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Re: st: Mlogit with fixed effects


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: Mlogit with fixed effects
Date   Thu, 29 Mar 2012 16:11:55 +0100

No. -xtlogit- just treats all non-zero values of the response as
equivalent, so at best your multinomial response will get collapsed to
a binary response and at worst it won't fly at all.

If -xtlogit- were -xtmlogit- it would be called that.

Others may have better advice on how best to do what you want.

Nick

Vanessa R. Wight [edited]

> I am trying to run a mlogit with fixed effects.
>
> Can I run:
>
> xtlogit depvar indepvar, fe i(pid)
>
> if my dependent variable is multinomial with 5 values?
>
> Is there a Stata command for running a multinomial with fixed effects?
>
> I appreciate any help and guidance. Thanks so much,
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