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Line 219: ===As a latent-variable model=== It is also possible to formulate multinomial logistic regression as a latent variable model, following the [[Logistic regression#~~As a two~~Two-way latent-variable model\|two-way latent variable model]] described for binary logistic regression. This formulation is common in the theory of [[discrete choice]] models, and makes it easier to compare multinomial logistic regression to the related [[multinomial probit]] model, as well as to extend it to more complex models. Imagine that, for each data point ''i'' and possible outcome ''k=1,2,...,K'', there is a continuous [[latent variable]] ''Y''<sub>''i,k''</sub><sup>''*''</sup> (i.e. an unobserved [[random variable]]) that is distributed as follows:

Multinomial logistic regression: Difference between revisions