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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 > > > __________________________________________________________________ > Make your browsing faster, safer, and easier with the new Internet Explorer® 8. Optimized for Yahoo! Get it Now for Free! at http://downloads.yahoo.com/ca/internetexplorer/ > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: question on MLE d0 method for multilogit model with invariant regressors***From:*Hey Sky <heyskywalker@yahoo.com>

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