Special restrictions in multinomial logistic regression

This paper describes two Stata programs, mclgen and mclest, for imposing special restrictions on multinomial logistic models. MCL stands for Multinomial Conditional Logit, a term coined by Breen (1994). An MCL model uses a conditional logit program to estimate a multinomial logistic model. This produces the same log likelihood, estimates and standard errors, but allows greater flexibility in imposing constraints. The MCL approach makes it possible to impose different restrictions on the response variable for different independent variables. For example, linear logits could be imposed for certain independent variables and an unordered response for others. One specific application is to include models for the analysis of square tables, e.g. quasi-independence, uniform association, symmetric association, into a multinomial logistic model (Logan 1983, Breen 1994).