From: [email protected]
Reply-To: [email protected]
To: [email protected]
Subject: st: RE: nested logit model
Date: Tue, 12 Aug 2003 18:51:16 +0200
Hi there,
I will try to suggest the following ,assuming you have a variable called
J=2,3,4,5 and maybe another one Z=1 for the outside choice
sort newid
qui bysort newid: gen choices=3 (if J==4 | J==5)
qui bysort newid: replace choices=2 (if J==2 | J==3)
qui bysort newid: replace choices=1 (if Z==1)
lab var choices "Options of Choice"
expand 3
sort newid
qui bysort newid: gen temp=_n
qui bysort newid:gen chosen=(temp==choices)
drop choices
rename temp choices
lab var choices "Options of Choice"
lab def choices 1 "Outside" 2 "S1" 3 "S2"
lab val choices choices
nlogitgen type=choices(Outside:1, Other: 2 3)
nlogittree choices type
/*** If you have explanatory variables, say educ and sex (as binaries)
then you can hold the "Outside" option as the baseline**/
for var educ sex: for Y in new S1: gen XY=X*(choices==2)
for var educ sex: for Y in new S2: gen XY=X*(choices==3)
/*** Here you need something to hold the content of the constant, try **/
gen consC=(type==2)
xi:nlogit chosen (choices = educS1 sexS1 educS2 sexS2) (type = consC),
group(newid)
I hope you find this helpful. Perhaps you can also check the VALUABLE
instructions posted by Weihua Guan ([email protected]) at
http://www.stata.com/statalist/archive/2002-10/msg00187.html
Amani
-----Original Message-----
From: Wei Tan [mailto:[email protected]]
Sent: Tuesday, 12 August 2003 17:49
To: [email protected]
Subject: st: nested logit model
Hi,
I need to estimate a nested logit model including outside alternatives.
In my model, I have four choices, j=2,...5 and an outside alternatives j=1.
I group the four choices to two group S1={3,2} and S2={5,4}
at the upper layer of nest, I have choice 1, S1 and S2.
I used the following command
nlogit chosen (choice=price) /*
*/ (type2= x), group(newid) ivc(choicezero=1)
the nest structure shows
type2 choice
choicezero 1
S1 2
3
S2 4
5
the program shows an error message
choicezero not found
r(198)
I guess that my problem is that I did not specify the model correctly. I
wonder if someone could help me how to specify the correct model.
wei
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