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st: Exclusion restriction with mprobit


From   saqlain raza <bhatti_sb@yahoo.com>
To   Stata <statalist@hsphsun2.harvard.edu>
Subject   st: Exclusion restriction with mprobit
Date   Wed, 2 Nov 2011 13:06:24 -0700 (PDT)

Dear Statalist:

I am trying to use "mprobit" to estimate a multinomial probit model with four alternatives.
As far as I know, what we need for identifying MNP model is some set of proper "exclusion
restrictions," (as illustrated by Keane (1992)), not the suggested format of the data itself.
I will appreciate a lot if anyone can explain why we need this data format and if there
is any way in STATA to get around this problem.
Thank you very much.
Saqlain RAZA 
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