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RE:RE: st: Mlogit with constraints


From   Maarten buis <[email protected]>
To   [email protected]
Subject   RE:RE: st: Mlogit with constraints
Date   Mon, 12 Dec 2005 20:43:50 +0000 (GMT)

At Mon 12/12/2005 10:30 AM, Richard Williams wrote:
> Also, one thing I find peculiar here is that the equality 
> constraint on the constants isn't working, i.e. the constant in 
> the first 3 equations is 0 while in the last it is non-zero.  I
> would have expected a non-zero and identical value for the 
> constant in all 4 equations. 

I agree with Richard that this is odd behaviour, I replicated it
with the auto dataset. Also the results are close but not quite
the same as the results from a logistic regression. Oh well, the
main message from this should be that if you want to estimate a 
logistic regresion, you should use -logistic- and not -mlogit- with lots of constraints. 

*---------example---------------
set more off
sysuse auto, clear
recode rep78 1=2
constraint 1 [2=4]: price foreign _cons
constraint 2 [4=5]: price foreign _cons
mlogit rep78 price foreign, con(1 2)
gen dum = rep78 == 3
logit dum price foreign
*-------end example-------------

Cheers,
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/
-----------------------------------------



	
	
		
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