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Re: AW: st: AW: AW: conditional logit problem
Dear Martin,
my problem is that I should estimate a nested (mixed) multinomial logit
model. It seems the xtmelogit command does not allow to run multinomial
logit models.
I am estimating a RUM so stata 10 seems more appropriate to my model than
stata 8, but I cannot sort out the problem and I also received messages
like the one's Isabelle received. I also tried to interact the variables
like Isabelle is suggesting, but it didn't work.
Maybe Isabelle's problem is different from mine.
I have been spending several time on the commands, but I didn't find a
solution to get a correct estimate, maybe because I am new to the nested
logit.
I checked on the Stata manual, Stata help the Cameron and Trivedi's book
"Microecnometrics using stata", their website and several other documents,
but I could not find a command.
Maybe this is just a problem linked to a nested logit. That's why I am
planning to estimate it by programming myself the ML.
I replied to Isabelle's message because it seems that the problems are
strictly correlated, but I talked on the base of my experience.
If you have any suggestions are more than welcome!
Best,
Annalisa
--On 27 March 2009 11:39 +0100 Martin Weiss <[email protected]> wrote:
<>
Annalisa,
what is the difference between your proposal and -xtmelogit-? One
difference for Isabelle obviously would be that Stata 8 does not provide
her with this commmand, as it was, AFAIK, introduced in Stata 10. But she
might have access to a more recent Stata version...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Annalisa
Marini Gesendet: Freitag, 27. März 2009 11:35
An: [email protected]
Betreff: Re: st: AW: AW: conditional logit problem
Dear Isabelle,
If I am not wrong you have a mixed logit. I am also working on a mixed
logit by using stata and I think one solution (I am also starting to use)
is that of programming yourself the ML rather than using stata commands.
If anyone has other (better and wuicker) suggestions are more than
welcome since I have been spending a lot of time on these nested logit
commands!
Many thanks.
Annalisa
--On 27 March 2009 11:28 +0100 [email protected] wrote:
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: [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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----------------------
Annalisa Marini
Department of Economics
University of Bristol
8 Woodland Road
Bristol BS8 1TN
United Kingdom
e-mail: [email protected]
*
* 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/
*
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* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
----------------------
Annalisa Marini
Department of Economics
University of Bristol
8 Woodland Road
Bristol BS8 1TN
United Kingdom
e-mail: [email protected]
*
* 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/