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Polytomous logistic regression
Authors:J. Engel
Affiliation:Nederlandse Philips Bedrijven B.V. Centre tor Quantitative Methods Building HCM-7 P.O. Box 218 NL 5600 MD Eindhoven, The Netherlands.
Abstract:In this paper a review will be given of some methods available for modelling relationships between categorical response variables and explanatory variables. These methods are all classed under the name polytomous logistic regression (PLR). Models for PLR will be presented and compared; model parameters will be tested and estimated by weighted least squares and by likelihood. Usually, software is needed for computation, and available statistical software is reported.
An industrial problem is solved to some extent as an example to illustrate the use of PLR. The paper is concluded by a discussion on the various PLR-methods and some topics that need a further study are mentioned.
Keywords:generalized linear models    weighted least squares    prediction    discrimination
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