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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Using mixlogit as a substitute of xtlogit. |

Date |
Fri, 4 Jun 2010 01:31:22 -0700 (PDT) |

--- On Fri, 4/6/10, ippab ippab wrote: > I am wondering if there is any benefit of using mixlogit > for a binary dependent variable in a panel data. > Basically, to use mixlogit, I will have to create two > alternatives (which are complementary), an alternative > specific constant, and interactions between independent > variables and the alternative specific constant. Is > this is a wise thing to do? No, you should get very similar results, and the differences are due to particularities of the maximizing algorithms, so have no substantive interpretation. > My vague understanding is that mixlogit allows for more > heterogeneity than xtlogit. Not true, the value of -mixlogit- is that it allows one to estimate a random effects model within a multinomial logit. > But, I am confused about interpreting a population average > beta obtained from xtlogit in light of estimates from > mixlogit. Just to give an example, if the estimate > for x1 is 2.05 from xtlogit, the interpretation would be > that increasing x1 increases the the likelihood of y=1. > Now, getting a similar estimate from mixlogit, e.g., mean > is 2.5 for x1 with std 3.10, makes the interpretation > complicated. This means for about 20.9% of the sample, > increasing x1 does not increase the likelihood of > y=1. Am I understanding these correctly? Yup, and now it is more clear to me why you are comparing with -mixlogit-. I guess that you were interested in making some of the coefficients random as well. If that is the case then you should have used -xtmelogit- instead. > The more critical question is, if more than 20% or 30% of > the sample have different preference, what does it mean to > have a positive significant coefficient (mean)? It means that people behave differently to the same stimulus, but that on average the effect is positive. A possible next step would be to try to explain this variation by adding interactions between higher level variables and the lower level variable x1. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/

**Follow-Ups**:**Re: st: Using mixlogit as a substitute of xtlogit.***From:*Arne Risa Hole <arnehole@gmail.com>

**References**:**st: Using mixlogit as a substitute of xtlogit.***From:*ippab ippab <ippab.statalist@gmail.com>

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