents who thought we spend too much money on childcare assistance (DV category 3). SEX 338.985 11.521 2 .003 The chi-square statistic is the difference in -2 log-likelihoods Survey and a reduced who were male were 88.5% less likely (0.115 Parameter Estimates between the final model respondents model. The reduced model 1.0 = -0.885) to be in the group of survey respondents who thought is formed by omitting an effect from the final model. The null assistance. we spend too little money on childcare hypothesis is that all parameters of that effect are 0. a. a NATCHLD B Std. Error Wald df Sig. Exp(B) This reduced model is equivalent to the final model because TOO LITTLE Intercept 8.434 2.233 14.261 1 .000 omitting the effect does not increase the degrees of freedom. AGE -.023 .017 1.756 1 .185 .977 EDUC -.066 .102 .414 1 .520 .936 POLVIEWS -.575 .251 5.234 1 .022 .563 [SEX=1] -2.167 .805 7.242 1 .007 .115 b [SEX=2] 0 . . 0 . . ABOUT RIGHT Intercept 4.485 2.255 3.955 1 .047 AGE -.001 .018 .003 1 .955 .999 EDUC .011 .104 .011 1 .916 1.011 POLVIEWS -.397 .257 2.375 1 .123 .673 [SEX=1] -1.606 .824 3.800 1 .051 .201 [SEX=2] 0b . . 0 . .
95% Confidence Interval Exp(B) Lower Bound Upper Bo .944 .766 .344 .024 . .965 .824 .406 .040 . 1. 1. . .
1. 1. 1. 1.
Interpreting relationships for independent variable in problems
In the multinomial logistic regression problems, the problem statement will ask about only one of the independent variables. The answer will be true or false based on only the relationship between the specified independent variable and the dependent variable. The individual relationships between other independent variables are the dependent variable are not used in determining whether or not the answer is true or false.
Problem 1
11. In the dataset GSS2000, is the following statement true, false, or an incorrect application of a statistic? Assume that there is no problem with missing data, outliers, or influential cases, and that the validation analysis will confirm the generalizability of the results. Use a level of significance of 0.05 for evaluating the statistical relationships. The variables "age" [age], "highest year of school completed" [educ] and "confidence in Congress" [conlegis] were useful predictors for distinguishing between groups based on responses to "opinion about spending on highways and bridges" [natroad]. These predictors differentiate survey respondents who thought we spend too little money on highways and bridges from survey respondents who thought we spend too much money on highways and bridges and survey respondents who thought we spend about the right amount of money on highways and bridges from survey respondents who thought we spend too much money on highways and bridges. Among this set of predictors, confidence in Congress was helpful in distinguishing among the groups defined by responses to opinion about spending on highways and bridges. Survey respondents who had less confidence in congress were less likely to be in the group of survey respondents who thought we spend too little money on highways and bridges, rather than the group of survey respondents who thought we spend too much money on highways and bridges. For each unit increase in confidence in Congress, the odds of being in the group of survey respondents who thought we spend too little money on highways and bridges decreased by 74.7%. Survey respondents who had less confidence in congress were less likely to be in the group of survey respondents who thought we spend about the right amount of money on highways and bridges, rather than the group of survey respondents who thought we spend too much money on highways and bridges. For each unit increase in confidence in Congress, the odds of being in the group of survey respondents who thought we spend about the right amount of money on highways and bridges decreased by 80.9%. 1. 2. 3. 4. True True with caution False Inappropriate application of a statistic
Dissecting problem 1 - 1
11. In the dataset GSS2000, is the following statement true, false, or an incorrect application of a statistic? Assume that there is no problem with missing data, outliers, or influential cases, and that the validation analysis will confirm the generalizability of the results. Use a level of significance of 0.05 for evaluating the statistical relationships. The variables "age" [age], "highest year of school completed" [educ] and "confidence in Congress" [conlegis] were useful predictors for distinguishing between groups based on responses to "opinion about spending on highways and bridges" [natroad]. These predictors differentiate survey respondents who For thesewe spend too little money on highways and thought problems, we will bridges from survey respondents who assume that spend is nomuch money on highways and thought we there too problem bridges and survey respondents who thought we spend about theor with missing data, outliers, right amount of money on highways and bridges from survey respondents who thought we the influential cases, and that spend too much money on highways and bridges. validation analysis will confirm
the generalizability of the Among this set of predictors, confidence in Congress was helpful in distinguishing among the results groups defined by responses to opinion about spending on highways and bridges. Survey respondents who had less confidence in congress were less likely to be in the group of survey In this money we are told and respondents who thought we spend too littleproblem,on highways to bridges, rather than the use we spend too much group of survey respondents who thought 0.05 as alpha for the money on highways and bridges. For each unit increase in confidence in Congress, logistic regression. in the group of survey multinomial the odds of being respondents who thought we spend too little money on highways and bridges decreased by 74.7%. Survey respondents who had less confidence in congress were less likely to be in the group of survey respondents who thought we spend about the right amount of money on highways and bridges, rather than the group of survey respondents who thought we spend too much money on highways and bridges. For each unit increase in confidence in Congress, the odds of being in the group of survey respondents who thought we spend about the right amount of money on highways and bridges decreased by 80.9%.
1. 2. 3. 4.
True True with caution False Inappropriate application of a statistic
The variables listed first in the problem statement are the independent variables (IVs): "age" [age], "highest year of school 11. In the dataset GSS2000,"confidence in completed" [educ] and is the following statement true, false, or an incorrect application of a statistic? Assume that there is no problem with missing data, outliers, or influential cases, Congress" [conlegis].
and that the validation analysis will confirm the generalizability of the results. Use a level of significance of 0.05 for evaluating the statistical relationships.
The variables "age" [age], "highest year of school completed" [educ] and "confidence in Congress" [conlegis] were useful predictors for distinguishing between groups based on responses to "opinion about spending on highways and bridges" [natroad]. These predictors differentiate survey respondents who thought we spend too little money on highways and bridges from survey respondents who thought we spend too much money on highways and bridges and survey respondents who thought we spend about the right amount of money on highways and bridges from survey respondents who thought we spend too much money on The variable used to define highways and bridges.the dependent groups is Among this set of predictors, confidence in Congress was helpful in distinguishing among the spending on highways and groups defined by responses to opinion about spending on highways and bridges. Survey respondents bridges" [natroad]. who had less confidence in congress were less likely to be in the group of survey respondents who thought we spend too little money on highways and bridges, rather than the group of survey respondents who thought we spend too much money on highways and bridges. For each unit increase in confidence in Congress, the odds of being in the group of survey respondents who thought we spend too little moneySPSS only supports direct or on highways and bridges decreased by 74.7%. Survey respondents who had less confidence simultaneous entry of independent in the in congress were less likely to be group of survey respondents who thought we spend variables in multinomial logistic about the right amount of money on regression, so we have no choice of highways and bridges, rather than the group of survey respondents who thought we spend too much money on highways and bridges. For each unitmethod for entering variables. increase in confidence in Congress, the odds of being in the group of survey respondents who thought we spend about the right amount of money on highways and bridges decreased by 80.9%.
variable (DV): "opinion about
SPSS multinomial logistic regression models the relationship by comparing each of the groups defined by the dependent variable to the group with the highest code value.
11. In the dataset GSS2000, is the following statement true, false, or an incorrect application The responses there is about spending missing data, outliers, were: of a statistic? Assume thatto opinionno problem withon highways and bridgesor influential cases, and that the validation analysis will confirm the generalizability of the results. Use a level of 1= Too little, 2 = About right, and 3 = Too much. significance of 0.05 for evaluating the statistical relationships. The variables "age" [age], "highest year of school completed" [educ] and "confidence in Congress" [conlegis] were useful predictors for distinguishing between groups based on responses to "opinion about spending on highways and bridges" [natroad]. These predictors differentiate survey respondents who thought we spend too little money on highways and bridges from survey respondents who thought we spend too much money on highways and bridges and survey respondents who thought we spend about the right amount of money on highways and bridges from survey respondents who thought we spend too much money on highways and bridges. Among this set of predictors, confidence in Congress was helpful in distinguishing among the groups defined by responses to opinion about spending on highways and bridges. Survey respondents who had less confidence in congress were less likely to be in the group of survey respondents whoThe analysis spend too in two money on highways and bridges, rather than the thought we will result little comparisons: group of survey respondents who thought we spend too spend money on highways and bridges. survey respondents who thought we much too little money For each unit increase in confidence in Congress, the odds of being in the group of survey versus survey respondents who thought we spend too much respondents who thought we spend too and bridges on highways and bridges decreased by money on highways little money 74.7%. Survey respondents respondents who thought in congress were less likely to be in the survey who had less confidence we spend about the right group of survey respondentsof money versus survey respondents whoamount of money on who thought we spend about the right thought we amount highways and bridges, rather than the group of survey respondents who thought we spend too spend too bridges. For on highways and bridges. much money on highways and much money each unit increase in confidence in Congress, the odds of being in the group of survey respondents who thought we spend about the right amount of money on highways and bridges decreased by 80.9%.
Each problem includes a statement about the relationship between one independent variable and the dependent variable. The answer to the problem is based on the stated relationship, ignoring the The variablesrelationships between the other independent variables and the "age" [age], "highest year of school completed" [educ] and "confidence in Congress" [conlegis] were useful predictors for distinguishing between groups based on dependent variable.
responses to "opinion about spending on highways and bridges" [natroad]. These predictors differentiate This problem identifies a difference forspend of the comparisons highways and survey respondents who thought we both too little money on bridges from among groups modeled by the multinomial logistic regression. on highways and survey respondents who thought we spend too much money bridges and survey respondents who thought we spend about the right amount of money on highways and bridges from survey respondents who thought we spend too much money on highways and bridges. Among this set of predictors, confidence in Congress was helpful in distinguishing among the groups defined by responses to opinion about spending on highways and bridges. Survey respondents who had less confidence in congress were less likely to be in the group of survey respondents who thought we spend too little money on highways and bridges, rather than the group of survey respondents who thought we spend too much money on highways and bridges. For each unit increase in confidence in Congress, the odds of being in the group of survey respondents who thought we spend too little money on highways and bridges decreased by 74.7%. Survey respondents who had less confidence in congress were less likely to be in the group of survey respondents who thought we spend about the right amount of money on highways and bridges, rather than the group of survey respondents who thought we spend too much money on highways and bridges. For each unit increase in confidence in Congress, the odds of being in the group of survey respondents who thought we spend about the right amount of money on highways and bridges decreased by 80.9%.
11. In the dataset GSS2000, is the following statement true, false, or an incorrect application of a statistic? Assume that there is no problem with missing data, outliers, or influential cases, and that the validation analysis will confirm the generalizability of the results. Use a level of significance of 0.05 for evaluating the statistical relationships. The variables "age" [age], "highest year of school completed" [educ] and "confidence in Congress" [conlegis] were useful predictors for distinguishing between groups based on responses to "opinion about spending on highways and bridges" [natroad]. These predictors differentiate survey respondents who thought we spend too little money on highways and bridges from survey respondents who thought we spend too much money on highways and bridges and survey respondents who thought we spend about the right amount of money on highways and bridges from survey respondents who thought we spend too much money on highways and bridges. Among this set of predictors, confidence in Congress was helpful in distinguishing among the groups defined by responses to opinion about spending on highways and bridges. Survey respondents who had less confidence in congress were less likely to be in the group of survey respondents who thought we spend too little money on highways and bridges, rather than the group of survey respondents who thought we spend too much money on highways and bridges. In order for the multinomial logistic regression For each unit increase in confidence in Congress, the odds of being in the group of survey question to be true, the overall bridges decreased respondents who thought we spend too little money on highways andrelationship must by be statistically significant, were must be no 74.7%. Survey respondents who had less confidence in congress there less likely to be in the evidence of numerical problems, the classification group of survey respondents who thought we spend about the right amount of money on highways and bridges, rather than the accuracy rate must be substantiallythought we spend too group of survey respondents who better than much money on highways and bridges.couldeach unit increase in confidence in Congress, the For be obtained by chance alone, and the odds of being in the group of survey respondents who thought we spend be statistically amount stated individual relationship must about the right of money on highways and bridges decreased by and interpreted correctly. significant 80.9%.
Request multinomial logistic regression
Select the Regression | Multinomial Logistic command from the Analyze menu.
Selecting the dependent variable
First, highlight the dependent variable natroad in the list of variables.
Second, click on the right arrow button to move the dependent variable to the Dependent text box.
Selecting metric independent variables

