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Re: st: multinomial probit estimation


From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   Re: st: multinomial probit estimation
Date   Thu, 15 Jul 2004 13:42:12 +0100 (BST)

Ousmane wrote:

> Could you tell me if it is possible to estimate a multinomial probit
> model by using Stata7?

In short, it isn't.

This question has been asked and answered several times on the list over
the past year or so. In the light of this, I publicly asked the two Stata
representatives present at the London Users Group meeting whether they had
plans to implement an -mprobit- routine. The look on both their faces said
it all! The official answer is that they have no plans to do so in the
immediate future, not least because such a routine is immensely difficult
to program.

In the meantime, you will have to use LIMDEP or any other routine that has
multinomial probit.

CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e: [email protected]
Newcastle University  |http://www.ncl.ac.uk/geps
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