Re: st: Multinomial probit

[Partha Deb <partha.deb@hunter.cuny.edu>]

-clogit- should work.  See the automobile choice example in the manual for an 
example of how one can incorporate variables that do not vary within groups 
(I'm assuming that is your concern when you state "clogit assumes that all
the variables vary across observations.)

hth

Partha

Rachel S wrote:

> I'd like to estimate a probit model on a dataset in which I have
> several observations on each individual.  Income is constant across
> each observation, while Time and Dose vary.  I'd like to allow the
> error terms to be correlated across all observations for an
> individual.
>
> The mprobit command allows >2 values for the dependent variable but
> doesn't allow multiple dependent variables.  clogit assumes that all
> the variables vary across observations.
>
> Any suggestions on what I should use?  My data set looks something
> like this, where, "recovered" is the dependent variable.
>
>
>
> ID   Dose  Drug  Income  Time    Recovered
> 11    1        A         10       1          1
> 11    2        B         10       3          0
> 12    2       A          20       2          1
> 12    .        B          20       5          1
> 13    1       A          30       7          0
> 13    1      B           30       4          0
>
> Thanks,
> Rachel
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--
Partha Deb
Department of Economics
Hunter College
ph:  (212) 772-5435
fax: (212) 772-5398
http://urban.hunter.cuny.edu/~deb/

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