Multinomial logistic regression ($\log (p_j/p_0)=x^T{\beta }_j$)

A regression for a categorical response with more than two possible outcomes, parametrizing log probability ratios relative to a baseline category by linear predictors. It preserves categories that a binary logistic regression would merge.

For ordered response categories, model each displayed conditional probability by a grouped-binomial logistic regression. The multinomial likelihood factors exactly into successive conditional binomial likelihoods, using the remaining category total as each stage's denominator. This is a different regression parameterization from baseline-category logits or cumulative odds. Separate cumulative binary indicators from the same person are dependent and cannot be treated as independent likelihood contributions.

For independent multinomial distributions with fixed stratum totals $N_s$ and baseline logits $\log (p_{sl}/p_{sL})=x_s^T{\beta }_l$, the sufficient statistics are the displayed response-specific design-weighted counts, $l<L$. Expanding the log-likelihood gives ${\sum }_{l<L}{\beta }_l^T{T}_l-{\sum }_s{N}_s\log (1+{\sum }_{l<L}{e}^{x_s^T{\beta }_l})$, 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.