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Re: st: Re: Limited dependent variable


From   Dick Campbell <[email protected]>
To   [email protected]
Subject   Re: st: Re: Limited dependent variable
Date   Mon, 14 Aug 2006 12:00:12 -0500

Gllamm will handle the multinomial logit model. Do -findit gllamm- if
you are unfamiliar with this user-written program.You can install it directly
from SSC if you wish.

At 11:42 AM 8/14/2006 Monday, you wrote:
Hi,

I think this should be modelled as a multinomial logit, it's either a win, a tie, or a loss--I see no ordering here--hence -mlogit-. To take account of several observations per unit (the panel structure), use the -cluster- option.

If you are willling to dicotomize the dep var (say win versus loose or tie), you could use -xtlogit-.

There exists, as far as I know, no xt-variant for mlogit in Stata.

Richard T. Campbell
Professor
Division of Epidemiology and Biostatistics
School of Public Health &
Institute for Health Research and Policy
University of Illinois at Chicago

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