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st: mprobit and ivlogit?


From   Nishant Dass <nishant_dass@yahoo.com>
To   STATA Help <statalist@hsphsun2.harvard.edu>
Subject   st: mprobit and ivlogit?
Date   Thu, 31 Aug 2006 02:23:28 -0700 (PDT)

Dear List-members,

I have a discrete-choice dataset and I am trying to
estimate my model using the usual probit/logit methodology
(I am trying both since I have don't have any strong
theoretical reason to prefer one over the other.)

My question is the following:

When I try to do a multinomial analysis, I have to rely on
-mlogit- because -mprobit- takes about 10 minutes for each
"iteration" (and doesn't converge even after running for 8
hours).  Then, when I try to instrument one of the
independent variables, I have no choice but to use
-ivprobit-.

So I am left with this odd combination of using -mlogit-
and -ivprobit-!

Have any of you faced a similar "problem" and/or know of a
study that uses both, multinomial analysis as well as
instrumental variables?  Thank you very much.  (I suppose
one "solution" would be get more processing power somehow,
but that isn't feasible for me.)

Regards,

Nishant 

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