[Q] Multinomial Logistic Regression in GLMNET

Hello all,

I am using glmnet for the first time to fit a multinomial logistic regression model. After running my model, I wanted to check my coefficients. I found that in addition to a set of coefficients for each outcome category, I also received a set of coefficients for the “zero” category. In other stats programs, one category is treated as a “reference” category, and the coefficients represent the change in likelihood of belonging to an outcome category relative to the reference category. This does not appear to be the case with glmnet, since all of the categories have coefficients associated. I am not quite sure how to interpret this, and I am struggling to find / understand any online resources. Could someone please explain this to me? Is there a reference category in logistic regressions in glmnet? Or are coefficients calculated relative to some other value? Any help would be appreciated.

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