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Re: st: Mlogit with constraints


From   Edlira Narazani <narazani@econ.unito.it>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Mlogit with constraints
Date   Mon, 12 Dec 2005 10:19:23 +0100

Richard, I am simply constraining the coefficients to be the same across
equations as I prefer to have only one set of coefficients for each
alternative. Actually they are the same but the constants drop out.

I'm not testing whether categories can be combined. I just need a set ONLY one
set of coefficients and the probabilities for each alternative.

Best

Scrive Richard Williams <Richard.A.Williams.5@ND.edu>:

> At 01:34 PM 12/11/2005, narazani wrote:
> >Thank you Richard. Here you have all constraints. There are 5
> >alternatives and 2
> >independent variables.
> >
> >Looking forward to hearing to you
> >Best, edlira
> >
> >. cons 1 [2=3]: time cost1  _cons
> >
> >. cons 2 [3=4]: time cost1   _cons
> >
> >. cons 3 [4=5]: time cost1   _cons
> >
> >. mlogit av20 time cost1  if (location>1|location<6|location>6)&purpose==1,
> >cons(1-3) basecat(1)
>
> What exactly are you trying to accomplish?  Are you trying to see if
> categories 2, 3, 4, & 5 can all be combined or something?  I am not
> quite sure why the constants come out the way they do, but other than
> that the results seem consistent with your constraints.  You are
> constraining the coefficients to be the same across equations, and
> indeed they are. If that isn't what you want, you need to re-think
> the constraints.
>
> If you are trying to test whether categories can be combined, Long &
> Freese discuss this starting on p.203 of "Regression Models for
> categorical dependent variables using Stata, Revised edition."  Their
> tests do not involve constraints on the intercepts.  Do -findit
> spostado-, install the version that is appropriate for your version
> of Stata, and use the -mlogtest, combine- command.
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> FAX:    (574)288-4373
> HOME:   (574)289-5227
> EMAIL:  Richard.A.Williams.5@ND.Edu
> WWW (personal):    http://www.nd.edu/~rwilliam
> WWW (department):    http://www.nd.edu/~soc
>
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>




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