Metric independent variables are specified as covariates in multinomial logistic regression. Metric variables can be either interval or, by convention, ordinal.
Move the metric independent variables, age, educ and conlegis to the Covariate(s) list box.
In this analysis, there are no nonmetric independent variables. Nonmetric independent variables would be moved to the Factor(s) list box.
Specifying statistics to include in the output
While we will accept most of the SPSS defaults for the analysis, we need to specifically request the classification table. Click on the Statistics button to make a request.
Requesting the classification table
First, keep the SPSS defaults for Summary statistics, Likelihood ratio test, and Parameter estimates.
Third, click on the Continue button to complete the request.
Second, mark the checkbox for the Classification table.
Completing the multinomial logistic regression request
Click on the OK button to request the output for the multinomial logistic regression.
The multinomial logistic procedure supports additional commands to specify the model computed for the relationships (we will use the default main effects model), additional specifications for computing the regression, and saving classification results. We will not make use of these options.
LEVEL OF MEASUREMENT - 1
11. In the dataset GSS2000, is the following statement true, false, or an incorrect application of a statistic? Assume that there is no problem with missing data, outliers, or influential cases, and that the validation analysis will confirm the generalizability of the results. Use a level of significance of 0.05 for evaluating the statistical relationships. The variables "age" [age], "highest year of school completed" [educ] and "confidence in Congress" [conlegis] were useful predictors for distinguishing between groups based on responses to "opinion about spending on highways and bridges" [natroad]. These predictors differentiate survey respondents who thought we spend too little money on highways and bridges from survey respondents who thought we spend too much money on highways and bridges and survey respondents who thought we spend about the right amount of money on highways and bridges from survey respondents who thought we spend too much money on highways and bridges. Among this set of predictors, confidence in Congress was helpful in distinguishing among the groups defined by responses to opinion about spending on highways and bridges. Survey respondents who had less confidence in congressrequires that the to be in the group of survey Multinomial logistic regression were less likely respondents who thought we spend too little money andhighways and bridges, rather than the dependent variable be non-metric on the group of survey respondents who thought we spend too much money on highways and bridges. independent variables be metric or dichotomous. For each unit increase in confidence in Congress, the odds of being in the group of survey respondents who thought we spend too little money on highways and bridges decreased by "Opinion about spending on highways and bridges" [natroad] is confidence in congress were less likely to be in the 74.7%. Survey respondents who had lessordinal, satisfying the nonmetric level of thought we spend about the the group of survey respondents who measurement requirement forright amount of money on dependent variable. highways and bridges, rather than the group of survey respondents who thought we spend too much money on highways and bridges. For each unit increase in confidence in Congress, the It contains three respondents who respondents odds of being in the group of surveycategories: survey thought we spend about the right amount who thought we spend too of money on highways and bridges decreased little money, about the right amount of money, by 80.9%. and too much money
on highways and bridges. 1. True 2. True with caution
"Age" [age] and "highest year of school completed" [educ] are interval, 11. satisfying the metric or dichotomous In the dataset GSS2000, is the following statement true, false, or an incorrect application of alevel of measurement requirement for statistic? Assume that there is no problem with missing data, outliers, or influential cases, independent variables. and that the validation analysis will confirm the generalizability of the results. Use a level of
significance of 0.05 for evaluating the statistical relationships.
The variables "age" [age], "highest year of school completed" [educ] and "confidence in Congress" [conlegis] were useful predictors for distinguishing between groups based on responses to "opinion about spending on highways and bridges" [natroad]. These predictors differentiate survey respondents who thought we spend too little money on highways and bridges from survey respondents who thought we spend too much money on highways and bridges and survey respondents who thought we spend about the right amount of money on highways and bridges from survey respondents who thought we spend too much money on "Confidence in Congress" [conlegis] is ordinal, highways and bridges. satisfying the metric or dichotomous level of
measurement requirement for independent variables. If we follow the convention of treating Among this set of predictors, confidence in Congress was helpfulthe distinguishing among the ordinal level variables as metric variables, in level groups defined by responses to opinion about spending on highways is bridges. Survey of measurement requirement for the analysis and respondents who had less confidence in congress analysts do not agree in the group of survey satisfied. Since some data were less likely to be with this convention, a note of caution should be respondents who thought we spend too little money on highways and bridges, rather than the included in our interpretation. group of survey respondents who thought we spend too much money on highways and bridges.
For each unit increase in confidence in Congress, the odds of being in the group of survey respondents who thought we spend too little money on highways and bridges decreased by 74.7%. Survey respondents who had less confidence in congress were less likely to be in the group of survey respondents who thought we spend about the right amount of money on highways and bridges, rather than the group of survey respondents who thought we spend too much money on highways and bridges. For each unit increase in confidence in Congress, the odds of being in the group of survey respondents who thought we spend about the right amount of money on highways and bridges decreased by 80.9%.
Sample size ratio of cases to variables
Case Processing Summary N HIGHWAYS AND BRIDGES Valid Missing Total Subpopulation 1 2 3 62 93 12 167 103 270 153 a Marginal Percentage 37.1% 55.7% 7.2% 100.0%
Multinomial logistic regression requires that the minimum ratio in 146 (95.4%) subpopulations. of valid cases to independent variables be at least 10 to 1. The ratio of valid cases (167) to number of independent variables (3) was 55.7 to 1, which was equal to or greater than the minimum ratio. The requirement for a minimum ratio of cases to independent variables was satisfied. The preferred ratio of valid cases to independent variables is 20 to 1. The ratio of 55.7 to 1 was equal to or greater than the preferred ratio. The preferred ratio of cases to independent variables was satisfied.
a. The dependent variable has only one value observed
OVERALL RELATIONSHIP BETWEEN INDEPENDENT AND DEPENDENT VARIABLES

