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From |
"Jun Xu" <mystata@hotmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: RE: st: Constraining alpha and theta in slogit |

Date |
Tue, 15 Nov 2005 15:40:05 -0600 |

If I am right, it's titled "Adding Covariates to Loglinear Models for the Study of Social Mobility" in American Sociological Review, 55(5):757-773 and relevant discussion appears on the right column of p.761, I believe.

Jun Xu

Ph.D. Candidate

Department of Sociology

Indiana University at Bloomington

From: rgates@stata.com (Richard Gates)_________________________________________________________________

Reply-To: statalist@hsphsun2.harvard.edu

To: statalist@hsphsun2.harvard.edu

Subject: Re: RE: st: Constraining alpha and theta in slogit

Date: Tue, 15 Nov 2005 08:43:01 -0600

Jun Xu <mystata@hotmail.com> responded to Michael Hout's

<mikehout@berkeley.edu> inquiry about setting constraints in -slogit-. He

suggested constraining the sum of the phi's to zero.

> For setting the first constraint, it's like

>

> constrain def 1

> [phi1_1]_cons+[phi1_2]_cons+[phi1_3]_cons+...+[phi1_j]_cons=0

>

> and it should work well, but I do find problems with your magnitude

> constraints. I only have limited working knowledge with slogit, so others or

> Stata staff might have some suggestions. But I guess one possibility why

> this does not work is probably slogit in Stata has used the first strategy

> (impose the first phi to be 1 and last to be zero) that DiPrete's paper

> mentioned just above the discussion on Goodman's strategy (P.761), and that

> might cause Goodman's strategy hard to implement?

>

The phi associated with the base category is always zero. For a dependent

variable that is an ordered factor we set the last cateogory to be the base and

constrain phi1_1 associated with the first category to be one. If the

categories are truly ordered then the phi's will be monotonically decreasing

from 1 to zero. Here I am assuming that the model is of dimension 1.

Constraining the phi's to sum to zero is an interesting approach, if you would

be kind enough to give me details of the Goodman and DiPrete references I would

like to read them. Meanwhile, we still can constrain the sum of the phi's to zero

(excluding the one associated with the base category). We have to turn off the

corner constraints constraining the phi1_1 to 1 and use initialize(random) or

initialize(svd) Below is a demonstation using the auto2yr data.

. constraint 1 [phi1_1]_cons+[phi1_2]_cons+[phi1_3]_cons+[phi1_4]_cons = 0

. slogit repair foreign mpg price gratio, constraint(1) nocorner init(random)

Iteration 0: log likelihood = -199.21095 (not concave)

Iteration 1: log likelihood = -190.87692 (not concave)

Iteration 2: log likelihood = -185.76278 (not concave)

Iteration 3: log likelihood = -181.58171 (not concave)

Iteration 4: log likelihood = -180.35418 (not concave)

Iteration 5: log likelihood = -179.47387 (not concave)

Iteration 6: log likelihood = -179.04793 (not concave)

Iteration 7: log likelihood = -178.81528

Iteration 8: log likelihood = -178.54224 (not concave)

Iteration 9: log likelihood = -178.42258 (not concave)

Iteration 10: log likelihood = -178.41219

Iteration 11: log likelihood = -178.40734

Iteration 12: log likelihood = -178.40732

Iteration 13: log likelihood = -178.40732 (not concave)

Iteration 14: log likelihood = -178.40732

Stereotype logistic regression Number of obs = 135

Wald chi2(4) = 0.00

Log likelihood = -178.40732 Prob > chi2 = 1.0000

( 1) [phi1_1]_cons + [phi1_2]_cons + [phi1_3]_cons + [phi1_4]_cons = 0

------------------------------------------------------------------------------

repair | Coef. Std. Err. z P>|z| [95% Conf. Interval]

-------------+----------------------------------------------------------------

foreign | -3.919207 2346.913 -0.00 0.999 -4603.784 4595.946

mpg | -.0670937 40.1774 -0.00 0.999 -78.81336 78.67917

price | .000244 .1460856 0.00 0.999 -.2860786 .2865665

gratio | 2.752465 1648.241 0.00 0.999 -3227.74 3233.245

-------------+----------------------------------------------------------------

/phi1_1 | .668205 400.1371 0.00 0.999 -783.586 784.9224

/phi1_2 | -.2599337 155.6544 -0.00 0.999 -305.337 304.8172

/phi1_3 | -.4009208 240.0809 -0.00 0.999 -470.9508 470.149

/phi1_4 | -.0073505 4.407548 -0.00 0.999 -8.645986 8.631285

/phi1_5 | 0 (base outcome)

-------------+----------------------------------------------------------------

/theta1 | 2.96203 5.387697 0.55 0.582 -7.597662 13.52172

/theta2 | -1.658354 1.559043 -1.06 0.287 -4.714022 1.397314

/theta3 | -1.59848 3.312416 -0.48 0.629 -8.090697 4.893737

/theta4 | .8148797 1.604376 0.51 0.612 -2.32964 3.959399

/theta5 | 0 (base outcome)

------------------------------------------------------------------------------

(repair=Excellent is the base outcome)

It does not seem to fit the data very well. Note that the default, initialize(const),

does not work here since the phi's wind up constrained to zero. (I need to chew my

cud on that.)

If there is a need for other constraint options we would certainly consider

adding the functionality to -slogit-.

--Rich

rgates@stata.com

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**References**:**Re: RE: st: Constraining alpha and theta in slogit***From:*rgates@stata.com (Richard Gates)

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