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Re: st: RE: Multinomial logit with endogenous variable _ Pls help


From   Jorge Alé Chilet <jorge.ale@mail.huji.ac.il>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: Multinomial logit with endogenous variable _ Pls help
Date   Mon, 28 Jan 2013 03:06:16 -0800 (PST)

Hi Mag,
I would suggest estimating the logit model using the mean inversion proposed by Berry (1994). This allows estimation in a linear framework so that you can use instruments. You can read more on his paper.

Jorge

Berry, Steven T. "Estimating discrete-choice models of product differentiation."The RAND Journal of Economics (1994): 242-262.

________________________________
From: "Jacobs, David" <jacobs.184@sociology.osu.edu>
To: "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> 
Sent: Wednesday, 23 January 2013, 2:06
Subject: st: RE: Multinomial logit with endogenous variable _ Pls help

If there isn't anything user written in Stata, you might see if the econometric program called Limdep has something that would estimate such models.

You may need some good luck. 

Dave Jacobs

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Kavin K
Sent: Tuesday, January 22, 2013 5:40 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Multinomial logit with endogenous variable _ Pls help

Hi

I am trying to run a multinomial logit (with 4 different states) and one of the regressors happens to be endogenous. I have the instruments that I would like to use but I can't seem to find any info on how to tackle this endogenity problem in mlogit. What should I do? Grateful for any suggestions please. Thanks alot


Mag
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