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Re: st: panel data analysis for fractional multinomial logit model


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: panel data analysis for fractional multinomial logit model
Date   Mon, 12 Dec 2011 14:54:40 +0100

On Mon, Dec 12, 2011 at 1:58 PM, Li, Yuxin wrote:
> I was trying to do a panel data analysis for a fractional multinomial
> logit model. I wonder if there is a way to estimate panel fractional
> multinomial logit model in Stata and which code I should use for that?

I am not aware of an implementation in Stata. You might get some
inspiration on how to do it from this talk by Jeffrey Wooldridge at
the 2008 North American Stata Users' meeting:
<http://ideas.repec.org/p/boc/nsug08/17.html>, especially section 8.1,
which discusses a generalization of the fractional logit to panel
data.

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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