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st: Exclusion restriction with mprobit
From
saqlain raza <[email protected]>
To
Stata <[email protected]>
Subject
st: Exclusion restriction with mprobit
Date
Wed, 2 Nov 2011 13:06:24 -0700 (PDT)
Dear Statalist:
I am trying to use "mprobit" to estimate a multinomial probit model with four alternatives.
As far as I know, what we need for identifying MNP model is some set of proper "exclusion
restrictions," (as illustrated by Keane (1992)), not the suggested format of the data itself.
I will appreciate a lot if anyone can explain why we need this data format and if there
is any way in STATA to get around this problem.
Thank you very much.
Saqlain RAZA
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