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From |
Misha Spisok <misha.spisok@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Repeated Cross Sectional Data and Conditional Logit (e.g., -asclogit-) |

Date |
Wed, 14 Oct 2009 17:18:10 -0700 |

Hello, Statalist! In brief, how can I carry out a conditional logit analysis with repeated cross-sectional data? The problems I have identified are, in brief: 1. Non-constant fweights or inability to use -expand- or -expandcl- 2. -asclogit- is not "xt" (hence the "repeated") 3. id_t != it_t+k for all (any) k (hence the "cross-sectional") My data look like the following: State Year Pop Alternative n x1 x2 1 1990 25361609 1 20668 29 27 1 1990 25361609 2 4026 37 11 1 1990 25361609 3 22516 90 68 1 1990 25361609 4 21413 96 58 1 1990 25361609 5 9716 41 87 1 1990 25361609 6 4974 37 68 1 1990 25361609 7 25278296 53 41 … … … … … … … 1 2000 29165850 1 9068 96 67 1 2000 29165850 2 3239 80 92 1 2000 29165850 3 7124 30 83 1 2000 29165850 4 2025 38 41 1 2000 29165850 5 11261 23 22 1 2000 29165850 6 28353 48 93 1 2000 29165850 7 29104780 58 97 … … … … … … … 50 1990 2536160 1 795 38 4 50 1990 2536160 2 1870 82 8 50 1990 2536160 3 1999 55 33 50 1990 2536160 4 335 68 67 50 1990 2536160 5 1964 55 12 50 1990 2536160 6 2426 15 4 50 1990 2536160 7 2526771 96 25 … … … … … … … 50 2000 2916584 1 336 25 39 50 2000 2916584 2 2781 85 40 50 2000 2916584 3 1456 34 8 50 2000 2916584 4 2716 4 73 50 2000 2916584 5 1666 36 31 50 2000 2916584 6 947 51 75 50 2000 2916584 7 2906682 92 16 x1 and x2 are alternative specific regressors. I could (in the sense that I am able to) change my data to be amenable to -asclogit- except for the use of -expand- (or -expandcl-) on n. But, assuming I could use -expand- or -expandcl-, I would create a variable "choice" which indicated whether a given alternative was chosen and "id" for each observation ("case" in the language of -asclogit-). I would then want to do something like the following: asclogit choice x1 x2 [fw=n], case(id) alternatives(Alternative) Here are some of the problems I'm encountering. 1. The data are grouped, but expanding using -expand- or -expandcl- is too much data due to memory constraints. I wonder what Stata would do after, say, -asclogit- even if I could successfully use -expand- or -expandcl-. Using the -fweight- option does not work because weights must be constant. Is there a way to deal with non-constant fweights that I haven't seen in the documentation? Am I looking at this the wrong way? 2. Even if I could expand the data or be allowed to use non-constant fweights, I can't find a "panel data" (i.e., -xt-) version of -asclogit-. 3. The data are not--obviously--truly micro data, so, even if I could expand the data, I couldn't claim to follow observation i in state j in year t in the subsequent year, t+1. However, I do have the entire population, so it is not a sample, as I would understand a sample to be a proper subset of the population. For example, with -asclogit- case(id) would not be accurate in any meaningful sense. What I have in mind is Wooldridge (2002), in which he writes, "For example, the identical distribution assumption is unlikely to hold for a pooled cross section, where random samples are obtained from the population at different points in time. This case is covered by independent, not identically distributed (inid) observations...we do not cover the inid case explicitly in derivations because little is to be gained from the additional complication." (pp. 5-6) I've coded something up in Matlab for a single year, but this seems like something Stata could do, but I'm just not aware of the proper trick or command. Thank you for your time and attention. Misha Using Stata 10.1 but with access to Stata 11 * * 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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