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Re: st: SUR and a system of logit models
On Apr 25, 2008, at 4:53 PM, F. Gao wrote:
What to do if I have a system of logit models (binary dependent
variables) and wish to do SUR regression?
eg: Pr(A=1)=f(x,y), Pr(B=1)=f(x,z)
On Apr 26, 2008, at 5:35 AM, Stephen P. Jenkins wrote:
There is no such approach that I am aware of, as there is no
multivariate logistic distribution.
One possible approach is alternating logistic regression:
V. Carey, S. L. Zeger, and P. Diggle. Modelling multivariate binary
data with alternating logistic regressions. Biometrika, 80(3):517–
526, 1993.
I am not aware of a Stata implementation.
-- Phil
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