rmultinomialstanrstan

Multinomial logit using rstanarm


I know that you can fit a binomial logit model with the rstanarm package by using stan_glm and setting family = binomial(link="logit"), but does rstanarm give you the option to fit a multinomial logit model ?

I found this https://stats.stackexchange.com/questions/24705/can-i-use-glm-algorithms-to-do-a-multinomial-logistic-regression

but i am confused on how to translate the model Y=A+BX into the form that is mentioned there.


Solution

  • The multinomial logit model cannot currently be estimated with the rstanarm R package. There is a long-standing issue to implement it, which would not be too difficult, but we have been more focused on the more difficult problem of getting a multinomial probit model implemented. I believe you can do a multinomial logit model with the brm function in the brms R package, which also uses Stan to draw from the posterior distribution.