Stephen
-------------------------------------------------------------
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374. Fax: +44 1206 873151.
http://www.iser.essex.ac.uk
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> John Hendrickx
> Sent: 09 December 2003 14:34
> To: [email protected]
> Subject: Re: st: mlogit with alternative specific variables
>
>
> I think what you should try to do is to respecify your
> -clogit- model as an -stcox- model. The Cox proportional
> hazards event history model is strongly related to the
> conditional logit model. If there are no time varying
> covariates, choice of an alternative is indicated by a time
> duration of 1, and non-choice is indicated as censured, the
> pseudo-loglikelihood of the Cox model simplifies to the
> likelihood function of the conditional logit model. Data
> structure is the same, estimates and standard errors ditto.
> Once you've specified the
> -clogit- model as -stcox-, the step to an event history model
> should be straightforward
>
> Examples using SPSS and SAS can be found at
> http://www.xs4all.nl/~jhckx/mcl/
> More information can be found in:
>
> Allison, Paul D. and Nicholas Christakis
> 1994 �Logit models for sets of ranked items.� Pp. 199-228 in
> Peter V. Marsden (ed.), Sociological Methodology 1994.
> Oxford: Basil Blackwell.
>
> Hope this helps,
> John Hendrickx
>
> --- Peter Haan <[email protected]> wrote:
> > Dear Statalist,
> > my question is about the multinomial logit model.
> > My model includes both, individual and alternative specific
> variabels.
> > So far I have estimated my model with clogit, which works fine.
> > Now I want to translate the clogit model into a mlogit including
> > the
> > alternative specific variables. The reason for the model chnage is
> > that
> > eventually I want to estimate a discrete time hazard model, which
> > can be
> > written as a mlogit.
> > As far as I understand Maddala (1983) mlgoit and clogit should be
> > equivalent with both individual and alternative specific variabels.
> > However, so far I did not get the equivalent probabilities when I
> > am
> > using mlogit, the problem I suppose is the wrong data structure.
> > My structure: persnr outcomevariable (1 or2 or3) indspecific
> > vars
> > X(kat1) X(kat2) X(kat3)
> > Hence, each ind has one row
> >
> > Do you have an idea in which form I need to construct my data?
> >
> > thank you very much for you help
> > peter
> >
> > --
> >
> > Peter Haan
> > Wissenschaftlicher Mitarbeiter
> > Deutsches Institut f�r Wirtschaftsforschung (DIW Berlin) German
> > Institute for Economic Research Abt. Staat / Dept. Public Economics
> > K�nigin-Luise-Stra�e 5, 14195 Berlin
> > Tel. +49/30/89789-165, Fax. +49/30/89789-114
> >
> >
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>
>
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