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


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: what's the command for multinomial probit model?
Date   Mon, 16 Feb 2004 22:03:01 -0000 (GMT)

Gang Peng wrote:

>> >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.

and then wrote:

> 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?

Clearly not: somebody would have found -mprobit- by now and posted it to
the list. I searched once already. Two suggestions:

(1) Why not try Statacorp? (support@stata.com)
(2) If you have either SAS or LIMDEP, why not use either of those
    programs if you really need to fit an MNP model?

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