Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Panel Multinomial Logistic Model
From
Arne Risa Hole <[email protected]>
To
[email protected]
Subject
Re: st: Panel Multinomial Logistic Model
Date
Tue, 25 May 2010 12:24:30 +0100
Also see: <http://www.stata.com/statalist/archive/2007-12/msg00318.html>.
The pre-publication draft mentioned in that message in now available
at <http://www.shef.ac.uk/economics/people/hole/stata.html>.
Arne
On 25 May 2010 07:47, Maarten buis <[email protected]> wrote:
> --- 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
> --------------------------
>
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/