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st: Multinomial Logistic Regression with Panel Data


From   Slim Souissi <souissis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Multinomial Logistic Regression with Panel Data
Date   Mon, 26 Mar 2012 00:35:47 +0200

Dear Stata community,

I am using Stata in order to make a logistic regression analysis. The
independent variable is an ordered multinomial variable (Credit
Ratings (AAA, AA+, etc.) transformed into numerical data) and I will
have to deal with a panel data.

Please correct me if I am wrong:
-    mlogit is the command for unordered and for times series data,
not for panel data.
-    xtlogit is the command for panel data with a BINARY outcome model
-   ologit Ordered logistic regression: with panel data ? or
cross-section data ?!
-   rologit Rank-ordered logistic regression: with panel data ? or
cross-section data ?!

>> My question is: Which command should be used in order to estimate an ordered multinomial model with a panel data?

I would be grateful if you could help.

Thanks and regards.
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