[jira] [Created] (MADLIB-1317) Multinomial results not matching with R method

["Pratik (JIRA)" <ji...@apache.org>]

Pratik created MADLIB-1317:
------------------------------

             Summary: Multinomial results not matching with R method
                 Key: MADLIB-1317
                 URL: https://issues.apache.org/jira/browse/MADLIB-1317
             Project: Apache MADlib
          Issue Type: Bug
          Components: Module: Multinomial Logistic Regression
            Reporter: Pratik


Hi team,

I have using madlib multinomial method on my dataset with categorical independent variable (hot encoded) as below. 

 
{code:java}
SELECT
    CASE WHEN multinom IS NOT NULL THEN TRUE ELSE FALSE END
FROM
 madlib.multinom(
    'TEMP_TEST_1',
    'TEMP_TEST_1_OP',
    'dep_var_col',
    'ARRAY[ 1,hot_encoded_GENDER_col_val1, hot_encoded_GENDER_col_val2]',
    '1',--REF CATEGORY 
    'logit',
    NULL,
    'max_iter=100,optimizer=irls,tolerance=0.0001',
    TRUE
 );{code}
Gender being a categorical column I am hot encoding it in 2 columns 0|1. 

When comparing results with R's method coefficients match but the StdErr and pValue are way off in comparison.

R method -
{code:java}
nnet::multinom
{code}
 

Is there anything I need to do specially for multinom or is it a bug? 

Or is there perticular way I need to use R to compare results with multinom?

 



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