StataMNP.ox

Replicate the Stata™ example of multinomial probit, using MNP.

Stata example from help mprobit

 . webuse sysdsn3
 . mprobit insure age male nonwhite site2 site3

The Stata mprobit command assumes independent standard normal error terms:

Stata uses Gauss-Hermite quadrature to compute the log-likelihood.

Results produced by Stata:

niqlow/examples/output/stata-mprobit.txt

Key Results Produced by StataMNP.ox

Final Report of BHHH on Multinomial Probit

Obj= -534.528343474 Default value of Y = 1 Y = 2 Estimate Std.Err t-ratio age -0.00985360585778 0.00531453618878 -1.85408575796 male 0.477467761020 0.171362919901 2.78629566593 nonwhite 0.824500321909 0.196786436897 4.18982291113 site2 0.0973956464661 0.179126360893 0.543725926105 site3 -0.495892032659 0.188737232195 -2.62742028635 Cons 0.223150063805 0.281064326653 0.793946590314 Y = 3 Estimate Std.Err t-ratio age -0.00508144973657 0.00857650358839 -0.592485000933 male 0.333263404941 0.255087069753 1.30646921956 nonwhite 0.248587084735 0.289521069402 0.858614833277 site2 -0.689947952475 0.293496633174 -2.35078660022 site3 -0.178844558658 0.254386384632 -0.703042967167 Cons -0.985592056717 0.413310145637 -2.38463068744

Complete (noisy) output

Global functions

Functions
StataMNP

Global

StataMNP

StataMNP ( )