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Re: st: mlogit with alternative specific variables
I think what you should try to do is to respecify your -clogit- model
as an -stcox- model. The Cox proportional hazards event history model
is strongly related to the conditional logit model. If there are no
time varying covariates, choice of an alternative is indicated by a
time duration of 1, and non-choice is indicated as censured, the
pseudo-loglikelihood of the Cox model simplifies to the likelihood
function of the conditional logit model. Data structure is the same,
estimates and standard errors ditto. Once you've specified the
-clogit- model as -stcox-, the step to an event history model should
Examples using SPSS and SAS can be found at
More information can be found in:
Allison, Paul D. and Nicholas Christakis
1994 “Logit models for sets of ranked items.” Pp. 199-228 in Peter V.
Marsden (ed.), Sociological Methodology
1994. Oxford: Basil Blackwell.
Hope this helps,
--- Peter Haan <firstname.lastname@example.org> wrote:
> Dear Statalist,
> my question is about the multinomial logit model.
> My model includes both, individual and alternative specific
> So far I have estimated my model with clogit, which works fine.
> Now I want to translate the clogit model into a mlogit including
> alternative specific variables. The reason for the model chnage is
> eventually I want to estimate a discrete time hazard model, which
> can be
> written as a mlogit.
> As far as I understand Maddala (1983) mlgoit and clogit should be
> equivalent with both individual and alternative specific variabels.
> However, so far I did not get the equivalent probabilities when I
> using mlogit, the problem I suppose is the wrong data structure.
> My structure: persnr outcomevariable (1 or2 or3) indspecific
> X(kat1) X(kat2) X(kat3)
> Hence, each ind has one row
> Do you have an idea in which form I need to construct my data?
> thank you very much for you help
> Peter Haan
> Wissenschaftlicher Mitarbeiter
> Deutsches Institut für Wirtschaftsforschung (DIW Berlin)
> German Institute for Economic Research
> Abt. Staat / Dept. Public Economics
> Königin-Luise-Straße 5, 14195 Berlin
> Tel. +49/30/89789-165, Fax. +49/30/89789-114
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> * http://www.ats.ucla.edu/stat/stata/
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