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