<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>The multinomial logit model and the cumulative logit model represent two important tools for regression modeling with a categorical response with numerous applications in various fields. First, this paper presents a systematic review of these two models including available tools for model choice (model selection). Then, numerical experiments are presented for two real datasets with an ordinal categorical response. These experiments reveal that a backward model choice procedure by means of hypothesis testing is more effective compared to a procedure based on Akaike information criterion. While the tendency of the backward selection to be superior to Akaike information criterion has recently been justified in linear regression, such a result seems not to have been presented for models with a categorical response. In addition, we report a mistake in VGAM package of R software, which has however no influence on the process of model choice.</p>
</abstract>

The multinomial logit model and the cumulative logit model represent two important tools for regression modeling with a categorical response with numerous applications in various fields. First, this paper presents a systematic review of these two models including available tools for model choice (model selection). Then, numerical experiments are presented for two real datasets with an ordinal categorical response. These experiments reveal that a backward model choice procedure by means of hypothesis testing is more effective compared to a procedure based on Akaike information criterion. While the tendency of the backward selection to be superior to Akaike information criterion has recently been justified in linear regression, such a result seems not to have been presented for models with a categorical response. In addition, we report a mistake in VGAM package of R software, which has however no influence on the process of model choice.

Model choice for regression models with a categorical response

Prague & Charles University, Faculty of Mathematics and Physics

Journal of Applied Mathematics, Statistics and Informatics

This work is licensed under the Creative Commons Attribution 4.0 International License.

{"article-title":"Model choice for regression models with a categorical response"}

The multinomial logit model and the cumulative logit model represent two important tools for regression modeling with a categorical response with numerous...

Model choice for regression models with a categorical response

Published Online: Jul 04, 2022

Page range: 59 - 71

DOI: https://doi.org/10.2478/jamsi-2022-0005

Keywords
categorical distribution, categorical response, Akaike information criterion, General Terms: Regression, Generalized linear model, Model choice, Model selection, Information theory

© 2022 J. Kalina, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Model choice for regression models with a categorical response

Published Online: Jul 04, 2022

Page range: 59 - 71

DOI: https://doi.org/10.2478/jamsi-2022-0005

Keywordscategorical distribution, categorical response, Akaike information criterion, General Terms: Regression, Generalized linear model, Model choice, Model selection, Information theory

© 2022 J. Kalina, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Keywords
categorical distribution, categorical response, Akaike information criterion, General Terms: Regression, Generalized linear model, Model choice, Model selection, Information theory