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st: discrete choice model with asclogit


From   "William Verheul" <W.Verheul@nivel.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: discrete choice model with asclogit
Date   Thu, 5 Aug 2010 15:23:14 +0200

Hello Stata listers,

I am trying to run a discrete choice model with both case-specific
variables and alternative specific variables. I am able to run it using
xtlogit in stata 11.1, but since I want to use also case specific
variables, it would be much easier using asclogit.

However, if I use asclogit the model does not converge, because of
collinearity. This happens also when I don't include case-specific
variables and it seems to me this should give the same results as
xtlogit(?). I would be very grateful if someone could tell me what I am
doing wrong.

The data is as follows: 200 subjects are presented with 8 choicesets
where they choose choice a or b. Each choice has 6 dichotomous
attributes. The alternatives is always the exact opposite (so if an
attribute is 1 for alternative a, it is 0 for alternative b. below a
sample of the data:

Id=subject
Alt=options presented
Sex=gender of subject
Cho=choice a or b
At are the attributes of choice option a

id	alt	sex	cho	at1	at2	at3	at4	at5
at6
1	1	m	1	1	0	0	0	0
1
1	2	m	0	1	1	0	0	1
0
1	3	m	1	0	0	0	1	0
0
1	4	m	1	0	1	0	1	1
1
1	5	m	0	1	0	1	1	1
0
1	6	m	0	1	1	1	1	0
1
1	7	m	1	0	0	1	0	1
1
1	8	m	0	0	1	1	0	0
0
2	1	f	1	1	0	0	0	0
1
2	2	f	1	1	1	0	0	1
0
2	3	f	1	0	0	0	1	0
0
2	4	f	0	0	1	0	1	1
1
2	5	f	1	1	0	1	1	1
0
2	6	f	1	1	1	1	1	0
1
2	7	f	0	0	0	1	0	1
1
2	8	f	0	0	1	1	0	0
0


This works:
xtlogit  cho at1 at2 at3 at4 at5 at6, i(nr1) re or noskip

but this doesn't:
asclogit cho at1 at2 at3 at4 at5 at6, case(id) alternative(alt)

note: model has collinear variables; convergence may not be achieved

I would be very grateful if someone could point out what I am doing
wrong!

Kind regards,

William


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