The data is like selections from a menu, where all of the above is
possible. This actual project is about student behaviors in the class
room, but it seems more understandable to me to think of it as a
person's taste for ice cream. Respondents are asked "do you like
chocolate ice cream" or "do you like vanilla ice cream" or "strawberry
ice cream". So the dependent variable is multivariate like this (yes,
no, yes, no).
Where can I learn more about the multivariate approach to this?
And why are multivariate approaches not making the same mistake that
is described in this literature on comparison of coefficients across
logit models fitted for separate groups. I mean, if the variance
parameter is not identified, how can I meaningfully put together 4
logit models?