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Re: st: Multinomial Logistic Regression with Panel Data


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Multinomial Logistic Regression with Panel Data
Date   Tue, 27 Mar 2012 00:31:05 +0100

The Statalist FAQ gives you advice to use -search- before you post.

. search reoprob

STB-61  sg158.1 . . . . . . . . . . .  Update to random-effects ordered probit
        (help reoprob, ghquadm if installed)  . . . . . . . .  G. R. Frechette
        5/01    p.12; STB Reprints Vol 10, pp.266--267
        correction to solve occasional abort in maximization

STB-59  sg158 . . . . . . . . . . . . . . . . .  Random-effects ordered probit
        (help reoprob, ghquadm if installed)  . . . . . . . .  G. R. Frechette
        1/01    pp.23--27; STB Reprints Vol 10, pp.261--266
        estimates a random-effects ordered probit model

Nick

On Mon, Mar 26, 2012 at 11:15 PM, Slim Souissi <souissis@gmail.com> wrote:

> Thank you Richard for your email and the suggestions you sent through.
> Yes, you're right; I meant the dependent variable (y).
>
> Clearly, the command reporob is not installed :
> . reoprob dependent_var var1 var2 var3
> unrecognized command:  reoprob
> r(199);
>
> I am new to Stata. Currently I am looking how to install the module /
> command "reoprob". I tried the following command but it does not work.
> FYI: I am using Stata/SE 11.1 for Windows.
>
> . ssc install reoprob
> ssc install: "reoprob" not found at SSC, type -findit reoprob-
> (To find all packages at SSC that start with r, type -ssc describe r-)
> r(601);
>
>
> . ssc describe reoprob
> ssc describe: "reoprob" not found at SSC, type -findit reoprob-
> (To find all packages at SSC that start with r, type -ssc describe r-)
> r(601);
>
> I am interested if someone has any idea.
>
> Thank you.
> Best.
>
> On Mon, Mar 26, 2012 at 4:01 AM, Richard Williams
> <richardwilliams.ndu@gmail.com> wrote:
>> 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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