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st: mixlogit intercepts and correlation with other random coefficients


From   A S <[email protected]>
To   [email protected]
Subject   st: mixlogit intercepts and correlation with other random coefficients
Date   Wed, 5 Feb 2014 11:15:55 -0800

I am using the user-contributed command -mixlogit- from the SSC
archive with three fixed coefficient terms on dummy variables and four
random coefficients. I've read "Fitting mixed logit models using
maximum simulated likelihood" in The Stata Journal, 2007, 7 (3), 388 -
401 by Arne Risa Hole and some of his presentations to Stata User
Groups (e.g., www.stata.com/meeting/uk13/abstracts/materials/uk13_hole.pdf)
but still have three questions about including intercept terms in
-mixlogit-:

1. Does -mixlogit- include an intercept term? A thread
(http://statalist.1588530.n2.nabble.com/intercept-in-mixedlogit-td5140304.html)
suggests that it does not. However, upon explicitly including a vector
of 1s to estimate an intercept term, I receive the following error
(NB: I am using Stata 12.1):

"Some variables are collinear - check your model specification
r(498);"

I am able to use the official -mlogit- command with a vector of 1s
(and option "noconstant") without this issue. And, I can run the
following without an explicit intercept term without any issues:

mixlogit value sw ne co, group(chid) id(subject) rand(es eswatt scwatt
scpp) ln(2) corr nrep(500) cluster(subject)

'value' is the choice variable, and is '1' if the subject chose the
alternative and '0' otherwise.

If I add the vector of 1s to either the collection of variables with
fixed coefficients or that with random coefficients, I receive the
error cited above. Am I overlooking an obvious source of collinearity?

2. If mixlogit does not include an intercept term, then what is the
best way to include it in mixlogit aside from including a vector of
1s?

3. Is there a way to allow a random intercept that is uncorrelated
with the other random coefficients while allowing an arbitrary
correlation structure on the latter?

Thanks for your help.

-AS
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