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Re: RE: st: gllamm log-likelihood cycle?


From   Claudio Cruz Cazares <[email protected]>
To   [email protected]
Subject   Re: RE: st: gllamm log-likelihood cycle?
Date   Wed, 29 Oct 2008 12:35:43 +0100

Hi,

Thank you very much for your help. I saw the different options you gave me and some doubts came to me. 

When using mprobit with the cluster option if enough for controlling for the unobservable hetereogenity in the panel? Is the unobservable hetereogenity and correlation between observations are controlled in mixlogit since the "group" and "id" options are specified? 

Is there any bibliography, empirical or theoretical, useful for these commands?

Thank you in advance,

Greetings,

Claudio


----- Mensaje original -----
De: Nick Cox <[email protected]>
Fecha: Martes, Octubre 28, 2008 4:25 pm
Asunto: RE: st: gllamm log-likelihood cycle?

> <>
> It's called -mprobit-. 
> 
> Nick 
> [email protected] 
> 
> Jay Verkuilen
> 
> An alternative is to consider a simulation-based estimator such as is
> implemented in -mixlogit- (see SSC) or the official multinomial probit
> command, the name of which eludes me at present.  
> 
> 
> *
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> 

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