Hi,
Also, I could not add constraint to -mlogit-. The following
is the result using auto dataset:
sysuse auto
(1978 Automobile Data)
constraint define 1 _cons = 0
mlogit foreign mpg weight, const(1)
invalid syntax
r(198);
I wrote a easy program to replicate logit... and you
can add constraint. If you want to use [if] and [in]
statement you have to improve the base-program.
program mylogit
1. version 8
2. args lnf theta
3. tempvar cdf
4. quietly gen double `cdf' = exp(`theta')/(1+exp(`theta'))
5. quietly replace `lnf'=ln(`cdf') if $ML_y1!=0
6. quietly replace `lnf'=ln(1-`cdf') if $ML_y1==0
7. end
************** Example **********************
/// Comparing with logit and mlogit
ml model lf mylogit (foreign =mpg weight)
ml maximize, nolog
Number of obs =
74
Wald chi2(2) =
17.78
Log likelihood = -27.175156 Prob > chi2 =
0.0001
------------------------------------------------------------------------------
foreign | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
mpg | -.1685869 .0919175 -1.83 0.067 -.3487418
011568
weight | -.0039067 .0010116 -3.86
000 -.0058894 -.001924
_cons | 13.70837 4.518709 3.03 0.002 4.851859
22.56488
------------------------------------------------------------------------------
logit foreign mpg weight, nolog
Logit estimates Number of obs =
74
LR chi2(2) =
35.72
Prob > chi2 =
0.0000
Log likelihood = -27.175156 Pseudo R2 =
0.3966
------------------------------------------------------------------------------
foreign | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
mpg | -.1685869 .0919174 -1.83 0.067 -.3487418
011568
weight | -.0039067 .0010116 -3.86
000 -.0058894 -.001924
_cons | 13.70837 4.518707 3.03 0.002 4.851864
22.56487
------------------------------------------------------------------------------
mlogit foreign mpg weight, nolog
Multinomial logistic regression Number of obs =
74
LR chi2(2) =
35.72
Prob > chi2 =
0.0000
Log likelihood = -27.175156 Pseudo R2 =
0.3966
------------------------------------------------------------------------------
foreign | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
Foreign |
mpg | -.1685869 .0919174 -1.83 0.067 -.3487418
011568
weight | -.0039067 .0010116 -3.86
000 -.0058894 -.001924
_cons | 13.70837 4.518707 3.03 0.002 4.851864
22.56487
------------------------------------------------------------------------------
(Outcome foreign==Domestic is the comparison group)
/// Comparing with mlogit under noconstant option
ml model lf mylogit (foreign = mpg weight, nocons)
ml maximize, nolog
Number of obs =
74
Wald chi2(2) =
19.84
Log likelihood = -33.080146 Prob > chi2 =
0.0000
------------------------------------------------------------------------------
foreign | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
mpg | .1077839 .0321631 3.35 0.001 .0447455
1708224
weight | -.0011884 .00028 -4.24
0.000 -.0017371 -.0006397
------------------------------------------------------------------------------
mlogit foreign mpg weight, nocons nolog
Multinomial logistic regression Number of obs =
74
LR chi2(2) =
36.43
Prob > chi2 =
0.0000
Log likelihood = -33.080146 Pseudo R2 =
0.3551
------------------------------------------------------------------------------
foreign | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
Foreign |
mpg | .1077839 .0321613 3.35 0.001 .0447489
170819
weight | -.0011884 .0002799 -4.24
0.000 -.001737 -.0006397
------------------------------------------------------------------------------
(Outcome foreign==Domestic is the comparison group)
/// Alternative you can use the constraint of nonconstant
ml model lf mylogit (foreign =mpg weight), const(1)
ml maximize, nolog
Number of obs =
74
Wald chi2(2) =
19.84
Log likelihood = -33.080146 Prob > chi2 =
0.0000
( 1) [eq1]_cons = 0
------------------------------------------------------------------------------
foreign | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
mpg | .1077839 .0321614 3.35 0.001 .0447488
1708191
weight | -.0011884 .0002799 -4.24
0.000 -.0017371 -.0006397
_cons | (dropped)
------------------------------------------------------------------------------
***************** End example *******************************
----- Original Message -----
From: <[email protected]>
To: <[email protected]>
Sent: Tuesday, September 26, 2006 7:31 AM
Subject: st: Logit with constraints and no constant
I want to estimate a logit with constraints and no constant, does anybody
know if this is possible.
Logit does not seem to allow constraints, so I have used mlogit, but when I
include constraints and nocon I get the error : "redundant or inconsistent
constraints".
Is there any practical reason for this?
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
