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Re: st: question on MLE d0 method for multilogit model with invariant regressors


From   Ian Breunig <ianbreunig@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: question on MLE d0 method for multilogit model with invariant regressors
Date   Sun, 11 Apr 2010 21:58:46 -0600

Your first model is a Multinomial logit.  Your second model reminds me
of a Conditional logit.  It may not be quite the same but it's in the
ballpark of what you're trying to do.  Check out "McFadden's
conditional logit" as described on pages 43-45 in Maddala, G.S. (1983:
reprinted paperback 1999).  "Limited Dependent and Qualitative
Variables in Econometrics". Cambridge University Press: NY, NY.

On Sun, Apr 11, 2010 at 7:26 PM, Hey Sky <heyskywalker@yahoo.com> wrote:
> Hey, All
>
>
> I try to do a mle d0 estimation for multilogit model with invariant regressors and have searched internet but no luck. I wish I can get some help here. any suggestion is appreciated.
>
> here is the question:
>
> given a period, the probability of a person choose choice k is:
>
> pr(choice=k)=exp(x*beta_k)/(exp(x*beta_1) + exp(x*beta_2)+...)
>
> that is, the regresors are invariant, x, but the parameters are variant when choose diffecrent choice, beta_1, beta_2, etc.
>
> a little complicated case is when making the regressors and parameters both changes along with choices, i.e.
>
> pr(choice=k)=exp(x_k*beta_k)/(exp(x_1*beta_1) + exp(x_2*beta_2)+...)
>
> how to do it with the Stata MLE method? thanks for any clue you provide.
>
> Nan
> from Montreal
>
>
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