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RE: st: multinomial models

From   "McKenna, Timothy" <>
To   <>
Subject   RE: st: multinomial models
Date   Thu, 24 Feb 2005 14:34:15 -0500

See the mvprobit command.


-----Original Message-----
From: Richard Williams [] 
Sent: Thursday, February 24, 2005 1:23 PM
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
>find de mlogist. How can I estimate multinomial probit or sequential
>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)
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.

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX:    (574)288-4373
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
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