We propose a penalized likelihood method that simultaneously fits the multinomial logistic regression model and combines subsets of the response categories. The penalty is nondifferentiable when pairs
OR = odds ratio;*Data on HIV testing was available for 1818 participants, plus additional missing values for “feels at-risk for HIV” (9).**The final multivariate logistic model includes all variables
Not willing to pay was used as the reference category. Pseudo R2 = 0.118 (Cox and Snell), 0.134 (Nagelkerke). Model Chi Squared (df = 4) = 17.008, p = 0.02.