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RE: st: multinomial models


From   "McKenna, Timothy" <Timothy.McKenna@nera.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: multinomial models
Date   Thu, 24 Feb 2005 14:34:15 -0500

See the mvprobit command.

http://ideas.repec.org/c/boc/bocode/s432601.html

-Tim 

-----Original Message-----
From: Richard Williams [mailto:Richard.A.Williams.5@nd.edu] 
Sent: Thursday, February 24, 2005 1:23 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: multinomial models

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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