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Re: st: xi3 / nlogit


From   Michael Mitchell <Michael.Norman.Mitchell@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xi3 / nlogit
Date   Fri, 3 Dec 2010 16:31:22 -0800

Dear Nils

  When I wrote -xi3-, I don't think these models existed (or if they
did, I did not have them in mind). So, unfortunately, -xi3- does not
immediately work with programs like -xtmixed-, or -nlogit-, because it
gets confused by the pipes -||-. However, you can still use -xi3- if
you do it in a two step process. For example, here is using -xi3- in a
one step process to do a regression

. sysuse auto
(1978 Automobile Data)

. xi3: regress price  e.rep78 g.foreign
e.rep78           _Irep78_1-5         (naturally coded; _Irep78_1 omitted)
g.foreign         _Iforeign_0-1       (naturally coded; _Iforeign_0 omitted)

      Source |       SS       df       MS              Number of obs =      69
-------------+------------------------------           F(  5,    63) =    0.19
       Model |  8372481.37     5  1674496.27           Prob > F      =  0.9670
    Residual |   568424478    63  9022610.75           R-squared     =  0.0145
-------------+------------------------------           Adj R-squared = -0.0637
       Total |   576796959    68  8482308.22           Root MSE      =  3003.8

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
   _Irep78_2 |    188.879   1024.352     0.18   0.854    -1858.124    2235.882
   _Irep78_3 |   646.8116    710.873     0.91   0.366    -773.7548    2067.378
   _Irep78_4 |   274.3754   799.3802     0.34   0.733    -1323.059    1871.809
   _Irep78_5 |   104.1799   1036.513     0.10   0.920    -1967.126    2175.486
 _Iforeign_1 |    36.7572   1010.484     0.04   0.971    -1982.533    2056.048
       _cons |   5797.125    581.597     9.97   0.000     4634.896    6959.353
------------------------------------------------------------------------------

Instead, we can first use -xi3- to create the coded variables....

. xi3 e.rep78 g.foreign
e.rep78           _Irep78_1-5         (naturally coded; _Irep78_1 omitted)
g.foreign         _Iforeign_0-1       (naturally coded; _Iforeign_0 omitted)

And then we can include the coded variables into the model, as shown below.

. regress price  _Irep78_2 _Irep78_3 _Irep78_4 _Irep78_5 _Iforeign_1

      Source |       SS       df       MS              Number of obs =      69
-------------+------------------------------           F(  5,    63) =    0.19
       Model |  8372481.37     5  1674496.27           Prob > F      =  0.9670
    Residual |   568424478    63  9022610.75           R-squared     =  0.0145
-------------+------------------------------           Adj R-squared = -0.0637
       Total |   576796959    68  8482308.22           Root MSE      =  3003.8

------------------------------------------------------------------------------
       price |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
   _Irep78_2 |    188.879   1024.352     0.18   0.854    -1858.124    2235.882
   _Irep78_3 |   646.8116    710.873     0.91   0.366    -773.7548    2067.378
   _Irep78_4 |   274.3754   799.3802     0.34   0.733    -1323.059    1871.809
   _Irep78_5 |   104.1799   1036.513     0.10   0.920    -1967.126    2175.486
 _Iforeign_1 |    36.7572   1010.484     0.04   0.971    -1982.533    2056.048
       _cons |   5797.125    581.597     9.97   0.000     4634.896    6959.353
------------------------------------------------------------------------------

I know it is a kludge, but I hope it works for you.

Best regards,

Michael N. Mitchell
Data Management Using Stata      - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week         - http://www.MichaelNormanMitchell.com

On Fri, Dec 3, 2010 at 4:07 PM, Nils Wlömert <nils.wloemert@gmx.net> wrote:
> Dear listers,
>
> I would like to use effect-coding (via xi3) with nlogit:
>
> xi3: nlogit decision p_ppd p_fl e.p_drm e.fl_drm e.ad e.cat e.nobuy || type:
> || alternative:, noconst case(case_1)
>
> However, I get the following error:
>
> "|" invalid name
> r(198);
>
> Does xi3 work with nested models at all?
>
> Estimation works fine without effect-coding via xi3.
>
> Many thanks!
>
> Nils
> *
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>

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