Hi,
I have been trying to implement the nlogitrum command
but I am having no luck!!!
My data involve two upper level nests (fixa, nofixa).
Nofixa is a degenerate nest. fixa has two choices
within the branch: 1 or 2 (dollar or dem).
The structure of my tree given by stata is
regimedega regimea
--------------------------
nofixa 0
fixa 1
2
This tree was obtained by doing:
nlogitgen regimedega = regimea(nofixa: 0, fixa: 1 | 2)
I then run this:
nlogitrum choice dollar dem opendollar opendem if
year==1995,
group(ctryyr) nests(regimea regimedega)
ivc(nofixa=3.14)
I get the following error message:
could not calculate numerical derivatives
flat or discontinuous region encountered
r(430);
A few other things:
1. This is not because of the year on which I am
runing the data.
The data look basically like this for a typical
country in 1995
ctryyr choice regimea dollar dem opendollar opendem
open
| 676305 1 0 0 0 0 0 71.85 |
| 676305 0 1 1 0 71.85 0 71.85 |
| 676305 0 2 0 1 0 71.85 71.85 |
+-----------------------------------------------------
2. I get the same error message no matter which
arbitrary constraint I
put in for the inclusive value (ivc).
3. Finally and maybe most importantly: Is my data
structured
appropriately? There is a cryptic message (p.247)
about data structure
in Heiss' (excellent) Stata Journal article (vol2
Number 3 pp. 227-252)
about data setup that says, "nlogitrum only allows
explanatory variables
to directly enter the conditional probabilities of the
alternatives...it
does not make a difference at all if the nest-specific
variable is
specified for a nest or for all alternatives within
the nest..." I have
no idea what the implication of this is for my data.
As I understand it,
it only applies to variables we think might affect the
choice of nests
but not subalternatives in a nest.
Anyhow, any help or support anyone can offer would be
greatly
appreciated.
Chris Meissner
University of Cambridge
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