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Re: st: Conditional Logit query

From   Stas Kolenikov <[email protected]>
To   [email protected]
Subject   Re: st: Conditional Logit query
Date   Tue, 3 Feb 2004 10:37:13 -0500 (EST)

--- In statalist, Claire Johnstone wrote:
> Dear Stata-users, I have 2 queries re. Conditional Logit (I've searched
> online help & don't have a manual). These are:
> 1. Is there a maximum number of alternatives you can have in a choice
> set?

As long as -clogit- is the same as -xtlogit-, the question can be restated
as "What is the maximum number of observations per panel?", and you can
find that in -help limits- to be the maximum matsize (800 for Intercooled,
11K for SE).

> 2. Can you have multiple positive responses to alternatives in a single
> choice set?

Again, as long as you can have multiple 1's in the panel setting, this
should work for the regular -clogit-, too. By trial and error,

. clogit for pri, group(rep)

note: multiple positive outcomes within groups encountered.
note: 2 groups (10 obs) dropped due to all positive or
      all negative outcomes.
Iteration 0:   log likelihood = -23.108062
Iteration 1:   log likelihood = -23.107154

Conditional (fixed-effects) logistic regression   Number of obs   =        59
                                                  LR chi2(1)      =      0.00
                                                  Prob > chi2     =    0.9660
Log likelihood = -23.107154                       Pseudo R2       =    0.0000

     foreign |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
       price |   5.58e-06   .0001307     0.04   0.966    -.0002507   .0002618

all Stata does is it notes to you that there are multiple positive
outcomes, but does not halt on that.

As for the weights question, I don't think there is any way around it
except for explicitly -expand-ing your data, so if you really have tons of
implied observations under [fw], you might be in trouble as regarding the
number of observations per panel / choice set.

 ---                                    Stas Kolenikov
 --       Ph.D. student in Statistics at UNC-Chapel Hill
 -  -- [email protected]

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