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Re: st: Multinomial Logistic Regression with Panel Data
From
Richard Williams <[email protected]>
To
[email protected], [email protected]
Subject
Re: st: Multinomial Logistic Regression with Panel Data
Date
Sun, 25 Mar 2012 21:01:09 -0500
At 06:35 PM 3/25/2012, Slim Souissi wrote:
Dear Stata community,
I am using Stata in order to make a logistic regression analysis. The
independent variable is an ordered multinomial variable (Credit
Ratings (AAA, AA+, etc.) transformed into numerical data) and I will
have to deal with a panel data.
Do you mean the DEPENDENT variable is ordered multinomial?
You might take a look at the user-written -reoprob- routine,
available from SSC. Paul Allison's book "Fixed effects regression
models" has some tips starting on p. 42 for response variables with
more than 2 categories, either ordered or unordered. If you could
justify dichotomizing the DV, then xtlogit could be used. Several
other suggestions were tossed out here and you could probably find
more going through the archives:
http://statalist.1588530.n2.nabble.com/Panel-Multinomial-Logistic-Model-td5094938.html
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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