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Re: st: multinomial models


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: multinomial models
Date   Thu, 24 Feb 2005 13:22:41 -0500

At 06:07 AM 2/24/2005 +0000, Natalia Ferreira wrote:

   So I have three ways to estimate this:
- Multinomial logistic
- Multinomial probit (is better because I do not need the IIA property)
- Sequential probit

   I was looking for the commads of these three models in Stata and I just
find de mlogist. How can I estimate multinomial probit or sequential probit
in Stata?
There might be a multinomial probit command, but if so I am not aware of it. If it doesn't exist, it may be, because as Long (1997, p. 83) points out, for models with nominal dependent variables that have more than 2 categories, the logit model may be preferred because the corresponding probit model is too computationally demanding.


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Richard Williams, Notre Dame Dept of Sociology
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