Multinomial Logit Regression Technique on Panel Data?

[kosmirnov]

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.

[Ksharp]

Did you try PROC GLIMMIX ?