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From |
Arne Risa Hole <arnehole@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Using mixlogit as a substitute of xtlogit. |

Date |
Fri, 4 Jun 2010 11:57:40 +0100 |

As Maarten says it is more relevant to compare -mixlogit- with -xtmelogit- since they both allow for random intercepts *and* slope parameters while -xtlogit- allows for a random intercept only. In addition -mixlogit- can handle cases with more than two discrete outcomes, although this is not relevant for ippab's application. The other main difference between -mixlogit- and -xtmelogit- is that the integrals in the likelihood function are approximated by using simulation in the former case (-mixlogit-) and quadrature in the latter (-xtmelogit-). As pointed out by Maarten the results should be similar, but estimation times are likely to be faster with -mixlogit- when there are several random parameters in the model. I agree with Nick - a familiar line by now to those who followed the recent UK election - that it's always a good idea to point out when a command is user-written. Arne (author of -mixlogit-) On 4 June 2010 09:31, Maarten buis <maartenbuis@yahoo.co.uk> wrote: > --- On Fri, 4/6/10, ippab ippab wrote: >> 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? > > No, you should get very similar results, and the differences > are due to particularities of the maximizing algorithms, so > have no substantive interpretation. > >> My vague understanding is that mixlogit allows for more >> heterogeneity than xtlogit. > > Not true, the value of -mixlogit- is that it allows one to > estimate a random effects model within a multinomial logit. > >> 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? > > Yup, and now it is more clear to me why you are comparing > with -mixlogit-. I guess that you were interested in making > some of the coefficients random as well. If that is the case > then you should have used -xtmelogit- instead. > >> 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)? > > It means that people behave differently to the same stimulus, > but that on average the effect is positive. A possible next > step would be to try to explain this variation by adding > interactions between higher level variables and the lower > level variable x1. > > Hope this helps, > Maarten > > -------------------------- > Maarten L. Buis > Institut fuer Soziologie > Universitaet Tuebingen > Wilhelmstrasse 36 > 72074 Tuebingen > Germany > > http://www.maartenbuis.nl > -------------------------- > > > > > * > * 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/

**Follow-Ups**:**Re: st: Using mixlogit as a substitute of xtlogit.***From:*ippab ippab <ippab.statalist@gmail.com>

**RE: st: Using mixlogit as a substitute of xtlogit.***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**References**:**st: Using mixlogit as a substitute of xtlogit.***From:*ippab ippab <ippab.statalist@gmail.com>

**Re: st: Using mixlogit as a substitute of xtlogit.***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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