question on multinomial logistic regression



Dear All:
I'm currently trying to do classification via multinomial logistic
regression. However the Hessian of the log-likelihood function is more
complex/large than that in binomial case. Suppose I have to divide
data into K groups. Can I do/train k binomial logistic regressions for
each group separately, and then use Bayesian formula to estimate p(y=k|
x).
.