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Re: st: Multivariate logistic regression (and -not- just multilevel logistic)


From   Stas Kolenikov <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Multivariate logistic regression (and -not- just multilevel logistic)
Date   Thu, 29 Aug 2013 19:34:04 -0500

David Roodman's paper
(http://www.stata-journal.com/article.html?article=st0224) explains
and gives examples of syntax. The models will be based on the
multivariate normal distribution, and hence multivariate probits
rather than logits.

-- Stas Kolenikov, PhD, PStat (ASA, SSC)
-- Senior Survey Statistician, Abt SRBI
-- Opinions stated in this email are mine only, and do not reflect the
position of my employer
-- http://stas.kolenikov.name



On Thu, Aug 29, 2013 at 4:51 PM, Maria Ana Vitorino <[email protected]> wrote:
> Thanks. But can you give me an example of how to use it to estimate a multivariate logit model?
> For example, let's say we are trying to estimate Example 1 in http://www.stata.com/manuals13/rbiprobit.pdf
>
> "
> We wish to model the bivariate outcomes of whether children attend private school and whether the head of the household voted for an increase in property tax based on the other covariates.
> . use http://www.stata-press.com/data/r13/school
>
> . biprobit private vote years logptax loginc
>
> "
> but with a logit model instead of a probit.What would the command look like if we used "cmd" for that?
> Thanks!
>
>
> Ana
>
> On Aug 29, 2013, at 4:26 PM, Stas Kolenikov wrote:
>
>> findit cmp
>>
>>
>> -- Stas Kolenikov, PhD, PStat (ASA, SSC)
>> -- Senior Survey Statistician, Abt SRBI
>> -- Opinions stated in this email are mine only, and do not reflect the
>> position of my employer
>> -- http://stas.kolenikov.name
>>
>>
>>
>> On Thu, Aug 29, 2013 at 4:13 PM, Maria Ana Vitorino <[email protected]> wrote:
>>> Dear statalist users,
>>>
>>> From what I understand there is no official command in stata for performing bivariate or multivariate logistic regression.
>>> I was able to find only a command for performing bivariate probit ("biprobit").
>>> Is there a user-written command that would allow me to estimate a bivariate (or preferably multivariate) logistic regression? Note that I'm not talking about the much simpler multilevel logistic regression. The idea is to have separate equations, each with a different 0/1 dependent variable (Y) but with the same independent variables (Xs) while allowing for correlations among the unobservables for the different equations.
>>> Thanks for the help!
>>>
>>> Ana
>>>
>>>
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>>
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>
>
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