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Re: st: Multinomial probit model error


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Multinomial probit model error
Date   Sat, 21 Jun 2008 12:38:02 +0100 (BST)

> Zitat von Humnath Bhandari <hnbgulmi@yahoo.com>:
> > I run multinomial probit regression model with this three
categories
> > of poverty as dependent variable and sociodemographic factors as   
> > independent variable. I use STATA 9.2 to run this program but it   
> > gave me the following error:
> >                  
> > <istmt>:  3499  _mprobit_weights_roots_laguerre() not found

Sounds like you only partially updated your Stata. Type withing Stata:
-update all- and see if the problem disappears.

--- Martin Weiss <martin.weiss@uni-tuebingen.de> wrote:
> Not sure about the error, but have you considered using the  
> multinomial logit results? Probit and logit usually give similar  
> results, but I am not quite sure whether this rule carries over to
> the multinomial case...

Traditionally multinomial probits are used to relieve the IIA
assumption, however as the implementation in official Stata does not
allow for correlation between the error terms this is not applicable
here. So you are just as well off (or as bad off) with -mlogit-. If the
aim is to avoid IIA, you should look at -findit mvprobit-.

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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