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  1. Is there a classical regression model where, for 𝑖=1,…,𝑛,

    𝐸(π‘Œα΅’) = 𝑁 𝑝ᡒ

    with 𝑁 a known constant, and

    𝑝ᡒ=(exp 𝑋ᡒ Ξ²) / (βˆ‘β±Ό exp 𝑋ⱼ Ξ²)

    Thus 𝑝ᡒ ∈ (0,1) and βˆ‘ 𝑝ᡒ = 1.

    Note that this is *not* a multinomial logistic regression. There is a single vector Ξ² to estimate. It should be estimated from a single set of observations π‘Œβ‚,…,π‘Œβ‚™ (and the covariates 𝑋₁,…, 𝑋ₙ).

    #statistics #statisticalmodel #glm #rstats