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]

From |
HSUEH-HSIANG 28Cher29 LI <hli37@wisc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Different likelihood estimates from -mixlpred- and own calculations using -mixlbeta- |

Date |
Fri, 07 Sep 2012 15:56:41 -0500 |

I’m having a problem with -mixlpred- in the -mixlogit- package. I obtained this user written program -mixlogit- by Arne Risa Hole with the updates from the SSC archive (I typed -ssc install mixlogit, replace- to get the updates). I am running the program on StataMP 12 for Windows.

I run -mixlogit- on a panel data. After running -mixlogit-, I used the postestimation command -mixlpred- to get the likelihood of each option chosen by individuals in each period. In the meanwhile, I also obtained individual coefficient estimates using -mixlbeta-, and then calculate the likelihood using these inidvidual coefficients by individual and period:

L_nit(beta_n)=exp(beta_n*X_nit)/[sum_{j=1,...J} exp(beta_n * X_njt)]

(the equation is from Arne Risa Hole, 2007 "Fitting mixed logit models by using masimum simulated likelihood", The Stata Journal, 7, Number 3, pp.388)

The predicted probabilities from -mixpred- and my own calculation using -mixlbeta- and the equation above are quite different. I am wondering how -mixpred- calculates the likelihood. It appears to me that this -mixlpred- likelihood is averaged over simulated draws conditional on the coefficient distribution estimates, rather than individual-specific coefficient estimates. Please correct me if I am wrong! Since I am interested in "simulating" how likelihood changes when coefficient estimates change, is it reasonable that I calculate the likelihood the way I mentioned above? Any suggestions and advice are welcomed!

Sincerely,

Cher

**Follow-Ups**:**Re: st: Different likelihood estimates from -mixlpred- and own calculations using -mixlbeta-***From:*Arne Risa Hole <arnehole@gmail.com>

- Prev by Date:
**st: root mean square error for random-effects model** - Next by Date:
**Re: st: compressed data and named pipes on linux** - Previous by thread:
**st: replace values given specific dates** - Next by thread:
**Re: st: Different likelihood estimates from -mixlpred- and own calculations using -mixlbeta-** - Index(es):