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Re: st: RE: re: nlogitrum


From   "R.E. De Hoyos" <redeho@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: re: nlogitrum
Date   Thu, 5 May 2005 17:02:36 +0100

Flora,

When -nlogit- fails to be consistent with the IIA is because the categories within each branch have a parameter that is not stable to additions (or eliminations) of one of the choices. Within a utility maximizing framework, one can say that the degree of substitution (or analogously, complementarity) between any two choices is the same (this is the same for -clogit- or -mlogit-).

What -clogit- is doing is imposing the IIA restriction only for choices within each branch. You can try a different partition of your branches to see if you can get around the IIA.

Hope this helps,

Rafa
________________________
R.E. De Hoyos
Faculty of Economics
University of Cambridge
CB3 9DE, UK
www.econ.cam.ac.uk/phd/red29/

----- Original Message ----- From: "Flora Au" <fau@ucalgary.ca>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, May 05, 2005 4:33 PM
Subject: Re: st: RE: re: nlogitrum



Thank you Nick. To make the issue that I am facing a bit more clear, I
first started with a conditional logit model and tested for IIA (which I
also used the old fashion hausman command to double check). As a result,
my model failed the IIA, then I test my model with a nested logistic model
'nlogit'. However, I got the same result as my 'clogit' model, so my
colleague suggested to used the 'nlogitrum' instead. By what I describe
above, could anyone tell me why I have the same results using -clogit- and
-nlogit- ?

Thank you again,
Flora

Nick Cox said:
This was previously posted on 28 April
and got no replies.

Why not? I guess because only a few
kinds of rather basic comment seem possible.

First, it is possible that your data
are not suitable for this model.
You need to think about that.

Second, -nlogitrum- offers handles for
varying the maximization process in using
-ml- to fit the model, particularly important
when defaults run into problems. Those are documented
and explained in various standard places, e.g.
documentation on -ml- and the Gould and
friends book on the same area of Stata.

Nick
n.j.cox@durham.ac.uk

Flora Au

I am having problem with NLOGITRUM.

This the the command I am using to run the model:

nlogitgen branch = alt(package:1|2, nopack:3)
nlogittree alt branch
nlogitrum pref nurse nsq na2 na3 n_nt1st n_highedu homevis
visitsq va2 va3
 hv_nt1st hv_highedu nhv homehelp helpsq cost c_highinc, group(indid)
 nests(alt branch)

The first two command ran fine, however the last command result in an
 error message which is written as follow:

could not calculate numerical derivatives
flat or discontinuous region encountered

Can you assist me as to how to fix this model?
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