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st: mlogit and IV? polychotomous logistic model and endogenous explanatory variable


From   "Ngo,PT (pgr)" <P.T.Ngo@lse.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: mlogit and IV? polychotomous logistic model and endogenous explanatory variable
Date   Mon, 13 Sep 2004 17:10:15 +0100

Dear Statalisters,

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
polychotomous models.

Thanks a lot in advance,

Thi Minh




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