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


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: mlogit and IV? polychotomous logistic model and endogenous explanatory variable
Date   Mon, 13 Sep 2004 18:02:25 +0100

My only advice is marginal to your main question.

The term "polychotomous", although common in the 
literature, is malformed and based on a misparsing 
of the word "dichotomous", whose elements 
are "dicho" and "tomous". The term "polytomous", 
also common in the literature, is more nearly correct.  

Help stamp out this linguistic monstrosity! 

Nick 
n.j.cox@durham.ac.uk 

N.B. this is a different kind of argument from 
those in favour of "heteroskedasticity" rather than 
"heteroscedasticity". In the latter case, there are 
plenty of precedents for rendering the Greek letter
kappa into the English letter c, so one could be 
sceptical about that argument. 

"polychotomous" just got into the literature because someone 
didn't understand the etymology of "dichotomy" and other people 
copied that mistake. It's still wrong. 

Ngo,PT, a.k.a. Thi Minh 
 
> 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.

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