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I would like to jointly estimate 4 variables. Two of them are categorical and the two others are binary. So I thought about a "multivariate multinomial probit model", but did not find much.

  • What would be the best solution in my case?
  • Is there a built-in function or package I can use?
  • I am working with a Stata, but can switch to R or Matlab if needed.
Ferdi
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    A link to start reading: http://stats.stackexchange.com/questions/tagged/multinomial-probit – Ferdi Mar 23 '17 at 14:36

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