EViews Glenn wrote:In this type of model it is certainly possible that the highest predicted probability never matches the actual realization. This problem becomes more acute the greater number of possible outcomes in the speicfication. In this case, the highest fitted probability is always for the dep=1 category, undoubtedly due to the large relative number of dep=1 observations in the sample. The variation in the explanatory variables will shift the relative fitted probabilities around toward better fitting the observed dep, but doesn't necessarily make the realized state the highest fitted probability.

Thank you Glenn for the response!

So what can I do now to fix this? ie get a more realistic model that predicts all three states?