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RE: st: multinomial and conditional logit


From   "Paley, Irina" <Irina.Paley@occ.treas.gov>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: multinomial and conditional logit
Date   Tue, 28 Mar 2006 11:09:17 -0500

Maarten,

Thanks so much for your reply.

That's the whole point, Stata doesn't allow, within the clogit command, for person specific characteristics. If you put in, in addition to the PRODUCT characteristics, such PERSONAL variable as person's age, you get this output:

note: age omitted due to no within-group variance.

Is there some option I can specify that I haven't found yet? Is another package able to do this, such as SAS? I would really appreciate your help!

Irina

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Maarten buis
Sent: Monday, March 27, 2006 8:10 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: multinomial and conditional logit


Irina:
In this case you will have to use a conditional logit (if you had no product characteristics you
could have also used multinomial logit). In Stata the command is -clogit-.
HTH,
Maarten

--- "Paley, Irina" <Irina.Paley@occ.treas.gov> wrote:
> Standard textbooks such as Wooldridge mention that multinomial logit is a special case of
> conditional logit. Suppose I have different consumers chosing different products. I need to
> estimate the effect of consumers' characteristics and the effect of the products'
> characteristics together in the same regression. How can I tell Stata to do that?


-----------------------------------------
between 1/2/2006 and 31/3/2006 I will be
visiting the UCLA, during this time the
best way to reach me is by email

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/
-----------------------------------------


		
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