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AW: st: maximum number of outcomes in mlogit


From   "Tiemann, Michael" <[email protected]>
To   <[email protected]>
Subject   AW: st: maximum number of outcomes in mlogit
Date   Wed, 21 May 2008 10:08:01 +0200

Hello again,

you are all too right, this is a lot of alternatives. Maybe I can clarify why this is so.  
The alternatives are a set of groups of occupations, which are coded according to a german classification of occupations. So I definitely do not have a factorial structure. The information on the occupations has been aggregated from individual data (a microcensus file with more than 200.000 cases). What I now have is a matrix with information on independent variables (as means over those respondents included in each occupation) and the occupations themselves, which amount to around 360. Technically, there are now 360 cases (occupations) and 80 independent variables. 
With these data the abovementioned groups of occupations were formed, though "by hand", following the idea that the independent variables can be used to correctly classify the occupations. What I want to do now is to find out whether this assumption really holds. I have already done a discriminant analyses, but that mainly tells me how well we have applied our theoretically derived aggregational rules. Of course, it also tells me that the independent variables can be used to discriminate the occupations in the way we did. But this must be the case -- it is somewhat tautologic. 
With the mnlm I want to do two things: 1) find out whether the independent variables can be used to discriminate the occupations and 2) find out (which the -mlogtest, combine- would do nicely) whether there are gruops that might have been combined. Does this make anything clearer?

Meanwhile, I will have a look at -glm-, -ipf- and -mprobit-.

Thanks for your answers so far,

Michael.

_______________________________________
Michael Tiemann

Bundesinstitut f�r Berufsbildung (BIBB)
Arbeitsbereich 2.2 "Qualifikation, berufliche Integration und Erwerbst�tigkeit"
Robert-Schuman-Platz 3
53175 Bonn

Telefon: 0228 / 107-1235
E-Mail: [email protected]
-----Urspr�ngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von Richard Williams
Gesendet: Mittwoch, 21. Mai 2008 06:08
An: [email protected]; [email protected]
Betreff: RE: st: maximum number of outcomes in mlogit

At 08:15 PM 5/20/2008, jverkuilen wrote:
> >I want to estimate a multinomial logistic model with mlogit. But
> my dependent variable holds 54 categories. Now, when I try to run 
> mlogit I am informed there are too many categories.>
>
>Holy cow, that's a lot of alternatives. I am with Maarten on this, 
>unless you have a truly huge (and amazingly well-conditioned) dataset 
>you are going to be getting a lot of perfect prediction.
>
>JV

I agree.  Having said that, I wonder if mprobit would work?  I don't see a documented limit on the # of categories.  Of course, you might have to wait a few months for it to finish running.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  [email protected]
WWW:    http://www.nd.edu/~rwilliam

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