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st: Multinomial logits with proportions for dependent variables


From   "Greg Lee" <leeg@sebs.wits.ac.za>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Multinomial logits with proportions for dependent variables
Date   Tue, 23 Aug 2005 15:35:03 +0200

According to some econometrics texts (e.g. Greene's Econometric Analysis),
in multinomial logit models the dependent variable can be specified as
proportions adding up to one (as in the case where consumers predict their
probabilities of purchasing various products) instead of using 0/1 inputs
(when you know what they chose). 

So, to clarify, I have J possible dependent options, and respondents are
attaching a possibility chance of choosing that option to each one. I then
wish to analyse this via multinomial or conditional logistic regression.

Does anyone know if STATA can analyse this? From what I have seen looking
around it requires 0 or 1 inputs, but I stand open to correction

Greg Lee
University of the Witwatersrand, Johannesburg


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