The presence of a relationship between the dependent variable and combination of independent variables is based on the statistical significance of the final model chi-square in the SPSS table titled "Model Fitting Information".
In this analysis, the probability of the model chi-square (18.457) was 0.005, less than or equal to the level of significance of 0.05. The null hypothesis that there was no difference between the model without independent variables and the model with independent variables was rejected. The existence of a relationship between the independent variables and the dependent variable was supported.
NUMERICAL PROBLEMS
Parameter Estimates
B 3.240 .019 .071 -1.373 3.639 .003 .172 -1.657
Std. Error 2.478 .020 .108 .620 2.456 .020 .110 .613
Wald 1.709 .906 .427 4.913 2.195 .017 2.463 7.298
95% Confidence Inter Exp(B) Multicollinearity in the multinomial df Sig. Exp(B) logistic regression solution is Lower Bound Upper 1 .191 detected by examining the standard errors1for the .341 b coefficients. A 1.019 .980 standard error larger than 2.0 1 .514 1.073 indicates numerical problems, such .868 1 .027 among the .253 .075 as multicollinearity independent variables, zero cells for 1 .138 a dummy-coded independent 1 .897 1.003 .963 variable because all of the subjects 1 .117 1.188 .958 have the same value for the variable, and .007 'complete .191 separation' .057 1
whereby the two groups in the dependent event variable can be perfectly separated by scores on one of the independent variables. Analyses that indicate numerical problems should not be interpreted.
None of the independent variables in this analysis had a standard error larger than 2.0. (We are not interested in the standard errors associated with the intercept.)
RELATIONSHIP OF INDIVIDUAL INDEPENDENT VARIABLES TO DEPENDENT VARIABLE - 1

