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The Stata Journal
Volume 13 Number 2: pp. 382-397



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Fitting the generalized multinomial logit model in Stata

Yuanyuan Gu
Centre for Health Economics Research and Evaluation
University of Technology, Sydney
Sydney, Australia
yuanyuan.gu@chere.uts.edu.au
Arne Risa Hole
Department of Economics
University of Sheffield
Sheffield, UK
a.r.hole@sheffield.ac.uk
Stephanie Knox
Centre for Health Economics Research and Evaluation
University of Technology, Sydney
Sydney, Australia
stephanie.knox@chere.uts.edu.au
Abstract.  In this article, we describe the gmnl Stata command, which can be used to fit the generalized multinomial logit model and its special cases.

View all articles by these authors: Yuanyuan Gu, Arne Risa Hole, Stephanie Knox

View all articles with these keywords: gmnl, gmnlpred, gmnlcov, generalized multinomial logit, scale heterogeneity multinomial logit, maximum simulated likelihood

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