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Re: st: Panel Multinomial Logistic Model
From
Maarten buis <[email protected]>
To
[email protected]
Subject
Re: st: Panel Multinomial Logistic Model
Date
Mon, 24 May 2010 23:47:51 -0700 (PDT)
--- On Mon, 24/5/10, Lee, Albert wrote:
> I understand that there is not a stata command for
> multinomial logistic model for panel data estimation.
Such a thing has been implemented in Stata in -gllamm-, see
-findit gllamm- and <www.gllamm.org>, and in Peter Haan and
Arne Uhlendorff (2006) "Estimation of multinomial logit
models with unobserved heterogeneity using maximum simulated
likelihood", The Stata Journal, 6(2):229-245.
<http://stata-journal.com/article.html?article=st0104>
> I wonder if the following can be done for a three-outcome
> categorical dependent variable (say, 0, 1, 2):
>
> 1. Estimate a panel logit for outcome=1, and predict
> the exp(xb+random effects),
> 2. Estimate a panel logit for outcome=2, and predict
> the exp(xg+random effects), and
The problem is that those random effects represent unobserved
variables on the group level, and you would expect that whatever
influences the choice between 0 and 1 will also influence the
choice between 0 and 2, i.e. the two random effects need to be
correlated. In your method the two will be uncorrelated. You
can add this correlation with the two methods, I refered to above.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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