Gang Peng wrote:
>> >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.
and then wrote:
> Thanks for the advice. But nested logit still puts restrictions on the
> covariance structure of the error term. My question is sample: is there a
> multinomial probit procedure in Stata?
Clearly not: somebody would have found -mprobit- by now and posted it to
the list. I searched once already. Two suggestions:
(1) Why not try Statacorp? ([email protected])
(2) If you have either SAS or LIMDEP, why not use either of those
programs if you really need to fit an MNP model?
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