You can model categorical outcomes with 

mlogit.
You can model panel data with xt.
Now you can do both!
Stata's new xtmlogit command models categorical outcomes that change over time.

Bayesian panel-data models

Bayesian analysis lets you answer probabilistic questions with panel-data models.

o How likely is it that an extra year of schooling will increase wages?

o What is the probability of default for a low-risk portfolio?

Incorporate prior knowledge, see posterior distributions of random effects, compute

Bayesian predictions, and more.