Hello all, I'm a newcomer and have a question on how to do multinomial logit estimate with either proc logistic or catmod. Here is my question. Let's say we are looking at events of 5 mutually exclusive outcomes: 1, 2, 3, 4, 5. We want to estimate probability models for each of them, subject to the constraint of all of their probabilities summing up to 1. Something like the following would do: PROC LOGISTIC DATA=myData;      CLASS outcome;      MODEL model = x1 x2 x3  / LINK = GLOGIT;      RUN; That would estimate a set of coeffs for each of the first 4 outcomes, but all for the same set of explanatory variables x1, x2, x3. Now if I really need to use different set of regressors for different outcomes (e.g. x1 x2 for outcome 1, x2 x3 for outcome 2, etc). How would I do that? Would appreciate any suggestions. ... View more