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Re: st: Panel Multinomial Logistic Model


From   Arne Risa Hole <arnehole@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Panel Multinomial Logistic Model
Date   Tue, 25 May 2010 12:24:30 +0100

Also see: <http://www.stata.com/statalist/archive/2007-12/msg00318.html>.
The pre-publication draft mentioned in that message in now available
at <http://www.shef.ac.uk/economics/people/hole/stata.html>.

Arne

On 25 May 2010 07:47, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- On Mon, 24/5/10, Lee, Albert wrote:
>> I understand that there is not a stata command for
>> multinomial logistic model for panel data estimation.
>
> Such a thing has been implemented in Stata in -gllamm-, see
> -findit gllamm- and <www.gllamm.org>, and in Peter Haan and
> Arne Uhlendorff (2006) "Estimation of multinomial logit
> models with unobserved heterogeneity using maximum simulated
> likelihood", The Stata Journal, 6(2):229-245.
> <http://stata-journal.com/article.html?article=st0104>
>
>> 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
>
> The problem is that those random effects represent unobserved
> variables on the group level, and you would expect that whatever
> influences the choice between 0 and 1 will also influence the
> choice between 0 and 2, i.e. the two random effects need to be
> correlated. In your method the two will be uncorrelated. You
> can add this correlation with the two methods, I refered to above.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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