Yes, that're true, but how do you handle the IIA in mlogit?
----- Original Message -----
From: "Clive Nicholas" <[email protected]>
To: <[email protected]>
Sent: Monday, January 26, 2004 6:29 PM
Subject: Re: st: what's the command for multinomial probit model?
> Gang Peng wrote:
>
> > Could anybody tell me what's the command for multinomial probit model?
> > Thanks.
>
> Not sure there's a Stata routine for it, and that was after trying -findit
> multinomial probit-. Consider Liao's (1994: 48) comments:
>
> "The probit counterpart of a multinomial logit model involves solving
> multiple integration related to the multivariate normal distribution and
> thus is computationally difficult in estimation and rarely used."
>
> Given this, doesn't -mlogit- cut the mustard for you?
>
> C.
>
> Liao, TF (1994) Interpreting Probability Models: Logit, Probit, and Other
> Generalized Linear Models (Sage QASS University Paper 07-101); Thousand
> Oaks, CA: Sage.
>
> CLIVE NICHOLAS |t: 0(44)191 222 5969
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> *
> * For searches and help try:
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/
