The assumptions of multinomial and linear regression analysis are as follows:
Assumptions of Multinomial Regression Analysis:
Independence of observations: The observations in the dataset should be independent, meaning that the value of the dependent variable for one observation should not be influenced by the value of the dependent variable for any other observation.
Multinomial nature of the dependent variable: The dependent variable in multinomial regression analysis should be categorical with more than two categories. It should follow a multinomial distribution, meaning that the categories should be mutually exclusive and exhaustive.
Linearity: The relationship between the independent variables and the log-odds of the categorical outcome should be linear. This means that the effect of the independent variables on the categorical outcome should be linear in the log-odds scale.
Absence of multicollinearity: There should be no perfect multicollinearity among the independent variables, meaning that the independent variables should not be perfectly correlated with each other. Multicollinearity can cause instability in the estimation of the model coefficients and lead to unreliable results.
Adequate sample size: The sample size should be sufficiently large to ensure reliable estimates. A common rule of thumb is to have at least 10-15 observations per predictor variable to avoid issues with overfitting.
Assumptions of Linear Regression Analysis:
Linearity: The relationship between the dependent variable and the independent variables should be linear. This means that the effect of the independent variables on the dependent variable should be linear in nature.
Independence of errors: The errors (residuals) of the model should be independent, meaning that the value of the error term for one observation should not be influenced by the value of the error term for any other observation.
Homoscedasticity: The errors should have constant variance, meaning that the variance of the errors should be the same across all levels of the independent variables. This is also known as homoscedasticity, and violation of this assumption can result in biased estimates.
Normality of errors: The errors should follow a normal distribution, meaning that the distribution of the errors should be bell-shaped and symmetric. This is important for making reliable inferences and for obtaining accurate estimates of the model coefficients.
Absence of multicollinearity: There should be no perfect multicollinearity among the independent variables, meaning that the independent variables should not be perfectly correlated with each other. Multicollinearity can cause instability in the estimation of the model coefficients and lead to unreliable results.
Adequate sample size: The sample size should be sufficiently large to ensure reliable estimates. A common rule of thumb is to have at least 10-15 observations per predictor variable to avoid issues with overfitting.
Unfortunately the linearity assumption was misstated. The linearity assumption is that the prediction equation is a a linear transformation in the sense of matrix algebra between the DV and any and all IVs. Further multicollinearity was somewhat misstated. Here the problems can arise if there is less than perfect correlation between the IVs. See Kutner et al .APPLIED LINEAR STATISTICAL MODELS 5ed for details. Best wishes, David Booth
The Multinomial logistic regression is a statistical test that involves a single category variable which is predicted using one or more other factors. This method also establishes the numerical relation between such variable pairs. A categorical variable should be your targeted predictor. Linearity, independence, and the absence of outliers and multicollinearity are among the assumptions for multinomial logistic regression. For the details related to assumptions of multinomial logistic regression you may refer to following link:
A linear relationship, zero conditional mean of the error terms, Gaussian distribution of the error terms, homoskedasticity of the error terms, the absence of outliers, multicollinearity, and autocorrelation of the error terms are among the assumptions for linear regression. For more details you may use the following link:
A less detailed approach to the assumptions is to say that your analysis is attempting to describe the conditional distribution of the dependent variable given the independent variables and how this varies as the independent variables change. The assumptions are doing two things: (a) imposing a strong structure on that possible change; (b) allowing some statistical inferences to be made, in terms of uncertainty of estimates and significance testing.