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Re: st:about the maximum dimension of mixlogit estimation


From   Nina YIN <yinnina.ccer@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st:about the maximum dimension of mixlogit estimation
Date   Tue, 19 Jun 2012 15:17:01 +0200

Hi Nick,

Thank you for your reminding.

mixlogit is a user written command programmed by Prof. Arne Risa Hole
which fits mixed logit models by using maximum simulated likelihood.

The command I typed in is
-mixlogit choice if avail==1,group(ncs) id(np) rand(id* X1 X2 )

where id* are the product-specific variables, X1 X2 are the
interaction terms of alternative characteristics and individual
attributes.
ncs is choice situation identifier, np is individual identifier.

Then the result returns error with message that maximum dimension is 20.




On Tue, Jun 19, 2012 at 1:40 PM, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> This lacks explanation of where -mixlogit- comes from and the exact code that you typed.
>
> See Statalist FAQ if you are mystified on why these are expected.
>
> Nick
> n.j.cox@durham.ac.uk
>
> Nina YIN
>
> 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?
>
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/



-- 
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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