```Date: Tue, 30 Jul 2002 09:51:34 -0400 Reply-To: "H. Lawrence Hotchkiss" Sender: "SAS(r) Discussion" From: "H. Lawrence Hotchkiss" Subject: Re: SAS-L Digest - 29 Jul 2002 to 30 Jul 2002 (#2002-1054) (comment) Comments: cc: larryh@kodiak.us.udel.edu Hi, I'm responding to the question posed in the cut-and-paste (from SAS-L digest) below the line. I don't think you can use logistic regression to estimate a multinomial logistic regression -- even if you do run separate binomial regressions. There are 2 1/2 to 3 reasons: 1. The predicted probabilities in a multinomial logistic regression add up to 1.0. This would not be forced with multiple runs of proc logistic. 2. The disturbance terms are uncorrelated in a multinomial logistic regression; they would not be in multiple runs of proc logistic. 3. Unless you eliminate all cases except the reference group and the current "treatment" group, you would be comparing each "treatment" to all other groups instead of to the reference group. This problem can be fixed, of course, by subsetting the sample. But the statistical tests would not be correct. Larry Hotchkiss ----------------------------------------------------------------------------- Date: Tue, 30 Jul 2002 00:51:20 GMT From: Hongjiew Subject: use logistic regression for multinomial model Dear Friends: I wonder if there are any examples or reference papers to use multiple logistic regression models to replace a multinomial model? Suppose I have Y as a nominal variable (say segment membership) with 8 levels (Y=A,B,C,D,E,F,G,H) where H is my reference category. I could use proc catmod to estimate a multinomial model. But suing proc catmod is messy. I wonder if there is a way I can use 7 logistic regression models to do the same job. Suppose, I build models A vs. H, B vs. H ... (or should I build models A. vs. NON A, B vs. NON B?) Also, suppose I end up with 7 scores for observation from 7 models. How do I normalize the scores (would the score for H be 1- sum(7 scores)? Would that make sense at all? How do I use these scores to classify records into segments? Using Proc catmod, the sum of the scores will be constrainted to 1 and therefore comparable probabilities. I wonder if this is still true for 7 logistic regression models? Thanks for your help. ------------------------------ ```

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