read me please! multinomial logit

[cocoabutter]

Hello!

I need some help please!
My question is, how do I estimate a multinomial logit regression in eviews? I had a look at the estimate equation function, but it only offers binary logit.
Also, are there any additional considerations ( things to note) if one is running multinomial logits on panel/pool data?



Thank you very very much

Ali

[startz]

Hello!

I need some help please!
My question is, how do I estimate a multinomial logit regression in eviews? I had a look at the estimate equation function, but it only offers binary logit.
Also, are there any additional considerations ( things to note) if one is running multinomial logits on panel/pool data?



Thank you very very much

Ali

To get started, you might search the help files for "multinomial"

[EViews Glenn]

There is an example program for using the LogL object to estimate a multinomial logit (Help/Quick Help Reference/Sample Programs & Data/Logl).

As to the panel issue, it really depends on what kinds of structure you want to put on your problem. The sample program above is non-panel aware, and depending on what you wish to assume, there may be changes that you need to make.

[cocoabutter]

many thanks¬

[Cabinho]

There is an example program for using the LogL object to estimate a multinomial logit (Help/Quick Help Reference/Sample Programs & Data/Logl).

As to the panel issue, it really depends on what kinds of structure you want to put on your problem. The sample program above is non-panel aware, and depending on what you wish to assume, there may be changes that you need to make.

Hi Glenn,

I have a multinomial categorical dependent variable model I want to run for cross sectional data.

I used logistic distribution, uncensored and no truncation under the "censored - censored or truncated data (including tobit)" method option.

Could this be another way of estimating a mutinomial logit?

[EViews Glenn]

No, it is not.

[Cabinho]

No, it is not.

If my dependent variable has values of 0,1,2 and 3 and I use logistic regression under the censored methods but I use left censor 0 and no right censor. No truncation.

Am I converting the dependent variable in 0,1 where 1 can be 1,2 and 3?

Thank you Glenn

[EViews Glenn]

The censored regression tools assume that the non-censored responses are continuously observed and that the censoring portions are due to the latent hitting threshold values.