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From |
"Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Panel Multinomial Logistic Model |

Date |
Mon, 24 May 2010 10:47:33 -0700 |

Dear Albert

Supermix - http://www.ssicentral.com/supermix/index.html HLM - http://www.ssicentral.com/hlm/index.html

I hope this is helpful, Michael N. Mitchell Data Management Using Stata - http://www.stata.com/bookstore/dmus.html A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html Stata tidbit of the week - http://www.MichaelNormanMitchell.com On 2010-05-24 10.38 AM, Lee, Albert wrote:

Hi, I understand that there is not a stata command for multinomial logistic model for panel data estimation. I wonder if the following can be done for a three-outcome categorical dependent variable (say, 0, 1, 2): 1. Estimate a panel logit for outcome=1, and predict the exp(xb+random effects), 2. Estimate a panel logit for outcome=2, and predict the exp(xg+random effects), and 3. Hand calculate a panel multinomial logit for the prob(outcome=1) by scrambling the predictions of the two panel logits, namely, exp(xb+random effects)*(1+exp(xb+random effects)+exp(xg+random effects))^-1 I believe that this equivalence exists between multinomial logit and a series of binary logit regressions in a non-panel setting. I wonder if the same logic extends to panel data. Thanks in advance, Albert Lee * * 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/

**Follow-Ups**:**st: Canonical Correlation with -mim-***From:*"Ploutz-Snyder, Robert (JSC-SK)[USRA]" <robert.ploutz-snyder-1@nasa.gov>

**References**:**st: Panel Multinomial Logistic Model***From:*"Lee, Albert" <Albert.Lee@hud.gov>

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