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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 15:33:27 +0200 |

Hi Maarten, Do you mean I should set id* variables as fixed coefficients? That makes sense. But I guess I might need to estimate more than 10 additional random effects, do you think it's impossible? Thank you very much for your comments! Best, Nina On Tue, Jun 19, 2012 at 3:22 PM, Maarten Buis <maartenlbuis@gmail.com> wrote: > -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/ -- 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/

**Follow-Ups**:**Re: st:about the maximum dimension of mixlogit estimation***From:*Maarten Buis <maartenlbuis@gmail.com>

**References**:**st:about the maximum dimension of mixlogit estimation***From:*Nina YIN <yinnina.ccer@gmail.com>

**RE: st:about the maximum dimension of mixlogit estimation***From:*Nick Cox <n.j.cox@durham.ac.uk>

**Re: st:about the maximum dimension of mixlogit estimation***From:*Nina YIN <yinnina.ccer@gmail.com>

**Re: st:about the maximum dimension of mixlogit estimation***From:*Maarten Buis <maartenlbuis@gmail.com>

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