Likelihood Ratio Tests -2 Log Likelihood of Reduced Model 268.323 268.625 270.395 275.194
Chi-Square 2.350 2.652 4.423 9.221
df 2 2 2 2
Sig. .309 .265 .110 .010
The chi-square statistic is the difference in -2 log-likelihoods between the final model and a reduced model. The reduced model is formed by omitting an effect from the final model. The null hypothesis is that all parameters of that effect are 0.
The statistical significance of the relationship between confidence in Congress and opinion about spending on highways and bridges is based on the statistical significance of the chi-square statistic in the SPSS table titled "Likelihood Ratio Tests". For this relationship, the probability of the chi-square statistic (9.221) was 0.010, less than or equal to the level of significance of 0.05. The null hypothesis that all of the b coefficients associated with confidence in Congress were equal to zero was rejected. The existence of a relationship between confidence in Congress and opinion about spending on highways and bridges was supported.

Parameter Estimates
B 3.240 .019 .071 -1.373 3.639 .003 .172 -1.657
Std. Error 2.478 .020 .108 .620 2.456 .020 .110 .613
Wald 1.709 .906 .427 4.913 2.195 .017 2.463 7.298
df 1 1 1 1 1 1 1 1
Sig. .191 .341 .514 .027 .138 .897 .117 .007
Exp(B) 1.019 1.073 .253 1.003 1.188 .191
95% Confiden Exp Lower Bound .980 .868 .075 .963 .958 .057
In the comparison of survey respondents who thought we spend too little money on highways and bridges to survey respondents who thought we spend too much money on highways and bridges, the probability of the Wald statistic (4.913) for the variable confidence in Congress [conlegis] was 0.027. Since the probability was less than or equal to the level of significance of 0.05, the null hypothesis that the b coefficient for confidence in Congress was equal to zero for this comparison was rejected.

Parameter Estimates
B 3.240 .019 .071 -1.373 3.639 .003 .172 -1.657
Std. Error 2.478 .020 .108 .620 2.456 .020 .110 .613
Wald 1.709 .906 .427 4.913 2.195 .017 2.463 7.298
df 1 1 1 1 1 1 1 1
Sig. .191 .341 .514 .027 .138 .897 .117 .007
Exp(B) 1.019 1.073 .253 1.003 1.188 .191
a. The reference category is: 3. The value of Exp(B) was 0.253 which implies that for each unit
increase in confidence in Congress the odds decreased by 74.7% (0.253 - 1.0 = -0.747). The relationship stated in the problem is supported. Survey respondents who had less confidence in congress were less likely to be in the group of survey respondents who thought we spend too little money on highways and bridges, rather than the group of survey respondents who thought we spend too much money on highways and bridges. For each unit increase in confidence in Congress, the odds of being in the group of survey respondents who thought we spend too little money on highways and bridges decreased by 74.7%.

Parameter Estimates
B 3.240 .019 .071 -1.373 3.639 .003 .172 -1.657
Std. Error 2.478 .020 .108 .620 2.456 .020 .110 .613
Wald 1.709 .906 .427 4.913 2.195 .017 2.463 7.298
df 1 1 1 1 1 1 1 1
Sig. .191 .341 .514 .027 .138 .897 .117 .007
Exp(B) 1.019 1.073 .253 1.003 1.188 .191
In the comparison of survey respondents who thought we spend about the right amount of money on highways and bridges to survey respondents who thought we spend too much money on highways and bridges, the probability of the Wald statistic (7.298) for the variable confidence in Congress [conlegis] was 0.007. Since the probability was less than or equal to the level of significance of 0.05, the null hypothesis that the b coefficient for confidence in Congress was equal to zero for this comparison was rejected.

Parameter Estimates HIGHWAYS a AND BRIDGES 1
95% Conf B 3.240 .019 .071 -1.373 3.639 .003 .172 -1.657 Std. Error 2.478 .020 .108 .620 2.456 .020 .110 .613 Wald 1.709 .906 .427 4.913 2.195 .017 2.463 7.298 df 1 1 1 1 1 1 1 1 Sig. .191 .341 .514 .027 .138 .897 .117 .007 Exp(B) 1.019 1.073 .253 1.003 1.188 .191
Lower Bou
.9 .8 .0
.9 .9 .0
The value of Exp(B) was 0.191 which implies that for each unit increase in confidence in Congress the odds decreased by 80.9% (0.191-1.0=-0.809). The relationship stated in the problem is supported. Survey respondents who had less confidence in congress were less likely to be in the group of survey respondents who thought we spend about the right amount of money on highways and bridges, rather than the group of survey respondents who thought we spend too much money on highways and bridges. For each unit increase in confidence in Congress, the odds of being in the group of survey respondents who thought we spend about the right amount of money on highways and bridges decreased by 80.9%.
CLASSIFICATION USING THE MULTINOMIAL LOGISTIC REGRESSION MODEL: BY CHANCE ACCURACY RATE
The independent variables could be characterized as useful predictors distinguishing survey respondents who thought we spend too little money on highways and bridges, survey respondents who thought we spend about the right amount of money on highways and bridges and survey respondents who thought we spend too much money on highways and bridges if the classification accuracy rate was substantially higher than the accuracy attainable by chance alone. Operationally, the classification accuracy rate should be 25% or more higher than the proportional by chance accuracy rate.
Case Processing Summary N HIGHWAYS AND BRIDGES 1 2 3 Marginal Percentage 37.1% 55.7% 7.2% 100.0%
62 93 12 Valid 167 Missing 103 Total 270 The proportional by chance accuracy rate was computed by calculating the proportion of cases for eachagroup based on Subpopulation 153
the number of cases in each group in the 'Case Processing a. Summary',The dependent variable has summing theobserved and then squaring and only one value proportion of in 146 (95.4%) subpopulations. cases in each group (0.371 + 0.557 + 0.072 = 0.453).
CLASSIFICATION USING THE MULTINOMIAL LOGISTIC REGRESSION MODEL: CLASSIFICATION ACCURACY
Classification Predicted Observed 1 2 3 Overall Percentage 1 15 7 5 16.2% 2 47 86 7 83.8% 3 0 0 0 .0% Percent Correct 24.2% 92.5% .0% 60.5%
The classification accuracy rate was 60.5% which was greater than or equal to the proportional by chance accuracy criteria of 56.6% (1.25 x 45.3% = 56.6%).
The criteria for classification accuracy is satisfied.
Answering the question in problem 1 - 1

