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st: Using mixlogit as a substitute of xtlogit.


From   ippab ippab <ippab.statalist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Using mixlogit as a substitute of xtlogit.
Date   Thu, 3 Jun 2010 17:48:51 -0600

Hi All,

I am wondering if there is any benefit of using mixlogit for a binary
dependent variable in a panel data.  Basically, to use mixlogit, I
will have to create two alternatives (which are complementary), an
alternative specific constant, and interactions between independent
variables and the alternative specific constant.  Is this is a wise
thing to do?

My vague understanding is that mixlogit allows for more heterogeneity
than xtlogit.  The other thing I noticed is that, for normally
distributed parameters, we can find out what percentage of the
population is on the other side of zero.  But, I am confused about
interpreting a population average beta obtained from xtlogit in light
of estimates from mixlogit.  Just to give an example, if the estimate
for x1 is 2.05 from xtlogit, the interpretation would be that
increasing x1 increases the the likelihood of y=1.  Now, getting a
similar estimate from mixlogit, e.g., mean is 2.5 for x1 with std
3.10, makes the interpretation complicated.  This means for about
20.9% of the sample, increasing x1 does not increase the likelihood of
y=1.  Am I understanding these correctly?  The more critical question
is, if more than 20% or 30% of the sample have different preference,
what does it mean to have a positive significant coefficient (mean)?

I would really appreciate your insights and help.

Thanks a lot!

Best,

ippab
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