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Re: st: Conditional Logit query


From   Claire Johnstone <[email protected]>
To   "" <[email protected]>
Subject   Re: st: Conditional Logit query
Date   Tue, 3 Feb 2004 16:53:46 +0000

Dear Stas, thanks for getting back to me with that.  I have a query 
regarding mlogit, hope you don't mind me asking...Do you know why Stata 
gives an error message "too few categories" when you run mlogit with 
frequency weights, but if you run the same mlogit model without specifying 
frequency weights then it doesn't give this error message, even if the 
dependent variable is the same in both (0 or 1 values for depvar)?

Cheers
Claire

Quoting Stas Kolenikov <[email protected]>:

> --- In statalist, Claire Johnstone wrote:
> > Dear Stata-users, I have 2 queries re. Conditional Logit (I've searched
> > online help & don't have a manual). These are:
> > 1. Is there a maximum number of alternatives you can have in a choice
> > set?
> 
> As long as -clogit- is the same as -xtlogit-, the question can be restated
> as "What is the maximum number of observations per panel?", and you can
> find that in -help limits- to be the maximum matsize (800 for Intercooled,
> 11K for SE).
> 
> > 2. Can you have multiple positive responses to alternatives in a single
> > choice set?
> 
> Again, as long as you can have multiple 1's in the panel setting, this
> should work for the regular -clogit-, too. By trial and error,
> 
> . clogit for pri, group(rep)
> 
> note: multiple positive outcomes within groups encountered.
> note: 2 groups (10 obs) dropped due to all positive or
>       all negative outcomes.
> Iteration 0:   log likelihood = -23.108062
> Iteration 1:   log likelihood = -23.107154
> 
> Conditional (fixed-effects) logistic regression   Number of obs   =       
> 59
>                                                   LR chi2(1)      =     
> 0.00
>                                                   Prob > chi2     =   
> 0.9660
> Log likelihood = -23.107154                       Pseudo R2       =   
> 0.0000
> 
> 
----------------------------------------------------------------------------
--
>      foreign |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
> Interval]
> -------------
+----------------------------------------------------------------
>        price |   5.58e-06   .0001307     0.04   0.966    -.0002507  
> .0002618
> 
----------------------------------------------------------------------------
--
> 
> all Stata does is it notes to you that there are multiple positive
> outcomes, but does not halt on that.
> 
> As for the weights question, I don't think there is any way around it
> except for explicitly -expand-ing your data, so if you really have tons of
> implied observations under [fw], you might be in trouble as regarding the
> number of observations per panel / choice set.
> 
>  ---                                    Stas Kolenikov
>  --       Ph.D. student in Statistics at UNC-Chapel Hill
>  - http://www.komkon.org/~tacik/  -- [email protected]
> 
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