We have a multinomial model with very different size classes, and looking into it we discovered that the variances of the effect variables do not depend on the number of samples from each class at all. In trying to understand what is going on, I boiled it down to this very simple toy example: imp…

Recovering variance from multinomial softmax models

ricardoV94 January 24, 2025, 10:29am 5

And compare that with the well behaving model

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