Yes, there are at least three options in SAS:
(1) proc mdc found in SAS/ETS. There might be other SAS/ETS procs that do it but mdc fits all manner of multinomial choice models.
(2) There is a way to trick the Cox PH program to do it by setting up the data in "super long" format akin to the way Poisson regression can be used to fit a discrete time survival model. It is just a guess but I suspect you'll find an example in the well-known Agresti 2002 categorical book. I know there is an example on Carolyn Anderson's (UIUC Ed Psych/Stat/Psych) web page under her ategorical data class. (Am on handheld so I can't give better references but "the" Google should turn up what you need.)
(3) You can also use proc nlp (in SAS/OR) to code up the likelihood function.
-----Original Message-----
From: "Elizabeth Allred" <[email protected]>
To: [email protected]
Sent: 11/14/2008 11:22 AM
Subject: st: Conditional multinomial logistic regression again
Having gotten no responses to my earlier query (below), I went over to the dark side (SAS) to see what it could/would do. Using proc logistic, I can fit a conditional <binary> logistic (like clogit) and a multinomial logistic (like mlogit) but SAS, too, will not fit a conditional multinomial logistic. SAS says:
NOTE: Conditional logistic regression with polytomous response data is not
currently supported.
Will it ever be? I'm not a programming whiz..am I asking for something impossible? Is there no way to do conditional multinomial logistic regression??
Liz
>>> On 11/13/2008 at 3:42 PM, in message <[email protected]>,
Elizabeth Allred <[email protected]> wrote:
> I've used clogit (conditional [fixed-effects] logistic regression but it only
> deals with a binary dependent variable. Now I have a dependent variable with
> 3 levels. Mlogit (multinomial logistic regression) handles that but doesn't
> it doesn't do for the fixed effects. How can I do condtional multinomial
> logistic??
>
> Liz
>
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