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st:about the maximum dimension of mixlogit estimation


From   Nina YIN <yinnina.ccer@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st:about the maximum dimension of mixlogit estimation
Date   Tue, 19 Jun 2012 11:09:04 +0200

Dear all,

I am trying to estimate a mixed logit model using command -mixlogit.
Because of the endogeneity problem, I include  product-specific fixed
effects(around 20 products) in rand() option to control the
unobservable products characteristics, and also I include some
interaction terms of alternative-characteristics with individual
attributes in rand() option(not much, at the beginning I tried 2 or 3
interaction terms). Then the error comes out with" maximum dimension
is 20".

Does that mean the maximum number of coefficients can be no larger
than 20? What determines the maximum dimension in this model?
In one of my reference, the author use -clogit fixed coefficient logit
model, the number of his coefficients is around 200. Why in my model,
I can't replicate it using -mixlogit command?

I am a beginner in mixed logit model and thank you very much for your
comments and suggestions!


-- 
Best Regards,
Nina YIN


Toulouse School of Economics
Manufacture des Tabacs
21 Allee de Brienne
Toulouse, 31000, France
Tel: 0033-(0)5 6123 8348
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