In statistics and econometrics, the multinomial probit model is a generalization of the probit model used when there are several possible categories that the dependent variable can fall into. As such, it is an alternative to the multinomial logit model as one method of multiclass classification. It is not to be confused with the multivariate probit model, which is used to model correlated binary outcomes for more than one independent variable. It is assumed that we have a series of observations Yi, for i = 1.
In statistics, a generalized linear model (GLM) is a flexible generalization of ordinary linear regression. The GLM generalizes linear regression by allowing the linear model to be related to the response variable via a link function and by allowing the magnitude of the variance of each measurement to be a function of its predicted value. Generalized linear models were formulated by John Nelder and Robert Wedderburn as a way of unifying various other statistical models, including linear regression, logistic regression and Poisson regression.
In mathematics, the multinomial theorem describes how to expand a power of a sum in terms of powers of the terms in that sum. It is the generalization of the binomial theorem from binomials to multinomials. For any positive integer m and any non-negative integer n, the multinomial formula describes how a sum with m terms expands when raised to an arbitrary power n: where is a multinomial coefficient. The sum is taken over all combinations of nonnegative integer indices k_1 through k_m such that the sum of all k_i is n.