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st: MLOGIT versus a set of LOGIT models

From   "Jon Heron" <>
Subject   st: MLOGIT versus a set of LOGIT models
Date   Tue, 18 Aug 2009 17:14:21 +0100 (BST)

 Dear all,

 I have always believed that the regression estimates from a multinomial
 regression model (MLOGIT) could be replicated through a set of simple
 logit models with the appropriately derived binary outcomes.

 Whilst attempting to demonstrate this fact for some teaching material on
 polytomous IRT that i am writing, I moved from my usual categorical
 predictors to a continuous covariate + discovered that the above equivalence
 did not hold.

 To ensure that this was not a fluke, I have since demonstrated that with
 the two simple models below, each with the same 4-level outcome and 4-level
 predictor, the former can be replicated with logits, but not the latter.

 xi: mlogit ghq1 i.ghq3, baseoutcome(0)
 mlogit ghq1 ghq3, baseoutcome(0)

 please can anyone put me out of my misery?


Dr Jon Heron
ALSPAC Stats Team Leader
Department of Social Medicine
University of Bristol
Oakfield House
Oakfield Grove

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