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st: AW: Categorical dependent variable models


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Categorical dependent variable models
Date   Tue, 21 Apr 2009 09:26:02 +0200

<> 

Please do not reply to previous threads and simply change the subject line!
As I understand this issue, the email still contains traces of the thread
you reply too, and your new thread now is mixed with the one on endogenous
probit GMM estimation...



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Paley, Irina
Gesendet: Dienstag, 21. April 2009 00:33
An: statalist@hsphsun2.harvard.edu
Betreff: st: Categorical dependent variable models

Dear statalist members,

Thanks for your previous help in my search for the right model, I am hoping
you can prod me a little further.

I want to estimate the effect of gender on the choice between 3 types of
products, and the data I have only has consumer characterisics (I can
stretch it somewhat to get a couple of product characteristics, though). the
data fails the iia assumption, so I want to use something more fitting than
mlogit.

Is there a model, perhaps a variant of mixed logit or multinomial probit,
that can allow me to have only consumer specific characteristics, and that
would allow me to circumvent the assumption of uncorrelated outcome specific
errors?  

I would really appreciate your suggestions.

Thanks,

Irina

 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Martin Weiss
Sent: Monday, April 20, 2009 6:04 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Re: GMM-estimation of probit models

<>

I do not think that there is a routine at the moment, yet this problem is
very similar (I imagine) to the one that Austin presented in Chicago, July
2008: http://www.stata.com/meeting/snasug08/nichols_gmm.pdf

If you can tweak those moment conditions from poisson to probit, you can
write the thing yourself... Also note the command -findit ivpois-


HTH
Martin
_______________________
----- Original Message ----- 
From: "Carlos Soares" <pipoca2140@gmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, April 20, 2009 11:54 PM
Subject: st: GMM-estimation of probit models


> Dear Statalisters,
>
> Would any of you know of a Stata routine to run GMM-estimation of
> probit models with endogenous regressors?
>
> Thanks,
>
> Carlos
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