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Re: st: what's the command for multinomial probit model?
Gang Peng wrote:
> Could anybody tell me what's the command for multinomial probit model?
Not sure there's a Stata routine for it, and that was after trying -findit
multinomial probit-. Consider Liao's (1994: 48) comments:
"The probit counterpart of a multinomial logit model involves solving
multiple integration related to the multivariate normal distribution and
thus is computationally difficult in estimation and rarely used."
Given this, doesn't -mlogit- cut the mustard for you?
Liao, TF (1994) Interpreting Probability Models: Logit, Probit, and Other
Generalized Linear Models (Sage QASS University Paper 07-101); Thousand
Oaks, CA: Sage.
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