Dirichlet Model π§
General Principles
To model the relationship between a vector outcome variable in which each element of the vector is a frequency from a set of more than two categories and one or more independent variables, we can use a Dirichlet model.
Considerations
- We have the same considerations as for the Multinomial model.
Example

Mathematical Details
We can model a vector of frequencies using a Dirichlet distribution. For an outcome variable Y_i with πΎ categories, the Dirichlet likelihood function is:
Y_i \sim \text{Dirichlet}(\theta_i \kappa) \\ \theta_i = \text{Softmax}(\phi_i) \\ \phi_{[i,1]} = \alpha_1 + \beta_1 X_i \\ \phi_{[i,2]} = \alpha_2 + \beta_2 X_i \\ ... \\ \phi_{[i,k]} = 0 \\ \kappa \sim \text{Exponential}(1) \\ \alpha_{k} \sim \text{Normal}(0,1) \\ \beta_{k} \sim \text{Normal}(0.1)
Where:
Y_i is the outcome simplex π for observation i.
\kappa is the concentration parameter, it controls the prior weight on each category.
\theta_i is a vector unique to each observation, i, which gives the probability of observing i in category k.
\phi_i give the linear model for each of the k categories. Note that we use the softmax function to ensure that that the probabilities \theta_i form a simplex π.
Each element of \phi_i is obtained by applying a linear regression model with its own respective intercept \alpha_k and slope coefficient \beta_k. To ensure the model is identifiable, one category, K, is arbitrarily chosen as a reference or baseline category. The linear predictor for this reference category is set to zero. The coefficients for the other categories then represent the change in the log-odds of being in that category versus the reference category.