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Re: st: Multinomial probit


From   Partha Deb <partha.deb@hunter.cuny.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Multinomial probit
Date   Tue, 19 Sep 2006 11:52:44 -0400

-clogit- should work. See the automobile choice example in the manual for an example of how one can incorporate variables that do not vary within groups (I'm assuming that is your concern when you state "clogit assumes that all
the variables vary across observations.)

hth

Partha

Rachel S wrote:

I'd like to estimate a probit model on a dataset in which I have
several observations on each individual.  Income is constant across
each observation, while Time and Dose vary.  I'd like to allow the
error terms to be correlated across all observations for an
individual.

The mprobit command allows >2 values for the dependent variable but
doesn't allow multiple dependent variables.  clogit assumes that all
the variables vary across observations.

Any suggestions on what I should use?  My data set looks something
like this, where, "recovered" is the dependent variable.



ID   Dose  Drug  Income  Time    Recovered
11    1        A         10       1          1
11    2        B         10       3          0
12    2       A          20       2          1
12    .        B          20       5          1
13    1       A          30       7          0
13    1      B           30       4          0

Thanks,
Rachel
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--
Partha Deb
Department of Economics
Hunter College
ph:  (212) 772-5435
fax: (212) 772-5398
http://urban.hunter.cuny.edu/~deb/

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