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Re: AW: st: AW: AW: conditional logit problem


From   [email protected]
To   [email protected]
Subject   Re: AW: st: AW: AW: conditional logit problem
Date   Fri, 27 Mar 2009 12:35:44 +0100 (CET)

Dear Martin and Annalisa,

For me the difference between the conditional mixed model, which is mine,
and the nested model, is that the second is "sequential", and the not the
first.
For example, the typic issue solved thanks to the conditional logit is
"explain the transport choices of individuals: take the bus, or the car,
or walk". The nested logit explains sequential choices. For example, first
choose between the car and the bus, the between the blue car and the red
car (or for an economic example: first the firm decide to export or to do
a FDI, second the country of the FDI.)

Martin, indeed I have the Stata10 version, but only the Stata8 manual ! So
I will try the "xtmelogit" command, thank you.
If Annalisa is economist, (and even if she is not), a very good example of
nested logit can be found here:
http://www.cepii.fr/anglaisgraph/workpap/summaries/2007/wp07-07.htm

> Dear Martin,
>
> my problem is that I should estimate a nested (mixed) multinomial logit
> model. It seems the xtmelogit command does not allow to run multinomial
> logit models.
> I am estimating a RUM so stata 10 seems more appropriate to my model than
> stata 8, but I cannot sort out the problem and I also received messages
> like the one's Isabelle received. I also tried to interact the variables
> like Isabelle is suggesting, but it didn't work.
>
> Maybe Isabelle's problem is different from mine.
> I have been spending several time on the commands, but I didn't find a
> solution to get a correct estimate, maybe because I am new to the nested
> logit.
> I checked on the Stata manual, Stata help the Cameron and Trivedi's book
> "Microecnometrics using stata", their website and several other documents,
> but I could not find a command.
> Maybe this is just a problem linked to a nested logit. That's why I am
> planning to estimate it by programming myself the ML.
>
> I replied to Isabelle's message because it seems that the problems are
> strictly correlated, but I talked on the base of my experience.
>
> If you have any suggestions are more than welcome!
>
> Best,
>
> Annalisa
>
>
>
> --On 27 March 2009 11:39 +0100 Martin Weiss <[email protected]> wrote:
>
>>
>> <>
>>
>> Annalisa,
>>
>> what is the difference between your proposal and -xtmelogit-? One
>> difference for Isabelle obviously would be that Stata 8 does not provide
>> her with this commmand, as it was, AFAIK, introduced in Stata 10. But
>> she
>> might have access to a more recent Stata version...
>>
>>
>>
>> HTH
>> Martin
>>
>>
>> -----Ursprüngliche Nachricht-----
>> Von: [email protected]
>> [mailto:[email protected]] Im Auftrag von Annalisa
>> Marini Gesendet: Freitag, 27. März 2009 11:35
>> An: [email protected]
>> Betreff: Re: st: AW: AW: conditional logit problem
>>
>> Dear Isabelle,
>>
>> If I am not wrong you have a mixed logit. I am also working on a mixed
>> logit by using stata and I think one solution (I am also starting to
>> use)
>> is that of programming yourself the ML rather than using stata commands.
>>
>> If anyone has other (better and wuicker) suggestions are more than
>> welcome  since I have been spending a lot of time on these nested logit
>> commands!
>>
>> Many thanks.
>>
>> Annalisa
>>
>>
>> --On 27 March 2009 11:28 +0100 [email protected] wrote:
>>
>>> Thank you very much Martin, for your very useful help.
>>>
>>> -First of all I just had a look at "va" and you were right: there is a
>>> pb
>>> with it because sometimes I have different va for a same firm. So I
>>> have
>>> to check how I obtained it and to improve that.
>>>
>>> -Secondly I sought in the STATA8 manual, which explains that individual
>>> variables (like va, or sex if the observations were human), have to be
>>> multiplied by dummy variables for the choices:
>>>
>>> it is the beginning of the example's dataset in the manual:
>>> id     car        choice     dealer      sex     income
>>> 1      American     0           18       male     46
>>> 1      Japan        0            8       male     46
>>> 1      Europe       1           5        male      46
>>>
>>> 2      American     0           17       male     26
>>> 2      Japan        1           6        male     26
>>> 2      Europe       0           2        male      26
>>>
>>> "car": nationality of the car's manufacturer
>>> "dealer": number of dealerships of each nationality in the consumer's
>>> city
>>>
>>> ***
>>> gen japan=(car==2)
>>> gen europe=(car==3)
>>> gen sexeur=sex*japan
>>> gen sexjap=sex*jap
>>> gen incjap=income*japan
>>> gen inceur=income*europe
>>> ***
>>>
>>> and to run :
>>>
>>> ***
>>> clogit choice japan europe sexjap sexeur incjap inceur delaer, grou(id)
>>> ***
>>>
>>>
>>> But I am a bit afraid of doing that, because in all I have 66
>>> countries,
>>> and  7 firm's variables, so, even if I keep only 2 or 3 firm's
>>> variables,
>>> there will be a lot of dummies in my results.
>>>
>>>
>>>
>>>
>>>>
>>>> <>
>>>>
>>>> One thing for Isabelle to consider: When I replace just one value of
>>>> va
>>>> with
>>>> "0" during the -input-, the message does not appear for "va", but for