11. In the dataset GSS2000, is the following statement true, false, or an incorrect application of a statistic? Assume that there is no problem with missing data, outliers, or influential cases, and that the validation analysis will confirm the generalizability of the results. Use a level of significance of 0.05 for evaluating the statistical relationships. The variables "age" [age], "highest year of school completed" [educ] and "confidence in Congress" [conlegis] were useful predictors for distinguishing between groups based on responses to "opinion about spending on highways and bridges" [natroad]. These predictors differentiate survey respondents who thought we spend too little money on highways and bridges from survey respondents who thought we spend too much money on highways and bridges and survey respondents who thought we spend about the right amount of money on highways and bridges from survey respondents who thought we spend too much money on highways and bridges. Among this set of predictors, confidence in Congress was helpful in distinguishing among the groups defined by responses to opinion about spending on highways and bridges. Survey We found a statistically significant be in respondents who had less confidence in congress were less likely to overallthe group of survey relationship between highways and bridges, rather than the respondents who thought we spend too little money onthe combination of independent variables and the dependent group of survey respondents who thought we spend too much money on highways and bridges. variable. For each unit increase in confidence in Congress, the odds of being in the group of survey respondents who thought we spend too little money on highways and bridges decreased by 74.7%. Survey respondents who had less was no evidence of numerical less likelyin be in the There confidence in congress were problems to group of survey respondents who thought we spend about the right amount of money on the solution. highways and bridges, rather than the group of survey respondents who thought we spend too much money on highways and bridges. For each classification accuracy surpassed Moreover, the unit increase in confidence in Congress, the odds of being in the group of survey respondents whochance accuracy criteria, the right amount the proportional by thought we spend about of money on highways and bridgessupporting the 80.9%.of the model. decreased by utility 1. True 2. True with caution 3. False
Answering the question in problem 1 - 2

