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st: using cmp to estimate a multivariate logit model


From   Maria Ana Vitorino <[email protected]>
To   [email protected]
Subject   st: using cmp to estimate a multivariate logit model
Date   Fri, 30 Aug 2013 00:05:07 -0500

Dear statalist users,
In response to my question of how can one estimate a multivariate logistic regression with Stata, user Stas Kolenikov kindly suggested that I use the command "cmp". I read the documentation but it seems that, while it is clear how to use this command to estimate a multivariate probit regression, it is not clear how to use it to estimate a multivariate logistic regression. 

I have 2 questions:
1) Has anyone ever estimated a multivariate logistic regression using cmp and can in fact confirm that cmp can be used for that purpose?
2) And, if so, would someone be able to give me a simple example of how to use cmp? Let's say we are trying to follow 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 we would like to use a logit model instead of a probit. What would the command look like if we used "cmp" for that?

Any help is appreciated!

Thanks!
Ana


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