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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 15:51:27 -0800

I think it might help to let you know that SAS doesn't have the marginal
effect and odds-ratio test and Limdep cost more than $1,000 to buy. I'll try
Statacorp. Thanks.


----- Original Message ----- 
From: "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, February 16, 2004 2:03 PM
Subject: Re: st: what's the command for multinomial probit model?


> 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?
>
> 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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