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st: RE: Multinomial logit with a nonlinear combination utility equation

From   "CJ Lan" <>
To   <>
Subject   st: RE: Multinomial logit with a nonlinear combination utility equation
Date   Tue, 1 Nov 2011 19:51:52 -0400

Not sure if the following material starting with p.26 is helpful but
just sent it to you for your reference.

-----Original Message-----
[] On Behalf Of Simons, Chris
Sent: Tuesday, November 01, 2011 1:16 PM
Subject: st: Multinomial logit with a nonlinear combination utility

I'm new to Stata and I want to estimate a multinomial logit model where
the logit utility equation is not a simple linear combination. Some of
the variables to be estimated must be within a log operation. For
example, the utility equation typically looks like this:

Util = p1*a + p2*b + ln(c + p3*d)

where p1, p2 and p3 are the parameters to be estimated and a, b, c and d
are independent variables.

It's my understanding that standard solution algorithms may have a
difficult time solving such a problem and that specialized algorithms
may be necessary. I've looked at the -ml- command and trying to figure
out how to program the problem including specify the log-likelihood
functions, gradients and hessian's is daunting enough (for me - maybe
not for many of you!). I'm concerned that even if I did manage to
specify them correctly the solution algorithm may still struggle.

Is there an existing package (or other command) to handle such
estimations? I have been unable to find any in my searches. Any advice
would be appreciated.

I'm currently using Stata/SE 11.2 for Windows (32-bit)  Born 30 Mar


Chris N. Simons
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