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Re: st: constrained estimation with fmlogit


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: constrained estimation with fmlogit
Date   Thu, 15 Jan 2009 09:38:10 +0000 (GMT)

--- Linna <[email protected]> wrote:
> I am using -fmlogit- to fit a fractional multinomial logit model for
> panel data. 

-fmlogit- is not designed to take the panel structure of you data into
account.

> It works great if not considering the "case-specific" independent
> variable "Price1-3". Now I want to add "Price" to the model. -mlogit-
> can fit constrained models (with subsets of coefficients constrained
> to be zero) by specifying the constraint() option. But it seems 
> -fmlogit- does not support the constraint() option.

-fmlogit- does allow the -constraint()- option, see the example below:

*----------------------- begin example --------------------------
use http://fmwww.bc.edu/repec/bocode/c/citybudget.dta, clear
constraint 1 [eta_education]minorityleft=0
fmlogit gov safety education recreation social urbanplanning, ///
    eta(minorityleft noleft) constraint(1)
*------------------------ end example ---------------------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )

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 N515

+31 20 5986715

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


      
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