Multinomial Probit and Logit Models

The multinomial probit and logit models have a dependent variable that is a categorical, unordered variable. The choices/categories are called alternatives (coded as 1, 2, 3, 4…) and only one alternative can be selected. Examples include the type of insurance contract that an individual selects, and the occupational choice by an individual (business, academic, non-profit organization).

Handouts, Programs, and Data

Multinomial Probit and Logit Models

Multinomial Probit and Logit Models Example

Multinomial Probit and Logit Models Stata Program and Output

Conditional Logit Model Stata Program and Output

Mixed Logit Model Stata Program and Output

Multinomial Probit and Logit Models in Stata.do

Conditional Probit and Logit Models in Stata.do

Mixed Logit Model in Stata.do

multinomial_fishing.dta

mixed_fishing.dta

conditional_fishing.dta

Multinomial Probit and Logit Models R Program and Output

Multinomial Probit and Logit Models in R.R

multinomial_fishing1.csv

Multinomial Probit and Logit Models SAS Program and Output

Conditional Logit Model SAS Program and Output

Mixed Logit Model SAS Program and Output

Multinomial Probit and Logit Models in SAS.sas

Conditional Probit and Logit Models in SAS.sas

Mixed Logit Model in SAS.sas

multinomial_fishing.csv

multinomial_fishing1.csv

mixed_fishing.csv

conditional_fishing.csv

Multinomial probit and logit models: topics covered

• • Multinomial outcome dependent variable (in wide and long form of data sets)

  • Independent variables (alternative-invariant or alternative-variant)

  • Multinomial logit model (coefficients, marginal effects, IIA) and multinomial probit model

  • Conditional logit model (coefficients, marginal effects)

  • Mixed logit model (random parameters model)