Edlira:
Just because you prefer one set of coefficients, doesn't mean that that is the best way of describing the relationship. By constraining all parameters (including the constant) to be the same you have, in essence, done a single logit of categories 2 till 5 against category 1, which is a severe constraint which needs to be justified. Deciding whether this constraint is justified is what we do when testing constraints. So doing a log likelihood ratio test of the unconstrained model and the constrained model (-help lrtest-) seems in order before reporting the constrained model.
Note that if you constrain all the parameters (including the constant) to be the same than the probabilities of group membership for an average individual will also be the same for all groups. A more sensible constraint would be to let the constant be different across groups and constrain the effect of time to be the same across groups.
HTH,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
-----Original Message-----
From: [email protected] [mailto:[email protected]]On Behalf Of Edlira Narazani
Sent: maandag 12 december 2005 10:19
To: [email protected]
Subject: Re: st: Mlogit with constraints
Richard, I am simply constraining the coefficients to be the same across
equations as I prefer to have only one set of coefficients for each
alternative. Actually they are the same but the constants drop out.
I'm not testing whether categories can be combined. I just need a set ONLY one
set of coefficients and the probabilities for each alternative.
Best
Scrive Richard Williams <[email protected]>:
> At 01:34 PM 12/11/2005, narazani wrote:
> >Thank you Richard. Here you have all constraints. There are 5
> >alternatives and 2
> >independent variables.
> >
> >Looking forward to hearing to you
> >Best, edlira
> >
> >. cons 1 [2=3]: time cost1 _cons
> >
> >. cons 2 [3=4]: time cost1 _cons
> >
> >. cons 3 [4=5]: time cost1 _cons
> >
> >. mlogit av20 time cost1 if (location>1|location<6|location>6)&purpose==1,
> >cons(1-3) basecat(1)
>
> What exactly are you trying to accomplish? Are you trying to see if
> categories 2, 3, 4, & 5 can all be combined or something? I am not
> quite sure why the constants come out the way they do, but other than
> that the results seem consistent with your constraints. You are
> constraining the coefficients to be the same across equations, and
> indeed they are. If that isn't what you want, you need to re-think
> the constraints.
>
> If you are trying to test whether categories can be combined, Long &
> Freese discuss this starting on p.203 of "Regression Models for
> categorical dependent variables using Stata, Revised edition." Their
> tests do not involve constraints on the intercepts. Do -findit
> spostado-, install the version that is appropriate for your version
> of Stata, and use the -mlogtest, combine- command.
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
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>
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