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st: two-stage multinomial logit, logit?


From   "Heather Gold" <heg2001@med.cornell.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: two-stage multinomial logit, logit?
Date   Tue, 06 Aug 2002 12:34:19 -0400

Hi Fellow Statalisters -

I'm wondering if anyone has encountered the following and might have some advice. I'd like to run a multi-stage model, and have looked at bivariate probit (biprobit) but I'm not sure it's working for me.

I have a first equation that predicts treatment choice (3 possibilities), A, A+B or C. So this could be estimated using a multinomial logit.
But, my second equation is a logit model whose outcome is an exit (failure) conditional on treatment choice.

I tried using biprobit :
biprobit (A = X)
(exit = A B Y), cluster(id)

where X and Y represent covariate matrices with some overlap.
I have multiple observations per individual and use the cluster option.

This doesn't seem to be quite right though because A, A+B and C are unique treatment choices even though A and A+B overlap.

Any advice?

Thanks,
Heather

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