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From |
Maarten Buis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Formal question: multinomial logit vs separate classical logit |

Date |
Sat, 13 Aug 2011 14:06:58 +0200 |

2011/8/12 Raquel Rangel de Meireles Guimarães: > 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? The difference between -mlogit- and three separate -logit-s is that -mlogit- will also include the constraint that the 4 probabilites add up to 1. The separate logit do not enforce that constraint. How could they when they are estimated separately? In practice the probabilities will be close to adding up to 1 as long as you are not extrapolating. However, this could be a real problem when extrapolating. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Formal question: multinomial logit vs separate classical logit***From:*Raquel Rangel de Meireles Guimarães <[email protected]>

**References**:**st: Formal question: multinomial logit vs separate classical logit***From:*Raquel Rangel de Meireles Guimarães <[email protected]>

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