Scott D. McClurg wrote:
> I'm working on a project where I'm looking at a multinomial dependent
> variable and where individuals are nested in states.  So, there is both a
> hierarchical process and a multinomial dependent variable.  Is anyone
> familiar with the use of a multilevel, multinomial probit model in political
> science?  If so, could you please direct me to any (accessible) technical
> papers and applications?

I've not seen one in the wild.

I don't know about MN probit, but you can (in theory) run a multilevel
multinomial _logit_ in Stata using the gllamm procedure; there's
documentation about the fairly complicated syntax you have to use.  I've
fiddled with it for simpler procedures and you can expect it to be
amazingly s.... l.... o.... w....

I'm told that MLWin will run MLMNP (mullmunnep?), but we don't have it
here so I can't confirm that.

I have nested categorical data as well, and my initial reaction is to
run it with multinomial logit with cluster-corrected SE's.  And then see
if someone complains, at which point they'd hopefully have a more
concrete suggestion than I'm offering.

Best,

Jim

--
James S. Coleman Battista
Dept. of Political Science, Univ. of North Texas
[log in to unmask] (940)565-4960
-----
Pinky, are you pondering what I'm pondering?
I think so, but where will we find an open tattoo parlor at this time
of night?

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