Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st:about the maximum dimension of mixlogit estimation


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st:about the maximum dimension of mixlogit estimation
Date   Tue, 19 Jun 2012 15:22:46 +0200

-mixlogit- fits a random effects model, and you just do not want to
estimate such a model with more than 20 random effects. It is hard
enough to estimate a model with one or two random effects. So that
default makes perfect sense to me.

-- Maarten

On Tue, Jun 19, 2012 at 3:17 PM, Nina YIN <yinnina.ccer@gmail.com> wrote:
> 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
>
> *
> *   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/



-- 
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index