Fatma Bircan
Middle East Technical University
Department of Economics
210-2056
How can I do two-step estimation after obtaining mlogit results? My
question is essentially related to the computation of the lambda term.
Do I obtain it using the predicted probabilities or linear
predictions? (I get predicted probabilities if I type "predict p,
eq(#)" and I get linear predictions if I write "predict xb, xb eq(#).
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
