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st: RE: Conditional Logit Coefficients


From   "Maarten Buis" <[email protected]>
To   <[email protected]>
Subject   st: RE: Conditional Logit Coefficients
Date   Wed, 14 Feb 2007 16:48:05 +0100

--- Guido Tiemann wrote:
> My problem concerns the estimation of a conditional logit model. I do have
> a choice variable and two independent variables which contain the
> utilities of the various alternatives. Formally, I have
>
> Pi(choice_i = j) = beta1*ut1 + beta2*ut2,
>
> in Stata, I used
>
> clogit choice ut1 ut2, group(id)
>
> and everything turned out fine. However, I am not that interested in the
> unrestricted coefficients, but I do want to compare and evaluate the
> impact of both utility variables. In order to obtain a somewhat
> standardized coefficient, both utilities should sum up to one
> (beta1+beta2=1).

You are proposing a linear constraint, and that is possible for -clogit-, 
see: -help constraint-.

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------



 

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