Re: st: Panel Multinomial Logistic Model

["Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>]

Dear Albert

  I don't know the answer to your question in Stata, but if it turns out that this is not 
possible or more effort than you desire in Stata, there are two other packages that 
include this as part of their specifications.

  Supermix - http://www.ssicentral.com/supermix/index.html
  HLM - http://www.ssicentral.com/hlm/index.html

  They also fit other kinds of models, such as random effects with ordinal or count 
outcomes.

I hope this is helpful,

Michael N. Mitchell
Data Management Using Stata      - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week         - http://www.MichaelNormanMitchell.com



On 2010-05-24 10.38 AM, Lee, Albert wrote:
> Hi,
>
> I understand that there is not a stata command for multinomial logistic model for panel data estimation.  I wonder if the following can be done for a three-outcome categorical dependent variable (say, 0, 1, 2):
>
> 1.  Estimate a panel logit for outcome=1, and predict the exp(xb+random effects),
> 2.  Estimate a panel logit for outcome=2, and predict the exp(xg+random effects), and
>
> 3.  Hand calculate a panel multinomial logit for the prob(outcome=1) by scrambling the predictions of the two panel logits, namely, exp(xb+random effects)*(1+exp(xb+random effects)+exp(xg+random effects))^-1
>
> I believe that this equivalence exists between multinomial logit and a series of binary logit regressions in a non-panel setting.  I wonder if the same logic extends to panel data.
>
> Thanks in advance,
>
> Albert Lee
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