On May 15, 2007, at 2:25 PM, Jeff Pitblado, StataCorp LP wrote:
Phil's first instinct is definitely a reasonable approach.
While -ologit- and -oprobit- put an upper limit on the number of
outcomes, -ml- does not put a limit on the number of equations.
The only limit is on the length of a command line (see -help
limits-). Thus if you can type it into a command line, Stata's -ml
model- command can parse it.
The only other limiting factor I can think of for -ml- would be due
to the numerics of the model fit for a given dataset--some datasets
with wide but sparsely supported dependent variables could provide
serious challenges for convergence.
Thanks to Jeff, Richard, and Maarten for your comments; this
certainly make me feel better about continuing along this path. WRT
the convergence issues raised by Jeff, while this is certainly a
concern, there is in this case quite a bit of structure to the
problem that can be exploited to facilitate fitting (I left these
details out of my message). However, if I do run into problems, I
may return to the Statalist well.
-- Phil
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