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st: Re: 2 stage estimation using mlogit

From   "Rodrigo A. Alfaro" <[email protected]>
To   <[email protected]>
Subject   st: Re: 2 stage estimation using mlogit
Date   Mon, 10 Apr 2006 19:07:44 -0400

Naomi, you could write your own likelihood using -ml- commands. Rodrigo.

----- Original Message ----- From: "Naomi Spence" <[email protected]>
To: <[email protected]>
Sent: Monday, April 10, 2006 6:14 PM
Subject: st: 2 stage estimation using mlogit

Dear all,

I would like to simultaneously estimate 1) a multinomial logit model AND 2) death (using stcox or logit with a person-period file). If you know of any commands that allow for "mixing" these methods (or are just generally more flexible than ivreg, ivprobit, etc.) please advise.

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