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


From   "Gang Peng" <gangpeng@u.washington.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: what's the command for multinomial probit model?
Date   Mon, 16 Feb 2004 13:06:43 -0800

Thanks for the advice. But nested logit still puts restrictions on the
covariance structure of the error term. My question is sample: is there a
multinomial probit procedure in Stata? -- Gang



----- Original Message ----- 
From: "Vincenzo Verardi" <vincenzo_verardi@hotmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, February 16, 2004 3:45 AM
Subject: Re: st: what's the command for multinomial probit model?


> 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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> _________________________________________________________________
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