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st: Mlogit for Panel Data

From   Amy May <>
Subject   st: Mlogit for Panel Data
Date   Thu, 23 May 2013 14:07:10 +0100

Dear Statlist
I have looked in the statlist archive but cannot find a specific
answer to my question.

I would like to run a multinomial logistic regression model where the
dependent variable has 3 outcomes,
0 is the basecase, 1, 2 ,3 are the alternatives.  The DV is not
ordered, the numbers merely represent an auditor switching related
choice.  The IVs are firm related characteristics such as balance
sheet items and size.

My dataset is a panel with over 600,000 observations over a ten year
period.  I would like to run a mutinomial logit with my dataset but
after many hours of searching and reading up on this I cannot find a
way to do this in STATA.  I have read up on gllamm and reprob but am
unsure whether these would be suitable for my model.

Any answers would be greatly appreciated as I am really stuck!

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