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st: AW: AW: conditional logit problem


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: AW: AW: conditional logit problem
Date   Fri, 27 Mar 2009 10:41:17 +0100

<> 

One thing for Isabelle to consider: When I replace just one value of va with
"0" during the -input-, the message does not appear for "va", but for
"ln(va)". So Isabelle might want to check her data set and maybe report
-inspect va- to the list...



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Martin Weiss
Gesendet: Freitag, 27. März 2009 10:10
An: [email protected]
Betreff: st: AW: conditional logit problem


<> 

Actually, Stata complains whether you enter "va" or its log into -clogit-: "
note: ... omitted because of no within-group variance." It would be weird
for the log transform to change the effect of va as the transform itself
cannot generate any variance within the groups.

The problem is mentioned in [R]clogit, p. 284. 

*************
clear*
inp double siren   va  str10 country   tax    double  GDP   choice
17251067     94997     Spain        .35     777000000000       1
17251067     94997     Brazil       .34     486000000000      0
17251067     94997     Italy        .38    1330000000000     0
17251068   28142     Brazil       .34     486000000000       1
17251068   28142    Spain       .35     777000000000       0
17251068   28142    Italy        .38    133000000000       0
17251069     75758    Italy        .38    13300000000       1
17251069     75758    Spain        .35    777000000000      0
17251069     75758     Brazil        .34    486000000000      0
end
l, noo sepby(va)
g lntax=log(tax)
g lnGDP=log(GDP)
encode country, gen(newcountry)
drop country
rename newcountry country
* w/o va
clogit choice country lntax lnGDP , group(siren) iter(10) nolog
*with va
clogit choice country lntax lnGDP va, group(siren) iter(10) nolog
g lnva=log(va)
*with ln(va)
clogit choice country lntax lnGDP lnva, group(siren) iter(10) nolog
*************

Might -asclogit- be a way out for Isabelle?

HTH
Martin


-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von
[email protected]
Gesendet: Freitag, 27. März 2009 09:42
An: [email protected]
Betreff: st: conditional logit problem

Dear statalisters,

I have  a dataset with firms, to which is attributed a number called
"siren", and characteristics of thses firms (exportations, size, value
added...). I have too the country in which they decide to invest, and
characteristics of this country (GDP, population, tax rate, labor
costs...)

So my database looks like this (it is an example with 3 firms which choose
one unique country):
siren	   va	   country     tax	    GDP          choice
17251067	   94997	   Spain	      .35	    7.77e+11
1
17251067	   94997	   Brazil	      .34	    4.86e+11
0
17251067	   94997	   Italy        .38    1.33e+12      0

3.025e+08   28142	   Brazil	      .34	    4.86e+11       1
3.025e+08   28142    Spain	      .35	    7.77e+11       0
3.025e+08   28142    Italy        .38    1.33e+12       0

3.026e+08	   75758    Italy        .38    1.33e+12       1
3.026e+08	   75758    Spain	       .35    7.77e+11       0
3.026e+08	   75758 	   Brazil	       .34    4.86e+11
0


When I run a conditional logit with only countries'characteristics as
regressors (***clogit choice country lntax lnGDP, group(siren)**, where
lntax and lnGDP are the log of tax and GDP), it is OK.
But what I don't understand is this point:

-When I add value added as a control variable (***clogit choice country
lntax lnGDP va, group(siren)***), it works, even if the coefficient for va
is strange.
-When I add the log of value added as a control variable ((***clogit
choice country lntax lnGDP lnva, group(siren)***), STATA refuses to
provide results and write:"outcome does not varies in any group".

So I wonder why it is ok in a case and not in the other else which is very
similar, and I don't know what kind of logit to run which allows me to mix
the two types of variables.



Thank you very much for help,

Isabelle


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