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st: new package -mtreatreg-


From   Partha Deb <partha.deb@hunter.cuny.edu>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: new package -mtreatreg-
Date   Wed, 15 Jul 2009 21:53:04 -0400

Thanks to Kit Baum, a new package, -mtreatreg- is available for install via ssc. I hope the Stata community finds it useful.

-mtreatreg- fits models with multinomial treatments and continuous, count and binary outcomes outcomes using maximum simulated likelihood. The model considers the effect of an endogenously chosen multinomial-valued treatment on an outcome variable, conditional on two sets of independent variables. The outcome variable can be continuous, binary or integer-valued while the treatment choice is assumed to follow a mixed multinomial logit distribution. The model is estimated using maximum simulated likelihood and the simulator uses Halton sequences. -mtreatreg- requires Stata 10.1.

The available outcome densities and associated conditional means are
  Gamma  - exp(xb)
  Logistic -  exp(xb)/(1+exp(xb))
  Negative Binomial-1 - exp(xb)
  Negative Binomial-2  - exp(xb)
  Normal(Gaussian) - xb

As such, -mtreatreg- renders -mtreatnb- (SJ 6(2):246-255) obsolete.

Best.

Partha

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

Emancipate yourselves from mental slavery
None but ourselves can free our minds.
	- Bob Marley


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