Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


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

st: question on MLE d0 method for multilogit model with invariant regressors


From   Hey Sky <heyskywalker@yahoo.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: question on MLE d0 method for multilogit model with invariant regressors
Date   Sun, 11 Apr 2010 18:26:58 -0700 (PDT)

Hey, All


I try to do a mle d0 estimation for multilogit model with invariant regressors and have searched internet but no luck. I wish I can get some help here. any suggestion is appreciated. 

here is the question:

given a period, the probability of a person choose choice k is:

pr(choice=k)=exp(x*beta_k)/(exp(x*beta_1) + exp(x*beta_2)+...)

that is, the regresors are invariant, x, but the parameters are variant when choose diffecrent choice, beta_1, beta_2, etc.  

a little complicated case is when making the regressors and parameters both changes along with choices, i.e.

pr(choice=k)=exp(x_k*beta_k)/(exp(x_1*beta_1) + exp(x_2*beta_2)+...)

how to do it with the Stata MLE method? thanks for any clue you provide. 

Nan
from Montreal


      __________________________________________________________________
Make your browsing faster, safer, and easier with the new Internet Explorer® 8. Optimized for Yahoo! Get it Now for Free! at http://downloads.yahoo.com/ca/internetexplorer/


*
*   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   |   Site index