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st: Re: Constrained multinominal logit problem

From   "Jitian Sheu" <[email protected]>
To   <[email protected]>
Subject   st: Re: Constrained multinominal logit problem
Date   Wed, 30 Apr 2003 09:56:19 -0400

For McFadden's Conditional logit model, the right command should be -
clogit-, instead of  - mlogit-
these two model are slightly different.
you can see manual or any microeconometric book for a description

----- Original Message ----- 
From: "Mathiassen, Astrid" <[email protected]>
To: <[email protected]>
Sent: Wednesday, April 30, 2003 7:28 AM
Subject: st: Constrained multinominal logit problem

> Hey,
> I am doing a multinominal discrete choice analysis (McFadden's conditional
logit model). My dataset contains aggregated information. My dependent
variables are the number of times each of the 50 alternatives (of cars) were
chosen. The corresponding attributes are, Zjr, (where j refer to alternativ
and r to attribute f.ex. price).
> For this procedure I use mlogit with 48 constraints. The constraints imply
that the coefficient for each attribute should be equal, hence bjr=b1r for
all j.
> I have redefined the attribute-vector so that Zj*=Zj-Z1. Hence I use
alternative 1 as the base category (reference).
> I am a first time user of STATA and are a bit insecure on how this work.
In particular, I do not understand the output report. The puzzle is that in
the output report ONE, and the last listed elements in the attribute
vectors, is dropped for each alternative - except for the last alternative
where the estimates are reported for all elements of the attribute vector.
This also happens in the special where attribute vector contains only one
element. Hence, it cannot be explained by interedependency between the
elements of the attribute vectors.
> Could you help me understand what's going on? Or could you indicate an
alternative procedure?
> Thank you very much in advance
> best regards,
> astrid
> My model statement look like this (number refer to the number of times the
alternative was chosen):
> mlogit depvar attribute1 attribute2 etc. [aweight=number], noconstant
constr(2-49) basecategory (1)
> *
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