Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: mlogit normalization

From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: mlogit normalization
Date   Wed, 10 Aug 2011 08:49:39 +0200

On Wed, Aug 10, 2011 at 1:26 AM, Patrick Roland wrote:
> I'm trying to estimate a multinomial logit model. I'm imposing
> restrictions on the parameters which make the model identified, even
> without setting all of the parameters of one equation to 0. But the
> default behaviour of mlogit is to normalize all of the parameters of
> one equation to 0. Is there any way to override this?

No, you'll probably have to use -ml- estimate your model, see -help
ml- and <>.

Having a working example often helps, -fmlogit-, available from SSC,
basically contains the likelihood function of a multinomial logit
model programmed in -ml-. It contains two evaluator programs:
fmlogit_lf.ado and fmlogit_d2.ado. I would choose the former as your
example. The latter also contains the first and second derivatives,
which is probably overkill if you just want to estimate one model.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index