Estimating Regression Models for Categorical Dependent Variables Using SAS, Stata, LIMDEP, and SPSS


Hun Myoung Park (kucc625)
Fall 2008

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Table of Contents


  1. Introduction
  2. The Binary Logit Regression Model
  3. The Binary Probit Regression Model
  4. Bivariate Probit/Logit Regression Models
  5. Ordered Logit/Probit Regression Models
  6. The Multinomial Logit Regression Model
  7. The Conditional Logit Regression Model
  8. The Nested Logit Regression Model
  9. Conclusion
  10. Appendix
  11. References

This document summarizes regression models for categorical dependent variables and illustrates how to estimate individual models using SAS 9.1, Stata 10.0, LIMDEP 9.0, and SPSS 16.0.

The citation of this document should read: "Park, Hun Myoung. 2008. Estimating Regression Models for Categorical Dependent Variables Using SAS, STATA, LIMDEP, and SPSS. Technical Working Paper. The University Information Technology Services (UITS) Center for Statistical and Mathematical Computing, Indiana University."