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


From   "Simons, Chris N" <Chris.Simons@atkinsglobal.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Multinomial logit with a nonlinear combination utility equation
Date   Wed, 2 Nov 2011 10:53:01 -0400

CJ,

Thank you for the reference (sorry for the delay in my response - I've been out of the office). I think there are some things in the presentation I can use. The reference's example starting on page 46 (slide number 26) seems to apply. As I've looked at the -ml- command more, I think the -lf- method may be best to try first rather than the other methods (d0, d1& d2). Hopefully Stata's modified Newton-Raphson algorithm will work fine.

I'll take it as a NO that there are previously developed programs that handle this problem, since I haven't had any other replies. It looks like I'll have to try and write my first Stata program.

I'd love to be able to call the program with something like this:

. constraint 1 p4 = 1
. ml model lf myprog (choice = p1 p2 p3) (p4 p5 p6), constraint (1)

Where p1, p2, and p3 being the parameters of the linear combination not in the log operation and p4, p5 and p6 are the parameters within the log operation. I'm not even sure this type of program call is possible. I obviously have a lot to learn about how to program in Stata. I'm sure I'll learn a lot just trying to write the program.

Thanks again,
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 www.atkinsglobal.com/northamerica  www.atkinsglobal.com

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of CJ Lan
Sent: Tuesday, November 01, 2011 7:52 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: Multinomial logit with a nonlinear combination utility equation

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
www.atkinsglobal.com/northamerica  www.atkinsglobal.com


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