>>>> "ln(va)". So Isabelle might want to check her data set and maybe
>>>> report
>>>> -inspect va- to the list...
>>>>
>>>>
>>>>
>>>> HTH
>>>> Martin
>>>>
>>>>
>>>> -----Ursprüngliche Nachricht-----
>>>> Von: [email protected]
>>>> [mailto:[email protected]] Im Auftrag von Martin
>>>> Weiss Gesendet: Freitag, 27. März 2009 10:10
>>>> An: [email protected]
>>>> Betreff: st: AW: conditional logit problem
>>>>
>>>>
>>>> <>
>>>>
>>>> Actually, Stata complains whether you enter "va" or its log into
>>>> -clogit-: "
>>>> note: ... omitted because of no within-group variance." It would be
>>>> weird for the log transform to change the effect of va as the
>>>> transform
>>>> itself cannot generate any variance within the groups.
>>>>
>>>> The problem is mentioned in [R]clogit, p. 284.
>>>>
>>>> *************
>>>> clear*
>>>> inp double siren   va  str10 country   tax    double  GDP   choice
>>>> 17251067     94997     Spain        .35     777000000000       1
>>>> 17251067     94997     Brazil       .34     486000000000      0
>>>> 17251067     94997     Italy        .38    1330000000000     0
>>>> 17251068   28142     Brazil       .34     486000000000       1
>>>> 17251068   28142    Spain       .35     777000000000       0
>>>> 17251068   28142    Italy        .38    133000000000       0
>>>> 17251069     75758    Italy        .38    13300000000       1
>>>> 17251069     75758    Spain        .35    777000000000      0
>>>> 17251069     75758     Brazil        .34    486000000000      0
>>>> end
>>>> l, noo sepby(va)
>>>> g lntax=log(tax)
>>>> g lnGDP=log(GDP)
>>>> encode country, gen(newcountry)
>>>> drop country
>>>> rename newcountry country
>>>> * w/o va
>>>> clogit choice country lntax lnGDP , group(siren) iter(10) nolog
>>>> *with va
>>>> clogit choice country lntax lnGDP va, group(siren) iter(10) nolog
>>>> g lnva=log(va)
>>>> *with ln(va)
>>>> clogit choice country lntax lnGDP lnva, group(siren) iter(10) nolog
>>>> *************
>>>>
>>>> Might -asclogit- be a way out for Isabelle?
>>>>
>>>> HTH
>>>> Martin
>>>>
>>>>
>>>> -----Ursprüngliche Nachricht-----
>>>> Von: [email protected]
>>>> [mailto:[email protected]] Im Auftrag von
>>>> [email protected]
>>>> Gesendet: Freitag, 27. März 2009 09:42
>>>> An: [email protected]
>>>> Betreff: st: conditional logit problem
>>>>
>>>> Dear statalisters,
>>>>
>>>> I have  a dataset with firms, to which is attributed a number called
>>>> "siren", and characteristics of thses firms (exportations, size, value
>>>> added...). I have too the country in which they decide to invest, and
>>>> characteristics of this country (GDP, population, tax rate, labor
>>>> costs...)
>>>>
>>>> So my database looks like this (it is an example with 3 firms which
>>>> choose one unique country):
>>>> siren	   va	   country     tax	    GDP          choice
>>>> 17251067	   94997	   Spain	      .35	    7.77e+11
>>>> 1
>>>> 17251067	   94997	   Brazil	      .34	    4.86e+11
>>>> 0
>>>> 17251067	   94997	   Italy        .38    1.33e+12      0
>>>>
>>>> 3.025e+08   28142	   Brazil	      .34	    4.86e+11       1
>>>> 3.025e+08   28142    Spain	      .35	    7.77e+11       0
>>>> 3.025e+08   28142    Italy        .38    1.33e+12       0
>>>>
>>>> 3.026e+08	   75758    Italy        .38    1.33e+12       1
>>>> 3.026e+08	   75758    Spain	       .35    7.77e+11       0
>>>> 3.026e+08	   75758 	   Brazil	       .34    4.86e+11
>>>> 0
>>>>
>>>>
>>>> When I run a conditional logit with only countries'characteristics as
>>>> regressors (***clogit choice country lntax lnGDP, group(siren)**,
>>>> where
>>>> lntax and lnGDP are the log of tax and GDP), it is OK.
>>>> But what I don't understand is this point:
>>>>
>>>> -When I add value added as a control variable (***clogit choice
>>>> country
>>>> lntax lnGDP va, group(siren)***), it works, even if the coefficient
>>>> for
>>>> va is strange.
>>>> -When I add the log of value added as a control variable ((***clogit
>>>> choice country lntax lnGDP lnva, group(siren)***), STATA refuses to
>>>> provide results and write:"outcome does not varies in any group".
>>>>
>>>> So I wonder why it is ok in a case and not in the other else which is
>>>> very similar, and I don't know what kind of logit to run which allows
>>>> me
>>>> to mix the two types of variables.
>>>>
>>>>
>>>>
>>>> Thank you very much for help,
>>>>
>>>> Isabelle
>>>>
>>>>
>>>> *
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>>>>
>>>>
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>>>>
>>>>
>>>> *
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>>>>
>>>
>>>
>>> *
>>> *   For searches and help try:
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>>> *   http://www.ats.ucla.edu/stat/stata/
>>
>>
>>
>> ----------------------
>> Annalisa Marini
>> Department of Economics
>> University of Bristol
>> 8 Woodland Road
>> Bristol BS8 1TN
>> United Kingdom
>>
>> e-mail: [email protected]
>>
>> *
>> *   For searches and help try:
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>>
>>
>> *
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>
>
>
> ----------------------
> Annalisa Marini
> Department of Economics
> University of Bristol
> 8 Woodland Road
> Bristol BS8 1TN
> United Kingdom
>
> e-mail: [email protected]
>
> *
> *   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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