Multinomial probit
Estimation command asmprobit fits multinomial probit (MNP) models to
categorical data and is frequently used in choice-based modeling.
asmprobit allows several correlation structures for the alternatives,
including completely unstructured, where all possible correlations are
estimated. It also allows for either heteroskedastic or homoskedastic
variances among the alternatives and allows arbitrary patterns within the
alternative variances or correlations. asmprobit’s syntax
makes specifying both case-specific and alternative-in-case-specific
regressors easy.
In addition to common postestimation commands, such as mfx for
computing marginal effects, command estat provides additional
statistics and results:
- estat alternatives reports summary statistics about each
of the the alternatives and provides a mapping between the index
numbers labeling the alternatives and their associated values and
labels in the dataset.
- estat covariance computes and reports the estimated
covariance matrix for the alternatives.
- estat correlation reports the correlations among the
alternatives in matrix form.
Predicted statistics after asmprobit include the linear predictor,
the probability an alternative is selected, and the standard error of the
linear predictor.
See [R] asmprobit
and [R]
asmprobit postestimation
Estimation command mprobit also fits multinomial probit models to
categorical data but in the simplified situation of having only
case-specific covariates (as with the multinomial logistic regression,
mlogit). Maximizing the likelihood is much faster in such cases
because the numerical approximation to the likelihood is simpler. See
[R] mprobit
Explore more about multinomial
probit in Stata.
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