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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).

Stas

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
http://stas.kolenikov.name
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