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Re: st: conditional and mixed logit


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: conditional and mixed logit
Date   Mon, 19 Jan 2009 12:51:37 +0000 (GMT)

--- Shehzad Ali <[email protected]> wrote:
> I am using conditional and mixed logit models for discrete choice
> data (-clogit- and -mixlogit-). The demographic characteristics like
> age, sex, education etc obviously do not vary for the same
> respondent. When I use them the following model, Stata drops the
> demographic variables from the model.
> 
> clogit choice length frequency benefit age sex education, group(n)
> 
> Its understandable that since demographic variables do not vary
> within each a choice set (n) the demographic variables will not be
> allowed. But these variables do vary between individuals and I want
> to account for that. Can I use mixed logit model for this purpose?

If you just want to control for these demographics than you can just
use -clogit- without the demographic variables, as information that
remains constant within individuals is already absorbed in the fixed
effects. Conceptually you can think of it as adding dummies for
individuals. If you do that than you can't add a dummy for sex, as all
the information in the sex dummy is already present in the person
dummy.
 
> When I use the following -mixlogit- command, I get "comformability
> error". Can anyone please suggest why and whats the best way to
> accommodate demographic variables in the model?
> 
> mixlogit choice, group(n) id(id) rand(length frequency benefit age
> sex education)

It is usually a good idea to simplify the model by making less
coefficients random. Mean centering the variables usually also helps. I
am actually not sure whether it makes sense to make time constant
variables random. I am willing to be confinced either way, but it looks
odd to me. 

-- 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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