Programming the statistical procedures from SAS

Multinomial Logit Regression Technique on Panel Data?

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Occasional Contributor
Posts: 7

Multinomial Logit Regression Technique on Panel Data?

Hi,

 

is there any SAS procedure/method in which I can estimate a multinomial logit model (or something similar) on panel data?
So far I just know that it is possible to run a fixed-effect logistic regression with use of the STRATA specification but as far as I know this only works for binary choice models.

I'm open for other techniques like GMM Estimation or even Machine Learning algorithms.
Any suggestions? 

Thanks,

KS.

Grand Advisor
Posts: 9,447

Re: Multinomial Logit Regression Technique on Panel Data?

Did you try PROC GLIMMIX ?

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