?===================================================================

? Predicted probabilities for the multinomial logit model          =

?                                                                  =

? User must define the data matrix with the following line:        =

?                                                                  =

?        NAMELIST         ; X = ... $                              =

?                                                                  =

? User's dependent variable is Y.  Change the following line       =

?                                                                  =

?        CREATE           ; Y = the dependent variable $           =

?                                                                  =

? User must set up columns for predicted probabilities with:       =

?        CREATE       ; P0 = 0 ; P1 = 0 ; ... ; PJ = 0 $           =

?        NAMELIST     ; Probs = P0, P1, ..., PJ $                  =

?===================================================================

?

       LOGIT        ; Lhs = y    ; Rhs = X $

?

? Problem size and some counters

?

       CALC         ; Nolist              ; K = col(X) 

                    ; jplus1 = col(Probs) ; i = 2 ; i1=1  ; i2=K $

?

? Parameters are in a vector á. Arrange in a matrix [á1,á2,...]

?

       MATRIX       ; Nolist ; ones = init(jplus1,1,1) 

                             ; beta=init (k,jplus1,0) $

       LABEL        ; 100 $

       MATRIX       ; Nolist  ; bj=part(b,i1,i2) ;beta(*,i)=bj $

       CALC         ; Nolist  ; i1=i1+k;i2=i2+k;i=i+1 $

       GO TO        ; 100 ; i <= jplus1 $

?

? Now assemble fitted probabilities. Note use of a loop over variables.

?

       MATRIX       ; Probs = Indx(X,Beta) $

       PROCEDURE

             CREATE       ; :Pj = exp(:Pj) $

       ENDPROC

       EXECUTE            ; :Pj = Probs $

       CREATE             ; Sum = DOT(Probs,ones) $

       PROCEDURE

              CREATE      ; :Pj = :Pj / Sum $

       ENDPROC

       EXECUTE            ; :Pj = Probs $