help dirmul
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Title

dirmul -- dirichlet multinomial regression

Syntax

dirmul depvar [indepvars] [if] [in] , group(varname) [options]

Description

dirmul fits the dirichlet-multinomial regression model. It is a parametric alternative to grouped conditional logit that allows for overdispersion. The data must be in the same format as for estimation with multin.

Options

eqcorr Specifies the parameterization in terms of the intraclass correlation coefficient

stmul Uses the results from the grouped conditional logistic as starting values.

strho Set a starting value for rho (must be between 0 and 1). This option applies only if you are using the eqcorr option.

var2 Allows for the introduction of group level variables. These variables do not affect the choice probabilities.

pearson reports the Pearson chi-squared statistic.

Author

Paulo Guimaraes, Division of Research, University of South Carolina. Email: guimaraes@moore.sc.edu

References

Guimaraes, P and Lindrooth, R. 2005. Dirichlet-Multinomial Regression Economics Working Paper Archive at WUSTL, Econometrics, n. 0509001 http://129.3.20.41/eps/em/papers/0509/0509001.pdf

Also see