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st: RE: Question on Multinomial Probit


From   "Verkuilen, Jay" <[email protected]>
To   <[email protected]>
Subject   st: RE: Question on Multinomial Probit
Date   Fri, 1 Feb 2008 14:06:49 -0500

>>>I would like to run a multinomial probit under
Geweke-Hajivassiliou-Keane 
(asmprobit) in the case in which the regressors are constant within 
subject.  From what I read, Stata only allows for this model when there
is 
variation in the regressors within subject.  Can someone help point 
towards any way that this can be done in Stata?<<

You can make alternative-specific intercepts and run that model. The
mixlogit package written by Arne Rise Hole has an example. No guarantees
on identification, etc., of course. 

Jay
--
J. Verkuilen
Assistant Professor of Educational Psychology
City University of New York-Graduate Center
365 Fifth Ave.
New York, NY 10016
Email: [email protected]
Office: (212) 817-8286 
FAX: (212) 817-1516
Cell: (217) 390-4609

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