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st: discrete choice model with case-specific variables using xtlogit


From   "William Verheul" <W.Verheul@nivel.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: discrete choice model with case-specific variables using xtlogit
Date   Tue, 10 Aug 2010 09:56:48 +0200

Dear listers,

I am using xtlogit to estimate the effect of 4 dichotomous attributes
for choosing treatment A or treatment B. 200 patients choose 8 times
between A or B with varying combinations of attribute values. B is
always the exact opposite of A: where attributes are 1 for A, they are 0
for B, etc.
I have 200 subjects *8 choices= 1600 observations.

I also want to assess if those attribute effects vary with age and
gender.

The data is as follows:
Id=patient id, Alt=id of combination of alternatives
Sex=gender, age= age, cho=1 for choice A, 0 for choice B
At* are the attributes

id	alt	sex	age	cho	at1	at2	at3	at4
1	1	m	28	1	1	0	0	0
1	2	m	28	0	1	1	0	0
1	3	m	28	1	0	0	0	1
1	4	m	28	1	0	1	0	1
1	5	m	28	0	1	0	1	1
1	6	m	28	0	1	1	1	1
1	7	m	28	1	0	0	1	0
1	8	m	28	0	0	1	1	0
2	1	f	41	1	1	0	0	0
2	2	f	41	1	1	1	0	0
2	3	f	41	1	0	0	0	1
2	4	f	41	0	0	1	0	1
2	5	f	41	1	1	0	1	1
2	6	f	41	1	1	1	1	1
2	7	f	41	0	0	0	1	0
2	8	f	41	0	0	1	1	0

For the basic model I use:

xtlogit  cho at1 at2 a3 at4, i(nr1) re noskip

Now I want to include gender and age (in two separate models). I tried
using asclogit, which has an easy way to include such variables, but
asclogit doesn't take into account that subjects made multiple choices. 
If I use xtlogit in the same way as clogit
http://www.ats.ucla.edu/stat/stata/seminars/stata10/choice_models.htm
I think I should only include the interaction term in the model, so for
gender:

xtlogit  cho at1 at2 a3 at4 at1*sex at2*sex a3*sex at4*sex, i(nr1) re
noskip

Is this correct? Or should I also include sex as a main effect (possible
because it is a random effects model)? I understand that this main
effect is not of interest (it would say only if men or women are more
likely to choose option A or B regardless of the attributes), but I
wonder whether this is necessary for obtaining correct estimates for the
interactions?

My second questions is concerning age, a continuous variable: do I get
correct estimates by running:

xtlogit  cho at1 at2 a3 at4 at1*age at2*age a3*age at4*age, i(nr1) re
noskip

or does it work differently for continuous variables?

Your advice is very much appreciated!

William



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