Mlogit Panel

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Mbosman
Posts: 1
Joined: Fri Apr 13, 2012 5:04 am

Mlogit Panel

Postby Mbosman » Fri Apr 13, 2012 5:19 am

Dear all,

I am estimating a model which links several firmspecific characteristics as determinants for internationalisation mode decision. For this I use a multinomial logit model in which Y takes form as one of four internationalisation modes. I used the example program for using the LogL object to estimate a multinomial logit (Help/Quick Help Reference/Sample Programs & Data/Logl) and had no troubles in the estimation, but realise this program is not paneldata aware.

So my question is if it is possible and if so how to make adjustments to be able to estimate the mlogit for a dated panel, as only the binary choice is built-in?

Kinds regards,
:)

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Mlogit Panel

Postby EViews Gareth » Fri Apr 13, 2012 6:58 am

As you point out, there is nothing built in for mlogit. The only solution is to modify the program to do it. I'm afraid I don't know enough about panel mlogit to know where to start.


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