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st: Building a Multinomial Logit Model


From   [email protected]
To   [email protected]
Subject   st: Building a Multinomial Logit Model
Date   Fri, 10 Jan 2003 11:24:48 +0800 (HKT)

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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