title: Multinomial Logistic Regression - pymc3
body: <p>I've started trying out pymc3 and need to implement a multinomial logistic regression model. I've studied twiecki's tutorials and I understand his implementations of hierarchical regression models (see <a href="https://twiecki.github.io/blog/2014/03/17/bayesian-glms-3/" rel="nofollow">https://twiecki.github.io/blog/2014/03/17/bayesian-glms-3/</a>), as well as some basic examples of binary logistic regression in pymc3. I have yet to see any extensions of this to multinomial logistic regressions. Is there support for this using pymc3's GLM? Or how would one implement this without using GLM? Here is a link to an iPython notebook where I attempt to solve the problem, though I know I am missing something significant here: <a href="http://nbviewer.ipython.org/github/mvictor212/pymc-multinom-logit/blob/master/MultinomialLogisticRegression%20-%20Radon%20Level.ipynb" rel="nofollow">http://nbviewer.ipython.org/github/mvictor212/pymc-multinom-logit/blob/master/MultinomialLogisticRegression%20-%20Radon%20Level.ipynb</a></p>