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