We verified that each statement about the [educ] and The variables "age" [age], "highest year of school completed" relationship "confidence in Congress" [conlegis]between an independent for distinguishingdependent groups based on were useful predictors variable and the between variable was correct in both direction of the relationship These predictors responses to "opinion about spending on highways and bridges" [natroad]. differentiate surveyand the change in likelihoodwe spend too little money on highways and respondents who thought associated with a one-unit bridges from surveychange of the who thought variable, for both of the respondents independent we spend too much money on highways and bridges and survey respondents who thought we stated about problem. amount of money on comparisons between groups spend in the the right highways and bridges from survey respondents who thought we spend too much money on highways and bridges.
Among this set of predictors, confidence in Congress was helpful in distinguishing among the groups defined by responses to opinion about spending on highways and bridges. Survey respondents who had less confidence in congress were less likely to be in the group of survey respondents who thought we spend too little money on highways and bridges, rather than the group of survey respondents who thought we spend too much money on highways and bridges. For each unit increase in confidence in Congress, the odds of being in the group of survey respondents who thought we spend too little money on highways and bridges decreased by 74.7%. Survey respondents who had less confidence in congress were less likely to be in the group of survey respondents who thought we spend about the right amount of money on highways and bridges, rather than the group of survey respondents who thought we spend too much money on highways and bridges. For each unit increase in confidence in Congress, the odds of being in the group of survey respondents who thought we spend about the right amount of money on highways and bridges decreased by 80.9%. 1. 2. 3. 4. True True with caution False Inappropriate application of a statistic
The answer to the question is true with caution. A caution is added because of the inclusion of ordinal level variables.
Problem 2
1. In the dataset GSS2000, is the following statement true, false, or an incorrect application of a statistic? Assume that there is no problem with missing data, outliers, or influential cases, and that the validation analysis will confirm the generalizability of the results. Use a level of significance of 0.05 for evaluating the statistical relationships. The variables "highest year of school completed" [educ], "sex" [sex] and "total family income" [income98] were useful predictors for distinguishing between groups based on responses to "opinion about spending on space exploration" [natspac]. These predictors differentiate survey respondents who thought we spend too little money on space exploration from survey respondents who thought we spend too much money on space exploration and survey respondents who thought we spend about the right amount of money on space exploration from survey respondents who thought we spend too much money on space exploration. Among this set of predictors, total family income was helpful in distinguishing among the groups defined by responses to opinion about spending on space exploration. Survey respondents who had higher total family incomes were more likely to be in the group of survey respondents who thought we spend about the right amount of money on space exploration, rather than the group of survey respondents who thought we spend too much money on space exploration. For each unit increase in total family income, the odds of being in the group of survey respondents who thought we spend about the right amount of money on space exploration increased by 6.0%. 1. 2. 3. 4. True True with caution False Inappropriate application of a statistic
1. In the dataset GSS2000, is the following statement true, false, or an incorrect application of a statistic? Assume that there is no problem with missing data, outliers, or influential cases, and that the validation analysis will confirm the generalizability of the results. Use a level of significance of 0.05 for evaluating the statistical relationships. The variables "highest year of school completed" [educ], "sex" [sex] and "total family income" [income98] were useful predictors for distinguishing between groups based on responses to "opinion about spending on space exploration" [natspac]. we willpredictors differentiate survey For these problems, These respondents who thought we spend too little money on spaceproblem assume that there is no exploration from survey respondents who thought we spend too much money on outliers, or with missing data, space exploration and survey respondents who thought we spend about the right amount of money on space exploration from influential cases, and that the survey respondents who thought we spend too much money confirm exploration. on space validation analysis will Among this set of predictors, total family income was helpful in distinguishing among the groups results defined by responses to opinion about spending on space exploration. Survey respondents who had higher total family incomes were In this likely to be in the group of survey respondents who more problem, we are told to thought we spend about the right amount0.05 as alpha for theexploration, rather than the group use of money on space of survey respondents who thought we spend too logistic regression. multinomial much money on space exploration. For each unit increase in total family income, the odds of being in the group of survey respondents who thought we spend about the right amount of money on space exploration increased by 6.0%. 1. 2. 3. 4. True True with caution False Inappropriate application of a statistic
the generalizability of the
The variables listed first in the problem statement are the independent variables 1. In (IVs): "highest year of school following statement true, false, or an incorrect application of the dataset GSS2000, is the completed" a statistic? Assume[sex] there is nofamily [educ], "sex" that and "total problem with missing data, outliers, or influential cases, and that the validation analysis will confirm the generalizability of the results. Use a level of income" [income98].
The variables "highest year of school completed" [educ], "sex" [sex] and "total family income" [income98] were useful predictors for distinguishing between groups based on responses to "opinion about spending on space exploration" [natspac]. These predictors differentiate survey respondents who thought we spend too little money on space exploration from survey respondents who thought we spend too much money on space exploration and survey respondents who thought we spend about the right amount of money on space exploration from survey respondents who thought we spend too much money on space The variable exploration. used to define
groups is the dependent variable (DV): "opinion about Among this on space spending set of predictors, total family income was helpful in distinguishing among the groups defined by responses to opinion about spending on space exploration. Survey respondents who exploration" [natspac].
had higher total family incomes were more likely to be in the group of survey respondents who thought we spend about the right amount of money on space exploration, rather than the group of survey respondents who thought we spend too much money on space exploration. For each SPSS the supports direct respondents who unit increase in total family income, the odds of being in onlygroup of survey or thought we spend about the right amount of money simultaneous entry of independent 6.0%. on space exploration increased by 1. 2. 3. 4. True True with caution False Inappropriate application of a statistic
variables in multinomial logistic regression, so we have no choice of method for entering variables.
SPSS multinomial logistic regression models the relationship by comparing each of the groups defined by the dependent variable to the group with the highest code value.
1. In the dataset GSS2000, isopinion about spending ontrue, false, or an incorrect application of The responses to the following statement the space a statistic? Assume that there is no problem with missing data, outliers, or influential cases, program were: and that the1= Too little, 2 = About right, and 3 = Too much. validation analysis will confirm the generalizability of the results. Use a level of significance of 0.05 for evaluating the statistical relationships. The variables "highest year of school completed" [educ], "sex" [sex] and "total family income" [income98] were useful predictors for distinguishing between groups based on responses to "opinion about spending on space exploration" [natspac]. These predictors differentiate survey respondents who thought we spend too little money on space exploration from survey respondents who thought we spend too much money on space exploration and survey respondents who thought we spend about the right amount of money on space exploration from survey respondents who thought we spend too much money on space exploration. Among this set of predictors, total family income was helpful in distinguishing among the groups defined by responses to opinion about spending on space exploration. Survey respondents who The analysis will result in two comparisons: had higher total family incomes were more likely to be in the group of survey respondents who survey respondents who money on spend too little money thought we spend about the right amount ofthought we space exploration, rather than the group versus thought we spend who thought we on space much of survey respondents who survey respondentstoo much money spend too exploration. For each money on space the odds unit increase in total family income,explorationof being in the group of survey respondents who about the right amount of money we space exploration increased by 6.0%. thought we spend survey respondents who thought on spend about the right 1. True 2. True with caution 3. False
amount of money versus survey respondents who thought we spend too much money on space exploration.
Each problem includes a statement about the The variables "highest year of school completed" [educ], "sex" [sex] and "total family income" [income98]relationship between onefor distinguishing between groups based on responses to were useful predictors independent variable and the dependenton space exploration" [natspac]. These predictors differentiate survey "opinion about spending variable. The answer to the problem is based on the stated relationship, ignoring the respondents who thought we spend too little money on space exploration from survey respondents who thought we spend too much money on space exploration and survey relationships between the other independent respondents who thought we spend about the right amount of money on space exploration from variables and the dependent variable. survey respondents who thought we spend too much money on space exploration.
Among this set of predictors, total family income was helpful in distinguishing among the groups defined by responses to opinion about spending on space exploration. Survey respondents who had higher total family incomes were more likely to be in the group of survey respondents who thought we spend about the right amount of money on space exploration, rather than the group of survey respondents who thought we spend too much money on space exploration. For each unit increase in total family income, the odds of being in the group of survey respondents who thought we spend about the right amount of money on space exploration increased by 6.0%. 1. 2. 3. 4. True True with caution This problem identifies a difference for only one of the two comparisons based on the three values False Inappropriate application of a of the dependent variable. statistic
Other problems will specify both of the possible comparisons.
The variables "highest year of school completed" [educ], "sex" [sex] and "total family income" [income98] were useful predictors for distinguishing between groups based on responses to "opinion about spending on space exploration" [natspac]. These predictors differentiate survey respondents who thought we spend too little money on space exploration from survey respondents who thought we spend too much money on space exploration and survey respondents who thought we spend about the right amount of money on space exploration from survey respondents who thought we spend too much money on space exploration. Among this set of predictors, total family income was helpful in distinguishing among the groups defined by responses to opinion about spending on space exploration. Survey respondents who had higher total family incomes were more likely to be in the group of survey respondents who thought we spend about the right amount of money on space exploration, rather than the group of survey respondents who thought we spend too much money on space exploration. For each unit increase in total family income, the odds of being in the group of survey respondents who thought we spend about the right amount of money on space exploration increased by 6.0%. 1. 2. 3. 4. True In order for the multinomial logistic regression True with caution question to be true, the overall relationship must False be statistically significant, there must be no Inappropriate application of a statistic
evidence of numerical problems, the classification accuracy rate must be substantially better than could be obtained by chance alone, and the stated individual relationship must be statistically significant and interpreted correctly.
1. In the dataset GSS2000, is the following statement true, false, or an incorrect application of a statistic? Assume that there is no problem with missing data, outliers, or influential cases, and that the validation analysis will confirm the generalizability of the results. Use a level of significance of 0.05 for evaluating the statistical relationships. The variables "highest year of school completed" [educ], "sex" [sex] and "total family income" [income98] were useful predictors for distinguishing between groups based on responses to "opinion about spending on space exploration" [natspac]. These predictors differentiate survey respondents who thought we spend too little money on space exploration from survey respondents who thought we spend too much money on space exploration and survey respondents who thought we spend about the right amount of money on space exploration from survey respondents who thought we spend too much money on space exploration. Among this set of predictors, total family income was helpful in distinguishing among the groups Multinomial logistic spending requires exploration. Survey respondents who defined by responses to opinion aboutregression on space that the dependent variable be non-metric be the had higher total family incomes were more likely to andin the group of survey respondents who independent variables be metric or dichotomous. thought we spend about the right amount of money on space exploration, rather than the group of survey respondents who thought we spend too much money on space exploration. For each "Opinion about spending on space exploration" unit increase in total family income, the odds of the non-metric [natspac] is ordinal, satisfying being in the group of survey respondents who thought we spend aboutof measurement requirementon space exploration increased by 6.0%. level the right amount of money for the
dependent variable.
1. 2. 3. 4.
True It contains three categories: survey respondents True with caution thought we spend too little money, about who the right amount of money, and too much money False Inappropriateon space exploration. application of a statistic
"Highest year of school "Sex" [sex] is dichotomous, completed" [educ] is interval, satisfying the metric or satisfying the metric or dichotomous level of measurement 1. In the dataset GSS2000, is the following statement true, false, or an incorrect application of dichotomous level of requirement for independent a statistic? requirement for measurement Assume that there is no problem with missing data, outliers, or influential cases, variables. independent variables. and that the validation analysis will confirm the generalizability of the results. Use a level of
The variables "highest year of school completed" [educ], "sex" [sex] and "total family income" [income98] were useful predictors for distinguishing between groups based on responses to "opinion about spending on space exploration" [natspac]. These predictors differentiate survey respondents who thought we spend too little money on space exploration from survey respondents who thought we spend too much money on space exploration and survey respondents who thought we spend about the right amount of money on space exploration from surveyfamily income" [income98] is ordinal, too much money on space "Total respondents who thought we spend exploration. satisfying the metric or dichotomous level of
measurement requirement for independent variables. If we follow the convention of treating Among this set of ordinal level total family income was helpful in distinguishing among the groups predictors, variables as metric variables, the level defined by responses to opinion about spending on space exploration. Survey respondents who of measurement requirement for the analysis is had higher total family incomes were more analysts do notthe group of survey respondents who satisfied. Since some data likely to be in agree thought we spendwith this convention, a note money on should exploration, rather than the group about the right amount of of caution space be included in our interpretation. of survey respondents who thought we spend about the right amount of money on space
exploration. For each unit increase in total family income, the odds of being in the group of survey respondents who thought we spend about the right amount of money on space exploration increased by 6.0%. 1. True 2. True with caution
Request multinomial logistic regression
Select the Regression | Multinomial Logistic command from the Analyze menu.
Selecting the dependent variable
First, highlight the dependent variable natspac in the list of variables.
Second, click on the right arrow button to move the dependent variable to the Dependent text box.
Selecting non-metric independent variables

