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st: Combination of a multinomial logit model and a logit model

From   Saki Tapsell <>
Subject   st: Combination of a multinomial logit model and a logit model
Date   Wed, 3 Oct 2012 11:34:10 +0100


I have two dependent category variables.

cc_2 - binary - This is whether a firm has borrowed from friends and family

cc_6 - category variable with 6 possible outcomes (credit-constraint
statuses), describing whether the firm tried to borrow from the bank,
if they did whether or not they succeeded, and if they didn't apply,
whether they chose not to for negative reasons (too complicated to
apply, or they knew they wouldn't be accepted, etc).

As credit constraint status is determined simultaneously, and formal
and informal credit market are inter-related, I want to estimate the
determinants of credit constraints for formal and informal credit
market at the same time.

I can separately estimate cc_6 by using multinomial logit model, and
cc_2 by a logit model, but I have no idea how to combine the two.
Bivariate logit/probit model may be too simplistic.
Is there extension of bivariate logit model or some kind of
multivariate multinomial logit model in Stata?

Thank you very much.

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