Limited number of categories with cmmprobit

[Maria Ventura]

Hi,

I need to run a multinomial discrete choice model, where I have a wide number of choices (50+) representing occupations. I have been trying to use cmmprobit but it seems not to work because it can only support 20 choice categories. Do you know which would be commands that do not incur in this problem?

Thanks!

[Hong Il Yoo]

My two cents: You may check if -mlogit- allows you to circumvent the restriction on the choice set size. But regardless of computational (in)feasibility, it may be worth reconsidering whether you really need to estimate an -mlogit- or -cmmprobit- model with 50+ categories. If you include, say, 10 individual characteristics and 51 categories, you'll retain up to (10 + 1)*(51 - 1) = 550 model parameters to estimate, report, and interpret. Perhaps combining some occupations using coarser occupational codes or based on the Cramer-Ridder test results may be a better approach.