Non-metric independent variables are specified as factors in multinomial logistic regression. Non-metric variables can be either dichotomous, nominal, or ordinal. These variables will be dummy coded as needed and each value will be listed separately in the output.
Select the dichotomous variable sex.
Move the non-metric independent variables listed in the problem to the Factor(s) list box.
Selecting metric independent variables

Metric independent variables are specified as covariates in multinomial logistic regression. Metric variables can be either interval or, by convention, ordinal.
Move the metric independent variables, educ and income98, to the Covariate(s) list box.
Specifying statistics to include in the output
While we will accept most of the SPSS defaults for the analysis, we need to specifically request the classification table. Click on the Statistics button to make a request.
Requesting the classification table
First, keep the SPSS defaults for Summary statistics, Likelihood ratio test, and Parameter estimates.
Third, click on the Continue button to complete the request.
Second, mark the checkbox for the Classification table.
Completing the multinomial logistic regression request
Click on the OK button to request the output for the multinomial logistic regression.
The multinomial logistic procedure supports additional commands to specify the model computed for the relationships (we will use the default main effects model), additional specifications for computing the regression, and saving classification results. We will not make use of these options.
Sample size ratio of cases to variables

Case Processing Summary N SPACE EXPLORATION 1 PROGRAM 2 3 RESPONDENTS SEX 1 2 Valid Missing Total Subpopulation 33 90 85 94 114 208 62 270 138 a Marginal Percentage 15.9% 43.3% 40.9% 45.2% 54.8% 100.0%
Multinomial logistic regression requires that the minimum ratio (81.2%) subpopulations. of valid cases to independent variables be at least 10 to 1. The ratio of valid cases (208) to number of independent variables( 3) was 69.3 to 1, which was equal to or greater than the minimum ratio. The requirement for a minimum ratio of cases to independent variables was satisfied. The preferred ratio of valid cases to independent variables is 20 to 1. The ratio of 69.3 to 1 was equal to or greater than the preferred ratio. The preferred ratio of cases to independent variables was satisfied.
a. The dependent variable has only one value observed in 112
OVERALL RELATIONSHIP BETWEEN INDEPENDENT AND DEPENDENT VARIABLES

The presence of a relationship between the dependent variable and combination of independent variables is based on the statistical significance of the final model chi-square in the SPSS table titled "Model Fitting Information".
In this analysis, the probability of the model chi-square (19.301) was 0.004, less than or equal to the level of significance of 0.05. The null hypothesis that there was no difference between the model without independent variables and the model with independent variables was rejected. The existence of a relationship between the independent variables and the dependent variable was supported.
NUMERICAL PROBLEMS
Parameter Estimates
SPACE EXPLORATION a PROGRAM 1 Intercept EDUC INCOME98 [SEX=1] [SEX=2] 2 Intercept EDUC INCOME98 [SEX=1] [SEX=2] a. The reference category is: 3.
B Std. Error -4.136 1.157 .101 .089 .097 .050 .672 .426 b 0 . -2.487 .840 .108 .068 .058 .034 .501 .317 b 0 .
Wald 12.779 1.276 3.701 2.488 . 8.774 2.521 2.932 2.492 .
df
Sig.
Exp(B)
95% Confidence Exp(B) Lower Bound Up .929 .998 .850 . .975 .992 .886 .
b. This parameter is set to zero because it is redundant.
1 Multicollinearity.000the multinomial in logistic regression solution is 1 .259 1.106 detected by examining the 1 standard errors.054 the b1.102 for 1 .115 1.959 coefficients. A standard error larger than 2.0 indicates numerical 0 . . problems, such as multicollinearity 1 .003 among the independent variables, 1 .112 1.114 zero cells for a dummy-coded independent variable because all of 1 .087 1.060 the subjects have the same value 1 .114 1.650 for the variable, and 'complete 0 . separation' whereby the two . groups in the dependent event variable can be perfectly separated by scores on one of the independent variables. Analyses that indicate numerical problems should not be interpreted.
None of the independent variables in this analysis had a standard error larger than 2.0.

