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From |
ippab ippab <ippab.statalist@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sat, 5 Jun 2010 01:10:54 -0600 |

Thanks a lot Maarten, Arne, and Nick. I really appreciate the insights you shared with me. I will try to read more about xtmelogit and use it. Hopefully, I don't have to bother you again. On Fri, Jun 4, 2010 at 4:57 AM, Arne Risa Hole <arnehole@gmail.com> wrote: > 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/ > * * 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/

**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>

**Re: st: Using mixlogit as a substitute of xtlogit.***From:*Arne Risa Hole <arnehole@gmail.com>

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