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    $\begingroup$ Could you explain the "Independence of Irrelevant alternatives", please? $\endgroup$ Commented Oct 25, 2016 at 18:53
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    $\begingroup$ Note that it is still possible to estimate a multinomial probit model that enforces a variant of the IIA assumption (like in the mprobit command in Stata). In order to do away with IIA in multinomial probit you must model the variance-covariance matrix of the latent variable errors for each alternative in the response variable. $\endgroup$ Commented Mar 22, 2017 at 15:22