Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: AW: AW: conditional logit problem


From   Isabelle.Roux@ehess.fr
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: AW: conditional logit problem
Date   Fri, 27 Mar 2009 11:28:49 +0100 (CET)

Thank you very much Martin, for your very useful help.

-First of all I just had a look at "va" and you were right: there is a pb
with it because sometimes I have different va for a same firm. So I have
to check how I obtained it and to improve that.

-Secondly I sought in the STATA8 manual, which explains that individual
variables (like va, or sex if the observations were human), have to be
multiplied by dummy variables for the choices:

it is the beginning of the example's dataset in the manual:
id     car        choice     dealer      sex     income
1      American     0           18       male     46
1      Japan        0            8       male     46
1      Europe       1           5        male      46

2      American     0           17       male     26
2      Japan        1           6        male     26
2      Europe       0           2        male      26

"car": nationality of the car's manufacturer
"dealer": number of dealerships of each nationality in the consumer's city

***
gen japan=(car==2)
gen europe=(car==3)
gen sexeur=sex*japan
gen sexjap=sex*jap
gen incjap=income*japan
gen inceur=income*europe
***

and to run :

***
clogit choice japan europe sexjap sexeur incjap inceur delaer, grou(id)
***


But I am a bit afraid of doing that, because in all I have 66 countries,
and  7 firm's variables, so, even if I keep only 2 or 3 firm's variables, 
there will be a lot of dummies in my results.




>
> <>
>
> 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: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Martin Weiss
> Gesendet: Freitag, 27. März 2009 10:10
> An: statalist@hsphsun2.harvard.edu
> 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: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von
> Isabelle.Roux@ehess.fr
> Gesendet: Freitag, 27. März 2009 09:42
> An: statalist@hsphsun2.harvard.edu
> 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
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index