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Re: st: Nested Logit Model


From   Anders Alexandersson <andersalex@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Nested Logit Model
Date   Thu, 15 Jul 2010 14:54:07 -0400

Marc, I wish I could be more helpful but your syntax only reminded me
that nlogit has relatively difficult syntax.
In general, it's better to show what you typed than having readers
guess it but it was not enough for me here. Similarly, it is better to
provide a simple reproducible example, for example using the
restaurant data that is in the manual for nlogit. You can view the
source code using -viewsource nlogit.ado-. The error message you got
is in plain sight there but I cannot quickly determine why.
If you do not get any other response on the list, I recommend you to
contact Stata tech support with a reproducible do-file of the error
message since -nlogit- is an official command. Then report back to the
list.

Anders Alexandersson
andersalex@gmail.com

On Thu, Jul 15, 2010 at 11:53 AM, Marc Michelsen
<marcmichelsen@t-online.de> wrote:
> Anders,
>
> thanks for your comments.
>
> Of course I have first used -nlogitgen- and -nlogitree- to set up the nested
> structure of my panel data. Please see below for more details:
>
> . nlogitgen issuetype = mode(NonIssuer: NoIssue , Issuer: Debt | Equity)
> . nlogittree mode issuetype, choice(d)
> tree structure specified for the nested logit model
>
>  issuetype   N       mode     N     k
> -----------------------------------------
>  NonIssuer 29458 --- NoIssue 29458 21695
>  Issuer    58916 --- Debt    29458  6109
>                  +- Equity  29458  1654
> -----------------------------------------
>                      total  88374 29458
>
> k = number of times alternative is chosen
> N = number of observations at each level
>
> . nlogit d a || issuetype: StandMBRatio BLeverage OpPerformance Size
> RDExpense RDExpenseDummy Tangibility posoutl negoutl, base(NonIssuer) ||
> mode:  StandMBRatio BLeverage OpPerformance Size RDExpense RDExpenseDummy
> Tangibility posoutl negoutl, base(Debt) case(No) notree nolog
>
> Error Message <variables "StandMBRatio BLeverage OpPerformance Size
> RDExpense RDExpenseDummy Tangibility posoutl negoutl " are specified in more
> than one equation; this is not allowed>
>
> Does this help to clarify the problem?
>
> Regards
> Marc
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Anders
> Alexandersson
> Gesendet: Donnerstag, 15. Juli 2010 17:30
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: Nested Logit Model
>
> Marc, try -nlogitgen- and -nlogittree- before running -nlogit-, as in
> the helpfile.
> Please provide what you typed instead of schematic syntax like
> "[explanatory variables]", e.g., what is your "altvar"?
>
> Anders Alexandersson
> andersalex@gmail.com
>
> On Thu, Jul 15, 2010 at 10:22 AM, Marc Michelsen
> <marcmichelsen@t-online.de> wrote:
>> I am trying to run a nested logit model comparable to Huang/Ritter (2009)
>> "Testing Theories of Capital Structure and
>> Estimating the Speed of Adjustment", p. 253:
>> 2-layered Security Issuance Decision: Limbs: NoIssue vs. Issue / Branches
>> for "Issue": Debt Issuance vs. Equity Issuance.
>>
>> Similar to the above mentioned study, I have the same explanatory
> variables
>> for the first decision layer (Issue vs. NoIssue) and the second layer
> (Debt
>> vs. Equity). Apparently, this is not valid for Stata as I get the
> following
>> error message:
>> <"variables ".." are specified in more than one equation; this is not
>> allowed>
>>
>> My command looks the following:
>> . nlogit d a || issuetype: [explanatory variables], base(NonIssuer) ||
>> issuetype2:  [explanatory variables], base(NoIssue) case(No) notree nolog
>>
>> What is wrong with my model specification/general approach?
>
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