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st: mlogit and IV? polychotomous logistic model and endogenous explanatory variable
Sorry to bother you again for the second time in the day!
I would like estimate a polychotomous logistic model using mlogit. The main explanatory variable (say X) I use is endogenous and in binary models, I have used IVs using the ivprob command. How would one go about estimating polychotomous logistic model with an endogenous variable for which I have an instrument? I am interested in getting the relative risk ratio as I am trying to differentiate the impact X on the various discrete categories of Y on the left hand side.
Any advice would be really appreciated. It is the first time I am using logit/probit and
Thanks a lot in advance,
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