Another question as regards mlogit with constraints.
I captured fixed effects through constants. What about random effects? How to
capture them?
I really appreciated your advices,
Edlira
Scrive Maarten Buis <[email protected]>:
> Edlira:
>
> Just because you prefer one set of coefficients, doesn't mean that that is
> the best way of describing the relationship. By constraining all parameters
> (including the constant) to be the same you have, in essence, done a single
> logit of categories 2 till 5 against category 1, which is a severe constraint
> which needs to be justified. Deciding whether this constraint is justified is
> what we do when testing constraints. So doing a log likelihood ratio test of
> the unconstrained model and the constrained model (-help lrtest-) seems in
> order before reporting the constrained model.
>
> Note that if you constrain all the parameters (including the constant) to be
> the same than the probabilities of group membership for an average individual
> will also be the same for all groups. A more sensible constraint would be to
> let the constant be different across groups and constrain the effect of time
> to be the same across groups.
>
> HTH,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting adress:
> Buitenveldertselaan 3 (Metropolitan), room Z214
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of Edlira Narazani
> Sent: maandag 12 december 2005 10:19
> To: [email protected]
> Subject: Re: st: Mlogit with constraints
>
> Richard, I am simply constraining the coefficients to be the same across
> equations as I prefer to have only one set of coefficients for each
> alternative. Actually they are the same but the constants drop out.
>
> I'm not testing whether categories can be combined. I just need a set ONLY
> one
> set of coefficients and the probabilities for each alternative.
>
> Best
>
> Scrive Richard Williams <[email protected]>:
>
> > At 01:34 PM 12/11/2005, narazani wrote:
> > >Thank you Richard. Here you have all constraints. There are 5
> > >alternatives and 2
> > >independent variables.
> > >
> > >Looking forward to hearing to you
> > >Best, edlira
> > >
> > >. cons 1 [2=3]: time cost1 _cons
> > >
> > >. cons 2 [3=4]: time cost1 _cons
> > >
> > >. cons 3 [4=5]: time cost1 _cons
> > >
> > >. mlogit av20 time cost1 if
> (location>1|location<6|location>6)&purpose==1,
> > >cons(1-3) basecat(1)
> >
> > What exactly are you trying to accomplish? Are you trying to see if
> > categories 2, 3, 4, & 5 can all be combined or something? I am not
> > quite sure why the constants come out the way they do, but other than
> > that the results seem consistent with your constraints. You are
> > constraining the coefficients to be the same across equations, and
> > indeed they are. If that isn't what you want, you need to re-think
> > the constraints.
> >
> > If you are trying to test whether categories can be combined, Long &
> > Freese discuss this starting on p.203 of "Regression Models for
> > categorical dependent variables using Stata, Revised edition." Their
> > tests do not involve constraints on the intercepts. Do -findit
> > spostado-, install the version that is appropriate for your version
> > of Stata, and use the -mlogtest, combine- command.
> >
> >
> > -------------------------------------------
> > Richard Williams, Notre Dame Dept of Sociology
> > OFFICE: (574)631-6668, (574)631-6463
> > FAX: (574)288-4373
> > HOME: (574)289-5227
> > EMAIL: [email protected]
> > WWW (personal): http://www.nd.edu/~rwilliam
> > WWW (department): http://www.nd.edu/~soc
> >
> > *
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> >
>
>
>
>
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