Including more classes

Till now we have mainly focused on two classes, the so-called binary system. Suppose we wish to extend to \( K \) classes. Let us for the sake of simplicity assume we have only two predictors. We have then following model

$$ \log{\frac{p(C=1\vert x)}{p(K\vert x)}} = \beta_{10}+\beta_{11}x_1, $$

and

$$ \log{\frac{p(C=2\vert x)}{p(K\vert x)}} = \beta_{20}+\beta_{21}x_1, $$

and so on till the class \( C=K-1 \) class

$$ \log{\frac{p(C=K-1\vert x)}{p(K\vert x)}} = \beta_{(K-1)0}+\beta_{(K-1)1}x_1, $$

and the model is specified in term of \( K-1 \) so-called log-odds or logit transformations.