Fitting the multinomial logit model with continuous covariates in GLIM

@inproceedings{Aitkin1992FittingTM,
  title={Fitting the multinomial logit model with continuous covariates in GLIM},
  author={Murray Aitkin and B. Joseph Francis},
  year={1992}
}
A standard method for fitting the multinomial logit model, used in some statistical packages, is to represent it in terms of the equivalent Poisson log-linear model. The constraint necessary for this equivalence requires the inclusion of a set of nuisance parameters in the Poisson model, of dimension equal to the number of distinct values of the set of covariates. In such packages the model is therefore restricted to the analysis of categorical covariates, i.e. contingency tables. This paper… CONTINUE READING