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" <[email protected]>
To: <[email protected]>
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" <[email protected]>
> >Reply-To: [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
> > > *
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> > >
> >
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