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st: constraints for intercepts in mlogit


From   Alexis Elbaz <elbaz@chups.jussieu.fr>
To   statalist@hsphsun2.harvard.edu
Subject   st: constraints for intercepts in mlogit
Date   Tue, 10 Feb 2004 12:44:57 +0100

Hello,
I am trying to use mlogit to perform multinomial logistic regression .
The dependent variable has 6 classes (1 to 6) and the sixth is the base
category. The independent variable is X.
I need to define constraints for the intercepts of the 5 equations (for
categories 1-5), and I therefore use the constraint command.

Here are the constraints that I define :
constraint define 1  [3]_cons =  0.69314718 +  0.5*[1]_cons
constraint define 2  [4]_cons =  0.69314718 +  0.5*[2]_cons
constraint define 3  [5]_cons =  0.69314718 +  0.5*[1]_cons +
0.5*[2]_cons

And below is what STATA returns (I only show the _cons parameters since
they are the ones causing trouble, i.e. the regression parameters for X
are not shown).
Log likelihood = -6290.9233                       Pseudo R2       =
0.6955

 ( 1) - .5 [1]_cons + [3]_cons = .6931472
 ( 2) - .5 [2]_cons + [4]_cons = .6931472
 ( 3) - .5 [1]_cons - .5 [2]_cons + [5]_cons = .6931472

1    _cons   -2.813621
2    _cons    1.427327
3    _cons   -.7136634
4    _cons    1.406811
5    _cons  -2.513441

Apparently STATA understands the constraint commands ; however, while
the _cons parameters verify the constraint for the lines 3 and 4 (i.e.,
constraints 1 and 2), the _cons parameter is very different from the one
that should be obtained for the 5th category (given constraint 3, it
should be something like 0.69314718 + 0.5*-2.813621 + 0.5*1.427327 =
.00000018 ).
Does anyone know why the third constraint is not taken into account by
the program ? How can I fix this problem ?
Thank you.
Alexis



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