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Re: st: Nlogit Choice Model in STATA 10


From   Isaak Bergmann <Isaak_Bergmann@web.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Nlogit Choice Model in STATA 10
Date   Fri, 17 Aug 2007 08:43:55 +0200

Dear Arne (and other readers),
thanks for your help! I understand that you confirmed the structure of my model, i.e., the code reflects the model outlined verbally :-) 
 
As suggested, I read through the respective parts of the manual regarding IV constraints in degenerate branches. 
However, something is still wrong and I fail to understand what Stata is trying to tell me.

constraint 1=[yes_tau]_cons=1
nlogit choice gender age || nodoc: inc educ|| alt:, noconstant case(id)  constraint(1)

returns
all constraints are invalid
r(459);

Any help and advice is highly appreciated, thank you again!

Isaak



> -----Ursprüngliche Nachricht-----
> Von: statalist@hsphsun2.harvard.edu
> Gesendet: 16.08.07 20:44:49
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: Nlogit Choice Model in STATA 10


> 
> Hi Isaak,
> 
> In the RUM-consistent nested logit model which is the default in Stata
> 10 the dissimilarity/IV parameter is not identified when the nest is
> degenerate, i.e. has only one alternative. Since this is the case in
> the 'yes' nest in your model, Stata constrains the IV parameter for
> this nest to 1. This is explained in the help file (Remark on
> degenerate branches) where its suggested that you use the
> -constraints()- option to set unidentified IV parameters to 1.
> 
> Hope this helps.
> 
> Arne
> 
> On 16/08/07, Isaak Bergmann <Isaak_Bergmann@web.de> wrote:
> > Dear all,
> > I'm using STATA10 and have problems with the nlogit command. I kindly ask for your help:
> > My data comes from a choice experiment, in which subjects were asked to choose between two doctors (described in terms of gender and age) or to "opt-out", that is, chose neither of the two. I want to model this data as a nested logit model in which the choice among alternative doctors is nested within the choice to see a doctor at all.
> >
> > I created an dummy variable "nodoc" that indicates whether subjects choose a doctor or not (the nest). The data is organized as follows:
> >
> > Id      Alt  Gender     Age     Choice inc     educ    nodoc
> > 1       1       -1      25      0       1       5       0
> > 1       2       1       45    0       1       5       0
> > 1       3       0       0     1       1       5       1
> > 2       1       -1      60    1       4       1       0
> > 2       2       -1      45    0       4       1       0
> > 2       3       0       0     0       4       1       1
> > 3       1       1       45    0       2       3       0
> > 3       2       -1      25    1       2       3       0
> > 3       3       0       0     0       2       3       1
> >
> > My command in STATA10 is:
> > . nlogitgen nodoc = alt(no:1 | 2, yes: 3)
> > . nlogit Choice Gender Age || nodoc: inc educ || alt:, noconstant case(id)
> >
> > STATA returns
> > note: branch 2 of level 1 is degenerate and the associated dissimilarity parameter ([yes_tau]_cons) is not defined;
> >
> > Can someone please help me to understand:
> > - I really wonder whether I specified the code correctly to represent my model?
> > - How to interpret the above return message?
> > - And does that explain why there are only dots in the SE of the IV value?
> >
> > I tried to figure it out, but all examples in the manuals etc. are structurally different (the nest is no opt-out as in my model).
> >
> > Thank you very much in advance for your help!
> > Isaak
> >
> > RUM-consistent nested logit regression         Number of obs      =        774
> > Case variable: id                              Number of cases    =        258
> >
> > Alternative variable: alt                      Alts per case: min =          3
> >                                                              avg =        3.0
> >                                                              max =          3
> >
> >                                                  Wald chi2(5)    =      77.80
> > Log likelihood = -210.15028                       Prob > chi2     =     0.0000
> >
> > ------------------------------------------------------------------------------
> >      choice |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> > -------------+----------------------------------------------------------------
> > alt          |
> >      gender |   .6883889   .2263547     3.04   0.002     .2447419    1.132036
> >         age |   .1485912   .1587822     0.94   0.349    -.1626163    .4597986
> > ------------------------------------------------------------------------------
> > nodoc equations
> > ------------------------------------------------------------------------------
> > no           |
> >        inc  |     (base)
> >        edu  |     (base)
> > -------- ----+----------------------------------------------------------------
> > yes          |
> >        inc  |   .0323411   .1466224     0.22   0.825    -.2550336    .3197158
> >        edu  |  -.1373286    .169304    -0.81   0.417    -.4691584    .1945011
> > ------------------------------------------------------------------------------
> > dissimilarity parameters
> > ------------------------------------------------------------------------------
> > nodoc     |
> >   /no_tau   |   1.089185   .3503095                      .4025913    1.775779
> >     /yes_tau|          1          .                             .          .
> > ------------------------------------------------------------------------------
> > LR test for IIA (tau = 1):           chi2(1) =     0.07   Prob > chi2 = 0.7970
> > ------------------------------------------------------------------------------
> >
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