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Re: st: RE: Multinomial logit panel model


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Multinomial logit panel model
Date   Wed, 12 Dec 2007 17:17:43 -0500

Bradley J <BAnderson1@lifespan.org>:

Does that mean you have 4800 obs on 200 indiv?  Are those 24 repeated
measures supposed to be independent measures of the same quantity?

I'm thinking you could just run mlogit and cluster on the 200 indiv.
If the X is identical across repeated obs, and the Y does not vary
much, the clustering will be near perfect, and you will get
arbitrarily close to an mlogit using the collapsed data of 200 obs.

On Dec 12, 2007 4:48 PM, Anderson, Bradley J <BAnderson1@lifespan.org> wrote:
> Apologies if I'm asking a naive question.  But I have done some searching and I'm not finding answers.  Is software available to estimate a multinomial logit model with panel data?  I'm thinking this can maybe be done in GLLAMM.  Are there alternatives.  Also, I'm being asked to estimate models and I'm not sure we have sufficient data.  The response variable has 3 categories, sample size is 200, and there are 24 repeated measurements of the response variable.  Any thoughts on how to approach this would be much appreciated.
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