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Re: st: A logit approach that allows alternative specific variables


From   "Arne Risa Hole" <arnehole@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: A logit approach that allows alternative specific variables
Date   Wed, 3 Dec 2008 11:27:10 +0000

Hi Peer

Try this:

asclogit choice life_earnings sigp sige, case(id) alternatives(edu) noconst

which should give you the same result as:

clogit choice life_earnings sigp sige, group(id)

Note that -clogit- can be used both to estimate the McFadden model
*and* the fixed effects logit (i.e. a binary logit for panel data with
the fixed effects conditioned out of the log-likelihood) which is a
source of some confusion.

Hope this helps.

Arne

On 03/12/2008, Peer Skov <peer_skov@hotmail.com> wrote:
> Dear statlisters,
>
> I am confused; which logit command is right for the job. I have a choice situation where each individual has the possibility to choose among four alternatives. I have calculated individual specific expected income for each of these four choices. Furthermore I have also calculated two types of income risk however these two measures are alternative specific. Hence the income risk concerned with choice 1 is the same for all individuals. My initial idea was to use asclogit along the lines
>
> asclogit choice life_earnings sigp sige, case(id) alternatives(edu)
>
> But the parameters to sigp and sige can not be identified since the model estimates alternative specific constants.
> My second approach was to use the clogit command however I'm uncertain if this specification is appropriate. As I understand the clogit or fixed effect logit deals with individual changes over time and this is not the case for my data.
>
> clogit choice life_earnings sigp sige, group(id)
>
> Do any of you have suggestion on logit specification that is appropriate when I also want to include alternative specific(case constant)  measures?
> Best,
> Peer
>
>
>
>
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