Likelihood Ratio Tests -2 Log Likelihood of Reduced Effect Model Chi-Square a Intercept 334.967 .000 EDUC 337.788 2.821 INCOME98 340.154 5.187 SEX 338.511 3.544
df 0 2 2 2
Sig. . .244 .075 .170
The chi-square statistic is the difference in -2 log-likelihoods between the final model and a reduced model. The reduced model is formed by omitting an effect from the final model. The null hypothesis is that all parameters of that effect are 0. a. The statistical significance of the relationship between This reduced model is equivalent to the final total family income and opinion about spending on space model because exploration is based on the statistical does not increase the degrees of freedom. omitting the effect significance of the
chi-square statistic in the SPSS table titled "Likelihood Ratio Tests".
For this relationship, the probability of the chi-square statistic (5.187) was 0.075, greater than the level of significance of 0.05. The null hypothesis that all of the b coefficients associated with total family income were equal to zero was not rejected. The existence of a relationship between total family income and opinion about spending on space exploration was not supported.
Answering the question in problem 2

1. In the dataset GSS2000, is the following statement true, false, or an incorrect application of a statistic? Assume that there is no problem with missing data, outliers, or influential cases, and that the validation analysis will confirm the generalizability of the results. Use a level of significance of 0.05 for evaluating the statistical relationships. The variables "highest year of school completed" [educ], "sex" [sex] and "total family income" [income98] were useful predictors for distinguishing between groups based on responses to "opinion about spending on space exploration" [natspac]. These predictors differentiate survey respondents who thought we spend too little money on space exploration from survey respondents who thought we spend too much money on space exploration and survey respondents who thought we spend about the right amount of money on space exploration from survey respondents who thought we spend too much money on space exploration.
We found a statistically significant overall relationship between the combination of Among this set of predictors, totalindependent variables and the dependent family income was helpful in distinguishing among the groups defined by responses to opinion about spending on space exploration. Survey respondents who variable.
had higher total family incomes were more likely to be in the group of survey respondents who thought we spend about the right amount of no evidence of numerical problems in than the group There was money on space exploration, rather of survey respondents who thought we spend too much money on space exploration. For each the solution. unit increase in total family income, the odds of being in the group of survey respondents who thought we spend about the right amount of money on space exploration increased by 6.0%. 1. 2. 3. 4. True True with caution The answer to the question is false. False Inappropriate application of a statistic
However, the individual relationship between total family income and spending on space was not statistically significant.
Steps in multinomial logistic regression: level of measurement and initial sample size
The following is a guide to the decision process for answering problems about the basic relationships in multinomial logistic regression:
Dependent non-metric? Independent variables metric or dichotomous?
No
Inappropriate application of a statistic
Yes
Ratio of cases to independent variables at least 10 to 1?
No
Inappropriate application of a statistic
Yes
Run multinomial logistic regression
Steps in multinomial logistic regression: overall relationship and numerical problems
Overall relationship statistically significant? (model chi-square test)
No
False
Yes
Standard errors of coefficients indicate no numerical problems (s.e. <= 2.0)?
No
False
Yes
Steps in multinomial logistic regression: relationships between IV's and DV
Overall relationship between specific IV and DV is statistically significant? (likelihood ratio test)
No
False
Yes
Role of specific IV and DV groups statistically significant and interpreted correctly? (Wald test and Exp(B))
No
False
Yes
Steps in multinomial logistic regression: classification accuracy and adding cautions
Overall accuracy rate is 25% > than proportional by chance accuracy rate?
No
False
Yes
Satisfies preferred ratio of cases to IV's of 20 to 1
No
True with caution
Yes
One or more IV's are ordinal level treated as metric?
Yes
True with caution
No
True

Multinomial Logistic Regression Basic Relationships

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SW388R7 Data Analysis & Computers II Slide 1

Multinomial Logistic Regression Basic Relationships

Multinomial Logistic Regression Describing Relationships

SW388R7 Data Analysis & Computers II Slide 2

Multinomial logistic regression

SW388R7 Data Analysis & Computers II Slide 3

What multinomial logistic regression predicts

SW388R7 Data Analysis & Computers II Slide 4

Level of measurement requirements

SW388R7 Data Analysis & Computers II Slide 5

Assumptions and outliers

SW388R7 Data Analysis & Computers II Slide 6

Sample size requirements

SW388R7 Data Analysis & Computers II Slide 7

Methods for including variables

SW388R7 Data Analysis & Computers II Slide 8

Overall test of relationship - 1

SW388R7 Data Analysis & Computers II Slide 9

Overall test of relationship - 2

SW388R7 Data Analysis & Computers II Slide 10

Strength of multinomial logistic regression relationship

SW388R7 Data Analysis & Computers II Slide 11

Evaluating usefulness for logistic models

SW388R7 Data Analysis & Computers II Slide 12

Computing by chance accuracy

SW388R7 Data Analysis & Computers II Slide 13

Comparing accuracy rates

SW388R7 Data Analysis & Computers II Slide 14

SW388R7 Data Analysis & Computers II Slide 15

Relationship of individual independent variables and the dependent variable

SW388R7 Data Analysis & Computers II Slide 16

Relationship of individual independent variables and the dependent variable

SW388R7 Data Analysis & Computers II Slide 17

Relationship of individual independent variables and the dependent variable

HIGHWAYS a AND BRIDGES 1

Intercept AGE EDUC CONLEGIS Intercept AGE EDUC CONLEGIS

B 3.240 .019 .071 -1.373 3.639 .003 .172 -1.657

a. The reference category is: 3.

HIGHWAYS a AND BRIDGES TOO LITTLE

Intercept AGE EDUC CONLEGIS Intercept AGE EDUC CONLEGIS

1.019 1.073 .253 1.003 1.188 .191

a. The reference category is: TOO MUCH.

SW388R7 Data Analysis & Computers II Slide 18

Relationship of individual independent variables and the dependent variable

Effect Intercept AGE EDUC CONLEGIS

Chi-Square 2.350 2.652 4.423 9.221

Sig. .309 .265 .110 .010

HIGHWAYS a AND BRIDGES 1

Intercept AGE EDUC CONLEGIS Intercept AGE EDUC CONLEGIS

B 3.240 .019 .071 -1.373 3.639 .003 .172 -1.657

Wald 1.709 .906 .427 4.913 2.195 .017 2.463 7.298

a. The reference category is: 3.

SW388R7 Data Analysis & Computers II Slide 19

Interpreting relationship of individual independent variables to the dependent variable

Effect Intercept AGE EDUC CONLEGIS

in the group of survey respondents who thought we spend too little

HIGHWAYS a AND BRIDGES 1

Intercept AGE EDUC CONLEGIS Intercept AGE EDUC CONLEGIS

B 3.240 .019 .071 -1.373 3.639 .003 .172 -1.657

Wald 1.709 .906 .427 4.913 2.195 .017 2.463 7.298

Sig. .191 .341 .514 .027 .138 .897 .117 .007

Exp(B) 1.019 1.073 .253 1.003 1.188 .191

a. The reference category is: 3.

SW388R7 Data Analysis & Computers II Slide 20