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


From   "Vincenzo Verardi" <vincenzo_verardi@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: what's the command for multinomial probit model?
Date   Mon, 16 Feb 2004 07:45:22 -0400

Hello,

I don't know exactly what you are working on but maybe a nested logit might be a good try.

regards

VIncenzo


From: "Gang Peng" <gangpeng@u.washington.edu>
Reply-To: statalist@hsphsun2.harvard.edu
To: <statalist@hsphsun2.harvard.edu>
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" <Clive.Nicholas@newcastle.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
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: clive.nicholas@ncl.ac.uk
> 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
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>

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