See the mvprobit command.
http://ideas.repec.org/c/boc/bocode/s432601.html
-Tim
-----Original Message-----
From: Richard Williams [mailto:[email protected]]
Sent: Thursday, February 24, 2005 1:23 PM
To: [email protected]
Subject: Re: st: multinomial models
At 06:07 AM 2/24/2005 +0000, Natalia Ferreira wrote:
> So I have three ways to estimate this:
>- Multinomial logistic
>- Multinomial probit (is better because I do not need the IIA property)
>- Sequential probit
>
> I was looking for the commads of these three models in Stata and I
just
>find de mlogist. How can I estimate multinomial probit or sequential
probit
>in Stata?
There might be a multinomial probit command, but if so I am not aware of
it. If it doesn't exist, it may be, because as Long (1997, p. 83)
points
out, for models with nominal dependent variables that have more than 2
categories, the logit model may be preferred because the corresponding
probit model is too computationally demanding.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
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