Re: st: Re: Multinomial with Conditioning Variable unique to each response?

[Jill Klingner <klin0089@umn.edu>]

Could you send me that do file also? thanks, Jill

At 12:25 PM 7/29/2005, you wrote:
> Rafa,
>
> Thank you very much. I think I understand.
> Please do send that do file off the list if you can. I would love to look 
> at it.
>
> Best,
> --Javi
>
> R.E. De Hoyos wrote:
>
>
> > Javier,
> >
> > You can model this using the -clogit- command.
> >
> > Since the -mlogit- is a -clogit- where the parameters are allowed to 
> > differ across outcomes, you need to create dummy variables for each 
> > outcome and then interact them with the "characteristics of the individuals".
> >
> > If you need an example, see:
> >
> > http://www.ats.ucla.edu/stat/stata/examples/greene/greene19.htm
> >
> > I also have a do-file that I can send you off the list.
> >
> > Best,
> > Rafa
> >
> >
> > ----- Original Message ----- From: "Javier Miranda" 
> > <javier.miranda@census.gov>
> > To: <statalist@hsphsun2.harvard.edu>
> > Sent: Friday, July 29, 2005 5:57 PM
> > Subject: Re: st: Re: Multinomial with Conditioning Variable unique to 
> > each response?
> >
> >
> >
> > > So, the way I understand it is I need a combination of multinomial and 
> > > conditional logit formulations. I need a model where the choice outcome 
> > > depends on the characteristics of the individual making the decision as 
> > > well as the  attributes of the choices (which influence the decision). I 
> > > still need a normalization constraint so that the probabilities add up 
> > > to 1.  So what I need is a multinomial to estimate the probability of 
> > > observing a particular event given a set of explanatory variables but 
> > > where one of the explanatory variables describes attributes of the 
> > > choices (not the individual making the choice). In that sense it is 
> > > conditional on some of the attributes of the choice.  The question is 
> > > how do I model this?
> > >
> > > R.E. De Hoyos wrote:
> > >
> > >
> > > > Javier,
> > > >
> > > > I couldn't quite follow your question. In the multinomial logit model 
> > > > what varies across outcomes (in your case years) is the parameter not 
> > > > the independent variables, hence you do have a unique set of 
> > > > explanatory variables across alternatives for every unit of observation.
> > > >
> > > > You said:
> > > > > More specifically, say I want to model the probability of an event
> > > >
> > > >
> > > > > occurring in any of four years, 1982, 1983, 1984 and 1985.
> > > >
> > > >
> > > > This sounds more like a conditional logit (-help clogit-). Although the 
> > > > conditional and the multinomial logit are mathematically the same, the 
> > > > nature of the problem they pretend to capture is completely different. 
> > > > In the conditional logit you are estimating the probability of 
> > > > occurrence of ANY event given a set of explanatory variables. In this 
> > > > case, the parameters are the same across outcomes and what varies is 
> > > > the explanatory variables. In the multinomial logit what you estimate 
> > > > is the probability of observing a particular event given a set of 
> > > > explanatory variables (given a normalization needed for identification, 
> > > > the results are interpreted as relative probabilities compared to the 
> > > > base outcome.)
> > > >
> > > > I hope this helps,
> > > >
> > > > Rafa
> > > > ________________________
> > > > R.E. De Hoyos
> > > > Faculty of Economics
> > > > University of Cambridge
> > > > CB3 9DE, UK
> > > > www.econ.cam.ac.uk/phd/red29/
> > > >
> > > > ----- Original Message ----- From: "Javier Miranda" 
> > > > <javier.miranda@census.gov>
> > > > To: <statalist@hsphsun2.harvard.edu>
> > > > Sent: Friday, July 29, 2005 3:48 PM
> > > > Subject: st: Multinomial with Conditioning Variable unique to each 
> > > > response?
> > > >
> > > >
> > > >
> > > > > I want to estimate a Multinomial Logit Model where one of the 
> > > > > conditioning variables is unique across alternatives.
> > > > > More specifically, say I want to model the probability of an event 
> > > > > occurring in any of four years, 1982, 1983, 1984 and 1985.
> > > > > Now, say one of the conditioning variables is unque across 
> > > > > alternatives; for example, assume the interest rate differs each year.
> > > > > Now, if I estimate this model and generate the predicted probabilities 
> > > > > I end up with a set of probibilites for each interest rate by year.
> > > > > This is not right. Any suggestions as to what model I should be 
> > > > > looking at?
> > > > >
> > > > > Thanks Much
> > > > > --javier miranda
> > > > >
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