Question: Prove that the multinomial probit model defined in (5.8) does not depend on the selection of the reference level. = zij ij Yi = Hij

Prove that the multinomial probit model defined in (5.8) does not depend on the selection of the reference level.

= zij ij Yi = Hij + Eij EiJ, (5.8)

= zij ij Yi = Hij + Eij EiJ, (5.8)

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