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st: Formal question: multinomial logit vs separate classical logit


From   Raquel Rangel de Meireles Guimarães <raquelrguimadem@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Formal question: multinomial logit vs separate classical logit
Date   Fri, 12 Aug 2011 18:08:13 -0300

Hi everyone.

I am estimating a multinomial logit model with 4 categories (consider that reference category is #4).

My question is: If I estimate 4 separate binomial logit models:

P(Y=1) when the reference category is #4
P(Y=2) when the reference category is #4
P(Y=3) when the reference category is #4

Formally it can be assured that P_hat(Y=4)=P_hat(Y=1)-P_hat(Y=2)-P_hat(Y=3)? Or it is a wrong specification?

Best,
Raquel

--
Raquel Rangel de Meireles Guimarães
PhD Student in Demography, Cedeplar/UFMG
MA Student in International Comparative Education, Stanford University
http://stanford.academia.edu/RaquelGuimaraes

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