VGAM (version 1.1-6)

## Description

Computes the multilogit transformation, including its inverse and the first two derivatives.

## Usage

```multilogitlink(theta, refLevel = "(Last)", M = NULL, whitespace = FALSE,
bvalue = NULL, inverse = FALSE, deriv = 0, all.derivs = FALSE,
short = TRUE, tag = FALSE)```

## Arguments

theta

Numeric or character. See below for further details.

refLevel, M, whitespace

See `multinomial`.

bvalue

See `Links`.

all.derivs

Logical. This is currently experimental only.

inverse, deriv, short, tag

Details at `Links`.

## Value

For `multilogitlink` with `deriv = 0`, the multilogit of `theta`, i.e., `log(theta[, j]/theta[, M+1])` when `inverse = FALSE`, and if `inverse = TRUE` then `exp(theta[, j])/(1+rowSums(exp(theta)))`.

For `deriv = 1`, then the function returns d `eta` / d `theta` as a function of `theta` if `inverse = FALSE`, else if `inverse = TRUE` then it returns the reciprocal.

Here, all logarithms are natural logarithms, i.e., to base e.

## Details

The `multilogitlink()` link function is a generalization of the `logitlink` link to \(M\) levels/classes. It forms the basis of the `multinomial` logit model. It is sometimes called the multi-logit link or the multinomial logit link; some people use softmax too. When its inverse function is computed it returns values which are positive and add to unity.

## References

McCullagh, P. and Nelder, J. A. (1989). Generalized Linear Models, 2nd ed. London: Chapman & Hall.

`Links`, `multinomial`, `logitlink`, `gaitdpoisson`, `normal.vcm`, `CommonVGAMffArguments`.

## Examples

Run this code
``````# NOT RUN {
pneumo <- transform(pneumo, let = log(exposure.time))
fit <- vglm(cbind(normal, mild, severe) ~ let,  # For illustration only!
multinomial, trace = TRUE, data = pneumo)
fitted(fit)
predict(fit)