'Think' takes an optional complementizer, kata 'word; say',while 'want' takes no complementizer.
The 'think' clause is different both because there is an optional COMP (kata) and because the clause need not contain a subject if the COMP is used (if the COMP is not used, the construction is similar to the one for 'want'), whereas the 'want' clause cannot have a complementizer and must contain a subject. The COMP kata can only appear with cognition (think, know), perception (see, hear, feel) and mental process (remember, forget) verbs.
Source: van Minde 1997: 275