譬如, Y 有三个水平(level),即 Y 为三分类变量,相应取值记为 0,1,2。选取 Y=0作为参照值,假定
ln[P(Y=1|X_i)/P(Y=0|X_i)]=a_{10}+b_{10}*x_{1i}+...+c_{10}*x_{pi}=(记为)g_1(X_i);
ln[P(Y=2|X_i)/P(Y=0|X_i)]=a_{20}+b_{20}*x_{1i}+...+c_{20}*x_{pi}=g_2(X_i);
于是可得条件概率
P(Y=0|X_i)=1/[1+e^{g_1(X_i)}+e^{g_2(X_i)}]
P(Y=1|X_i)=e^{g_1(X_i)}/[1+e^{g_1(X_i)}+e^{g_2(X_i)}]
P(Y=2|X_i)=e^{g_2(X_i)}/[1+e^{g_1(X_i)}+e^{g_2(X_i)}]
进而可以写出似然函数,求点估计,进行假设检验...