Re: st: what's the command for multinomial probit model?

["Vincenzo Verardi" <vincenzo_verardi@hotmail.com>]

Hello,

I don't know exactly what you are working on but maybe a nested logit might 
be a good try.

regards

VIncenzo


> From: "Gang Peng" <gangpeng@u.washington.edu>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: <statalist@hsphsun2.harvard.edu>
> Subject: Re: st: what's the command for multinomial probit model?
> Date: Sun, 15 Feb 2004 21:43:26 -0800
>
> 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" <Clive.Nicholas@newcastle.ac.uk>
> To: <statalist@hsphsun2.harvard.edu>
> 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: clive.nicholas@ncl.ac.uk
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