Given a sequence of events, I am trying to predict a label for events and I hypothesize that the last time this event occurred with a label $i$ has a bearing on when the next time the label $i$ appears. Is it possible to include a covariate which depends on the label? For example my probability for predicting label $i$ would be $P(x=i|y^i)$ and that for predicting label $j$ would be $P(x=j|y^j)$. This would violate the assumption that $y$ are the independent variables in the model.
Label Dependent Covariate in Logistic Regression
machine learning;logistic regression