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Re: st: Multinomial Logistic Regression with Panel Data


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: Multinomial Logistic Regression with Panel Data
Date   Sun, 25 Mar 2012 21:01:09 -0500

At 06:35 PM 3/25/2012, Slim Souissi wrote:
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.

Do you mean the DEPENDENT variable is ordered multinomial?

You might take a look at the user-written -reoprob- routine, available from SSC. Paul Allison's book "Fixed effects regression models" has some tips starting on p. 42 for response variables with more than 2 categories, either ordered or unordered. If you could justify dichotomizing the DV, then xtlogit could be used. Several other suggestions were tossed out here and you could probably find more going through the archives: http://statalist.1588530.n2.nabble.com/Panel-Multinomial-Logistic-Model-td5094938.html

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Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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