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Re: st: conditional and mixed logit


From   Shehzad Ali <[email protected]>
To   [email protected]
Subject   Re: st: conditional and mixed logit
Date   19 Jan 2009 14:01:09 +0000

Thanks, Arne. This advice is spot on and one I will follow.

Regards,
Shehzad

On Jan 19 2009, Arne Risa Hole wrote:

Shehzad,

First of all the -mixlogit- error message you received suggests that
you do not have the latest version of the module, type -ssc install
mixlogit, replace- to update. You will still receive an error msg but
it should be related to the fact that the model is not identified as
you have several explanatory variables with no within-group variation.

To use demographics in discrete choice models of this sort they have
to be interacted with alternative-specific constants, see the help and
manual entry for -asclogit- for more information. Make sure you can
get your -clogit- or -asclogit- model to run *before* using
-mixlogit-, if the simpler models (without random coefficients) are
not identified you can be sure that the more complicated models won't
be either.

I also strongly recommend you to follow Maarten's advice and build up
complexity gradually, start with one or two random coefficients and
take it from there.

I hope this helps.

Arne (author of -mixlogit-)

2009/1/19 Shehzad Ali <[email protected]>:
Thank you, Maarten, this is very helpful.

Regarding the demographic variables, would you use the same logic for the mixed logit models and leave these variables out? When I tried leaving them in, I keep getting conformability error with -mixlogit-.

Your suggestion of not making time-related variables random makes sense but I still get the conformability error when using demographic variable.

Regards,

Shehzad

On Jan 19 2009, Maarten buis wrote:

--- Shehzad Ali <[email protected]> wrote:

I am using conditional and mixed logit models for discrete choice
data (-clogit- and -mixlogit-). The demographic characteristics like
age, sex, education etc obviously do not vary for the same
respondent. When I use them the following model, Stata drops the
demographic variables from the model.

clogit choice length frequency benefit age sex education, group(n)

Its understandable that since demographic variables do not vary
within each a choice set (n) the demographic variables will not be
allowed. But these variables do vary between individuals and I want
to account for that. Can I use mixed logit model for this purpose?

If you just want to control for these demographics than you can just
use -clogit- without the demographic variables, as information that
remains constant within individuals is already absorbed in the fixed
effects. Conceptually you can think of it as adding dummies for
individuals. If you do that than you can't add a dummy for sex, as all
the information in the sex dummy is already present in the person
dummy.

When I use the following -mixlogit- command, I get "comformability
error". Can anyone please suggest why and whats the best way to
accommodate demographic variables in the model?

mixlogit choice, group(n) id(id) rand(length frequency benefit age
sex education)

It is usually a good idea to simplify the model by making less
coefficients random. Mean centering the variables usually also helps. I
am actually not sure whether it makes sense to make time constant
variables random. I am willing to be confinced either way, but it looks
odd to me.
-- Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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--
Shehzad I Ali
Department of Social Policy & Social Work
University of York
YO10 5NG
+44 (0) 773-813-0094


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*   http://www.ats.ucla.edu/stat/stata/

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*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


--
Shehzad I Ali
Department of Social Policy & Social Work
University of York
YO10 5NG
+44 (0) 773-813-0094


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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