Output: Multinomial Logit model

 

Posterior means, posterior standard deviations and 95% credible intervals (Inference->Samples->stats)

 

*Pr(Correct classification | data) =0.813, Pr(Correct classification for category 1| data) =0.754,

Pr(Correct classification for category 2| data) =0.804, Pr(Correct classification for category 3| data) =0.845.

 

Sample path (history)

 

 

Posterior probability densities (Inference->Samples->density)

(Further, right click on the figure->Margins-> Specialc->Smooth -> change from 0.2 to 0.1-> apply all)

 

 

Sample autocorrelation function (Inference->Samples->auto corr)

 

Running quantile plot (Inference->Samples->quantiles)

 

 

 

Scatter plots (Inference->Correlationsc) Enter gbeta1h (or gbeta3h) in node box and click on scatter.

 

 

 

Scatter plots (Inference->Correlationsc) Enter gbeta1h (or gbeta3h) in node box and click on matrix.

 

 

 

Prediction : Pr(category 1 | log(cash flow), other independent variables (at their means), data)

(Inference-> Compare-> node:pp[,1], axis:p.lcf, and click on modelfit)

(Further, right-click on the figure, Titles -> x-axis: log(cash flow), title: Pr(category 1|data))

95% intervals (blue) and median (red)

Prediction : Pr(category 2| log(cash flow), other independent variables (at their means), data)

(Inference-> Compare-> node:pp[,2], axis:p.lcf, and click on modelfit)

(Further, right-click on the figure, Titles -> x-axis: log(cash flow), title: Pr(category 2|data))

95% intervals (blue) and median (red)

Prediction : Pr(category 3| log(cash flow), other independent variables (at their means), data)

(Inference-> Compare-> node:pp[,2], axis:p.lcf, and click on modelfit)

(Further, right-click on the figure, Titles -> x-axis: log(cash flow), title: Pr(category 3|data))

95% intervals (blue) and median (red)