https://communities.sas.com/t5/Statistical-Procedures/Multinomial-Logit-Regression-Technique-on-Panel-Data/m-p/363625#M19131 <P>Hi,</P><P>&nbsp;</P><P>is there any SAS procedure/method in which I can estimate a multinomial logit model (or something similar) on panel data?<BR />So far I just know that it is possible to run a fixed-effect logistic regression with use of the STRATA specification&nbsp;but as far as I know this only works for binary choice models.<BR /><BR />I'm open for other techniques like GMM Estimation or even Machine Learning algorithms.<BR />Any suggestions?&nbsp;<BR /><BR />Thanks,<BR /><BR />KS.</P> Thu, 01 Jun 2017 21:47:52 GMT kosmirnov 2017-06-01T21:47:52Z https://communities.sas.com/t5/Statistical-Procedures/Multinomial-Logit-Regression-Technique-on-Panel-Data/m-p/363625#M19131 <P>Hi,</P><P>&nbsp;</P><P>is there any SAS procedure/method in which I can estimate a multinomial logit model (or something similar) on panel data?<BR />So far I just know that it is possible to run a fixed-effect logistic regression with use of the STRATA specification&nbsp;but as far as I know this only works for binary choice models.<BR /><BR />I'm open for other techniques like GMM Estimation or even Machine Learning algorithms.<BR />Any suggestions?&nbsp;<BR /><BR />Thanks,<BR /><BR />KS.</P> Thu, 01 Jun 2017 21:47:52 GMT https://communities.sas.com/t5/Statistical-Procedures/Multinomial-Logit-Regression-Technique-on-Panel-Data/m-p/363625#M19131 kosmirnov 2017-06-01T21:47:52Z https://communities.sas.com/t5/Statistical-Procedures/Multinomial-Logit-Regression-Technique-on-Panel-Data/m-p/363807#M19132 <P>Did you try PROC GLIMMIX ?</P> Fri, 02 Jun 2017 13:44:14 GMT https://communities.sas.com/t5/Statistical-Procedures/Multinomial-Logit-Regression-Technique-on-Panel-Data/m-p/363807#M19132 Ksharp 2017-06-02T13:44:14Z