Hi all,
I am trying to estimate a multinomial logit model where y takes on more than 3 values.
For some of the outcome (say y=3), the number of observations is really small, Stata estimates the coeffcient but but puts a "." in place of standard error. I want to Bootstrap my way out of this. Did any of you do bootstrap in MNL framework?
If you use the canned BS command it just gives the BS estimated for the first outcome (Y=1). I think I need to write a ado file. Any suggestions on how to go about it?
Thanks,
meherun
=========================================
University of Washington
Department of Economics
302 Savery Hall
Box 353330
Seattle, WA 98195-3330
USA
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