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Re: st: RE: Multinomial logit with endogenous variable _ Pls help
From
Jorge Alé Chilet <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: RE: Multinomial logit with endogenous variable _ Pls help
Date
Mon, 28 Jan 2013 03:06:16 -0800 (PST)
Hi Mag,
I would suggest estimating the logit model using the mean inversion proposed by Berry (1994). This allows estimation in a linear framework so that you can use instruments. You can read more on his paper.
Jorge
Berry, Steven T. "Estimating discrete-choice models of product differentiation."The RAND Journal of Economics (1994): 242-262.
________________________________
From: "Jacobs, David" <[email protected]>
To: "'[email protected]'" <[email protected]>
Sent: Wednesday, 23 January 2013, 2:06
Subject: st: RE: Multinomial logit with endogenous variable _ Pls help
If there isn't anything user written in Stata, you might see if the econometric program called Limdep has something that would estimate such models.
You may need some good luck.
Dave Jacobs
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Kavin K
Sent: Tuesday, January 22, 2013 5:40 PM
To: [email protected]
Subject: st: Multinomial logit with endogenous variable _ Pls help
Hi
I am trying to run a multinomial logit (with 4 different states) and one of the regressors happens to be endogenous. I have the instruments that I would like to use but I can't seem to find any info on how to tackle this endogenity problem in mlogit. What should I do? Grateful for any suggestions please. Thanks alot
Mag
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