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RE: st: maximum number of outcomes in mlogit


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, <statalist@hsphsun2.harvard.edu>
Subject   RE: st: maximum number of outcomes in mlogit
Date   Tue, 20 May 2008 23:07:57 -0500

At 08:15 PM 5/20/2008, jverkuilen wrote:
>I want to estimate a multinomial logistic model with mlogit. But my dependent variable holds 54 categories. Now, when I try to run mlogit I am informed there are too many categories.>

Holy cow, that's a lot of alternatives. I am with Maarten on this, unless you have a truly huge (and amazingly well-conditioned) dataset you are going to be getting a lot of perfect prediction.

JV
I agree. Having said that, I wonder if mprobit would work? I don't see a documented limit on the # of categories. Of course, you might have to wait a few months for it to finish running.


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Richard Williams, Notre Dame Dept of Sociology
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