Dear all,
I would like to build a multinomail logti model over
a large number of variables. I will be glad if
anyone could help me to solve problems as follows:
1. whether the multicollinearity between factors will
affect the psedo R-square and the log likelihood for
goodness of fit.
2. Is there any method that can tell me the possible
"functional form" in which the factors should be
transformed before putting into the model, and
3. Do the stepwise procedures work well for MNL and
is there any alternative methods?
Thanks a lot,
Regards,
Alfred
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