Some time ago, Greg Lee wrote:
> According to some econometrics texts (e.g. Greene's Econometric
> Analysis), in multinomial logit models the dependent variable can be
> specified as proportions adding up to one (as in the case where
> consumers predict their probabilities of purchasing various products)
> instead of using 0/1 inputs (when you know what they chose).
>
> So, to clarify, I have J possible dependent options, and respondents are
> attaching a possibility chance of choosing that option to each one. I
> then wish to analyse this via multinomial or conditional logistic
> regression.
>
> Does anyone know if STATA can analyse this? From what I have seen looking
> around it requires 0 or 1 inputs, but I stand open to correction
I've never heard of a such model, I have to say. One (not entirely
satisfactory) fix would be to use Jack Buckley's -mlbeta- routine, which
models dependent variables-as-proportions as if they were
beta-distributed, using maximum likelihood to generate the parameter
estimates. This is _not_ available from SSC, so to download it within
Stata:
. net from http://www2.bc.edu/~bucklesj
and then click on -mlbeta-.
The limitation here is, of course, that the probabilities of each outcome
would have to be modelled separately, rather than together, as you want.
Perhaps somebody else has a better solution.
I hope this helps.
CLIVE NICHOLAS |t: 0(044)7903 397793
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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