Conditional multinomial sufficient statistics

ID: conditional-multinomial-sufficient-statistics

For independent multinomial distributions with fixed stratum totals and baseline logits , the sufficient statistics are the displayed response-specific design-weighted counts, . Expanding the log-likelihood gives , plus a data-only term. The Fisher-Neyman factorization theorem therefore proves sufficiency; with an unrestricted identifiable canonical parameter, a likelihood-ratio argument proves minimal sufficiency. Factor indicators give the corresponding response/covariate margins.

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