Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Michael Mitchell <Michael.Norman.Mitchell@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: xi3 / nlogit |
Date | Fri, 3 Dec 2010 16:31:22 -0800 |
Dear Nils When I wrote -xi3-, I don't think these models existed (or if they did, I did not have them in mind). So, unfortunately, -xi3- does not immediately work with programs like -xtmixed-, or -nlogit-, because it gets confused by the pipes -||-. However, you can still use -xi3- if you do it in a two step process. For example, here is using -xi3- in a one step process to do a regression . sysuse auto (1978 Automobile Data) . xi3: regress price e.rep78 g.foreign e.rep78 _Irep78_1-5 (naturally coded; _Irep78_1 omitted) g.foreign _Iforeign_0-1 (naturally coded; _Iforeign_0 omitted) Source | SS df MS Number of obs = 69 -------------+------------------------------ F( 5, 63) = 0.19 Model | 8372481.37 5 1674496.27 Prob > F = 0.9670 Residual | 568424478 63 9022610.75 R-squared = 0.0145 -------------+------------------------------ Adj R-squared = -0.0637 Total | 576796959 68 8482308.22 Root MSE = 3003.8 ------------------------------------------------------------------------------ price | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- _Irep78_2 | 188.879 1024.352 0.18 0.854 -1858.124 2235.882 _Irep78_3 | 646.8116 710.873 0.91 0.366 -773.7548 2067.378 _Irep78_4 | 274.3754 799.3802 0.34 0.733 -1323.059 1871.809 _Irep78_5 | 104.1799 1036.513 0.10 0.920 -1967.126 2175.486 _Iforeign_1 | 36.7572 1010.484 0.04 0.971 -1982.533 2056.048 _cons | 5797.125 581.597 9.97 0.000 4634.896 6959.353 ------------------------------------------------------------------------------ Instead, we can first use -xi3- to create the coded variables.... . xi3 e.rep78 g.foreign e.rep78 _Irep78_1-5 (naturally coded; _Irep78_1 omitted) g.foreign _Iforeign_0-1 (naturally coded; _Iforeign_0 omitted) And then we can include the coded variables into the model, as shown below. . regress price _Irep78_2 _Irep78_3 _Irep78_4 _Irep78_5 _Iforeign_1 Source | SS df MS Number of obs = 69 -------------+------------------------------ F( 5, 63) = 0.19 Model | 8372481.37 5 1674496.27 Prob > F = 0.9670 Residual | 568424478 63 9022610.75 R-squared = 0.0145 -------------+------------------------------ Adj R-squared = -0.0637 Total | 576796959 68 8482308.22 Root MSE = 3003.8 ------------------------------------------------------------------------------ price | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- _Irep78_2 | 188.879 1024.352 0.18 0.854 -1858.124 2235.882 _Irep78_3 | 646.8116 710.873 0.91 0.366 -773.7548 2067.378 _Irep78_4 | 274.3754 799.3802 0.34 0.733 -1323.059 1871.809 _Irep78_5 | 104.1799 1036.513 0.10 0.920 -1967.126 2175.486 _Iforeign_1 | 36.7572 1010.484 0.04 0.971 -1982.533 2056.048 _cons | 5797.125 581.597 9.97 0.000 4634.896 6959.353 ------------------------------------------------------------------------------ I know it is a kludge, but I hope it works for you. Best regards, Michael N. Mitchell Data Management Using Stata - http://www.stata.com/bookstore/dmus.html A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html Stata tidbit of the week - http://www.MichaelNormanMitchell.com On Fri, Dec 3, 2010 at 4:07 PM, Nils Wlömert <nils.wloemert@gmx.net> wrote: > Dear listers, > > I would like to use effect-coding (via xi3) with nlogit: > > xi3: nlogit decision p_ppd p_fl e.p_drm e.fl_drm e.ad e.cat e.nobuy || type: > || alternative:, noconst case(case_1) > > However, I get the following error: > > "|" invalid name > r(198); > > Does xi3 work with nested models at all? > > Estimation works fine without effect-coding via xi3. > > Many thanks! > > Nils > * > * 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/ > * * 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/