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Re: st: Nlogit Choice Model in STATA 10


From   "Arne Risa Hole" <arnehole@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Nlogit Choice Model in STATA 10
Date   Fri, 17 Aug 2007 09:37:36 +0100

Sorry, the code should be:

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

Arne

On 17/08/07, Arne Risa Hole <arnehole@gmail.com> wrote:
> There seems to be a typo in the line issuing the -constraint- command. Try:
>
> constraint 1 [yes_tau]_cons=1
> nlogit choice gender age || nodoc: inc educ|| alt:, noconstant
> case(id)  constraint(1)
>
> Arne
>
> On 17/08/07, Isaak Bergmann <Isaak_Bergmann@web.de> wrote:
> > 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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