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st: multinomial choice with panel data
I have cross sectional time series data on a group of women. In each period,
the women choose from 3 choices: 0, 1 or 2.
Which choice the woman chooses in each period depends on a group of
independent variables and also choices she made in the previous periods.
I want to estimate a multinomial model of the three choices, accounting for
correlations among the observations from the same women, and also
correlations among women residing in the same areas due to cluster sampling.
The fixed effect approach does not serve my purpose because the majority of
the independent variables are time-invariant.
And I am not sure which econometric model to use so that her current period
choice may depend on choices she made in all previous periods. I could
construct two new variables which reflect all her previous decisions. But I
am not sure it is the right way to do.
Thank you in advance for your generous help.
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