Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Linear Constraint for Conditional Logit

From   Stas Kolenikov <[email protected]>
To   [email protected]
Subject   Re: st: Linear Constraint for Conditional Logit
Date   Wed, 20 Oct 2004 10:04:27 -0400

you can try to fool Stata around with -xtlogit- which is an
algebraically equivalent procedure. If it does not work, you can start
asking yourself whether specifying constraints is a sensible thing to
do statistically (it may well be worth doing from the substantive
point of view, like imposing some sort of symmetry, etc., but it may
lead to some problems with identification, or something of that kind).


On Wed, 20 Oct 2004 09:59:08 -0400, Josh Kinsler <[email protected]> wrote:
> Dear StataListers-
> Is there anyway to impose a linear constraint on an independent
> variable in a conditional logit model? I know a constrain option is
> available for certain estimation commands, but -clogit is not one of
> them. Any suggestions would be greatly appreciated.
> -Josh

Stas Kolenikov
*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index