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st: RE: Multinomial logit with a nonlinear combination utility equation


From   "CJ Lan" <CJ@jupiter.fl.us>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Multinomial logit with a nonlinear combination utility equation
Date   Tue, 1 Nov 2011 19:51:52 -0400

Not sure if the following material starting with p.26 is helpful but
just sent it to you for your reference.

http://fmwww.bc.edu/gstat/docs/stataMLNL.pdf



-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Simons, Chris
N
Sent: Tuesday, November 01, 2011 1:16 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Multinomial logit with a nonlinear combination utility
equation

I'm new to Stata and I want to estimate a multinomial logit model where
the logit utility equation is not a simple linear combination. Some of
the variables to be estimated must be within a log operation. For
example, the utility equation typically looks like this:

Util = p1*a + p2*b + ln(c + p3*d)

where p1, p2 and p3 are the parameters to be estimated and a, b, c and d
are independent variables.

It's my understanding that standard solution algorithms may have a
difficult time solving such a problem and that specialized algorithms
may be necessary. I've looked at the -ml- command and trying to figure
out how to program the problem including specify the log-likelihood
functions, gradients and hessian's is daunting enough (for me - maybe
not for many of you!). I'm concerned that even if I did manage to
specify them correctly the solution algorithm may still struggle.

Is there an existing package (or other command) to handle such
estimations? I have been unable to find any in my searches. Any advice
would be appreciated.

I'm currently using Stata/SE 11.2 for Windows (32-bit)  Born 30 Mar
2011.

Thanks,
Chris

Chris N. Simons
Senior Transportation Planner

ATKINS

1600 RiverEdge Parkway, NW, Suite 600, Atlanta, GA, 30328 | Tel: +1
(770) 933-0280 | Direct: +1 (678) 247-2457 |
Cell: +1 (770) 653-3993 | Email: chris.simons@atkinsglobal.com | Web
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