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# Re: st: Panel Multinomial Logistic Model

 From David Jacobs To statalist@hsphsun2.harvard.edu Subject Re: st: Panel Multinomial Logistic Model Date Mon, 24 May 2010 13:54:23 -0400

First a random-effects multinomial logit routine may be in Limdep. Although that program is difficult to use, employing it may be less trouble than what you propose.
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Second, an alternative solution often recommended on the list when no pooled time series estimator is available in Stata is to simply cluster on cases. While there's no adjustment for separate case-specific intercepts, at least the standard errors may be OK.
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I can't evaluate your proposal, however. Let's see if you get any response to this interesting idea.
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Dave Jacobs

At 01:38 PM 5/24/2010, you wrote:
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```Hi,

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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):
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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
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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
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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.
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Albert Lee
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