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st: Conditional Logit
I'm using the Stata clogit command and have read
http://www.stata.com/support/faqs/stat/clogit.html and the manual at
http://www.stata-press.com/manuals/stata8/clogit.pdf. I am confused by one
As I understand it, the conditional logit model is used for mutually
exclusive choices. You can only have one Yes answer within each group. The
canonical model is McFadden's (1974) transport choice model (which is
mentioned in the manual) where you can choose either bus or train or car.
This is consistent with the fact that the likelihood function is p(i) =
exp(beta*Xi)/Sum(exp(beta*Xi): with more than one Yes answer, the
probabilities won't sum to 1.
However, Stata does allow you to have multiple positive observations within
a group, as in the first example in the manual. How can this be, since the
probabilities should be summing to 1? My initial reading is that what the
Stata manual example is doing isn't the McFadden multiple choice model, but
a fixed effects logit model, and perhaps the clogit command accommodates
both models. However, the Stata manual also says both models are
computationally equivalent, which I am confused by since the McFadden model
doesn't allow for multiple positive observations.
Any advice appreciated.
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