Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: what's the command for multinomial probit model?


From   "Gang Peng" <[email protected]>
To   <[email protected]>
Subject   Re: st: what's the command for multinomial probit model?
Date   Sun, 15 Feb 2004 21:43:26 -0800

I can try mlogtest for sure, but if IIA is rejected, shouldn't I try a
multinomial probit model?
BTW, both SAS and Limdep have a multinomial probit model, why Stata don't
have one?
Thanks.


----- Original Message ----- 
From: "Clive Nicholas" <[email protected]>
To: <[email protected]>
Sent: Tuesday, January 27, 2004 1:01 PM
Subject: Re: st: what's the command for multinomial probit model?


> Gang Peng wrote:
>
> > Yes, that're true, but how do you handle the IIA in mlogit?
>
> There are two options:
>
> -mlogtest, hausman base- and -mlogtest, smhsiao base-
>
> You can read more about these in Long and Freese (2003: 207-10). I've
> found the first of these to be more useful.
>
> C.
>
> Long JS and Freese J (2003) Regression Models for Categorical Depedendent
>  Variables Using Stata (2nd ed), College Station, TX: Stata Press.
>
> CLIVE NICHOLAS        |t: 0(44)191 222 5969
> Politics Building     |e: [email protected]
> School of Geography,  |f: 0(44)870 126 2421
>  Politics & Sociology |
> University of         |
>  Newcastle-upon-Tyne  |
> Newcastle-upon-Tyne   |
> NE1 7RU       |
> United Kingdom       |http://www.ncl.ac.uk/geps
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index