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SUG on multi-logit regression is out-of-date
SUG on multi-logit regression https://mc-stan.org/docs/2_29/stan-users-guide/multi-logit.html
suggests that the user has to loop row-wise since there's not a vectorized categorical logit. This is out-of-date.
See https://mc-stan.org/docs/2_29/functions-reference/categorical-distribution.html and https://mc-stan.org/docs/2_29/functions-reference/categorical-logit-glm.html