I can try mlogtest for sure, but if IIA is rejected, shouldn't I try a
multinomial probit model?
BTW, both SAS and Limdep have a multinomial probit model, why Stata don't
have one?
Thanks.
----- Original Message -----
From: "Clive Nicholas" <[email protected]>
To: <[email protected]>
Sent: Tuesday, January 27, 2004 1:01 PM
Subject: Re: st: what's the command for multinomial probit model?
> Gang Peng wrote:
>
> > Yes, that're true, but how do you handle the IIA in mlogit?
>
> There are two options:
>
> -mlogtest, hausman base- and -mlogtest, smhsiao base-
>
> You can read more about these in Long and Freese (2003: 207-10). I've
> found the first of these to be more useful.
>
> C.
>
> Long JS and Freese J (2003) Regression Models for Categorical Depedendent
> Variables Using Stata (2nd ed), College Station, TX: Stata Press.
>
> CLIVE NICHOLAS |t: 0(44)191 222 5969
> Politics Building |e: [email protected]
> School of Geography, |f: 0(44)870 126 2421
> Politics & Sociology |
> University of |
> Newcastle-upon-Tyne |
> Newcastle-upon-Tyne |
> NE1 7RU |
> United Kingdom |http://www.ncl.ac.uk/geps
> *
> * 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/
>
*
* 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/
