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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 15:41:24 +0200

On Tue, Jun 19, 2012 at 3:33 PM, Nina YIN wrote:
> But I guess I might need to estimate more than 10 additional random
> effects, do you think it's impossible?

It may be possible, but it would certainly be very hard to estimate
and would probably make no sense. With random effects models you
should always think "less is more" (*).

-- Maarten

(*) actually this is true for all models, but it is especially true
for random effects models

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


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