*! version 1.0.0 20aug2015
help gmemultinomial

Title

gmemultinomial -- Generalized maximum entropy discrete choice model for the multinomial case

gmentropylogit
depvar [indepvars] [if] [in]
[, baseoutcome(#) generate(varname) NOCons]

Description

Given finite samples, gmemultinomial is more efficient than
its maximum entropy and maximum likelihood counterparts because it
incorporates noise terms in its results. It also performs better than
its maximum likelihood counterparts when working with small sample
sizes. gmemultinomial models the probability of a positive
outcome given a set of regressors. depvar is equal to zero or one.
depvar=0 indicates a negative outcome, and
depvar=1 indicates a positive outcome.

It is recommended that users utilize gmentropylogit in the binary case
due to the possibility of estimating marginal effects.

Options

generate(varname) creates a new variable with a user-selected
name that will contain the predicted probability of the fitted model.

nocons estimates the model without a constant term.

baseoutcome(#) selects the value of the dependent variable that will be the base outcome

Example

. webuse sysdsn1

. gmemultinomial insure age male nonwhite

Authors

Paul Corral

American University

Washington, DC

paulcorral@gmail.com

Also see

Article: Stata Journal, volume 15, number 2: st0390