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Re: st: Panel Multinomial Logistic Model


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

I don't know the answer to your question in Stata, but if it turns out that this is not possible or more effort than you desire in Stata, there are two other packages that include this as part of their specifications.

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

They also fit other kinds of models, such as random effects with ordinal or count outcomes.

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
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