Consider a polytomous categorical dependent variable Y, which can assume values equal to 0, 1, or 2.
If, for instance, the state 2 is conditioned to the occurrence of the state 1, the multinomial logistic regression remains an option, or am I forced to use the hierarchical/nested one?
The core of my question is: if one of the considered states is conditioned to another one, will the multinomial way be biased?