Dear all,
I'm using STATA10 and have problems with the nlogit command. I kindly ask for your help:
My data comes from a choice experiment, in which subjects were asked to choose between two doctors (described in terms of gender and age) or to "opt-out", that is, chose neither of the two. I want to model this data as a nested logit model in which the choice among alternative doctors is nested within the choice to see a doctor at all.
I created an dummy variable "nodoc" that indicates whether subjects choose a doctor or not (the nest). The data is organized as follows:
Id Alt Gender Age Choice inc educ nodoc
1 1 -1 25 0 1 5 0
1 2 1 45 0 1 5 0
1 3 0 0 1 1 5 1
2 1 -1 60 1 4 1 0
2 2 -1 45 0 4 1 0
2 3 0 0 0 4 1 1
3 1 1 45 0 2 3 0
3 2 -1 25 1 2 3 0
3 3 0 0 0 2 3 1
My command in STATA10 is:
. nlogitgen nodoc = alt(no:1 | 2, yes: 3)
. nlogit Choice Gender Age || nodoc: inc educ || alt:, noconstant case(id)
STATA returns
note: branch 2 of level 1 is degenerate and the associated dissimilarity parameter ([yes_tau]_cons) is not defined;
Can someone please help me to understand:
- I really wonder whether I specified the code correctly to represent my model?
- How to interpret the above return message?
- And does that explain why there are only dots in the SE of the IV value?
I tried to figure it out, but all examples in the manuals etc. are structurally different (the nest is no opt-out as in my model).
Thank you very much in advance for your help!
Isaak
RUM-consistent nested logit regression Number of obs = 774
Case variable: id Number of cases = 258
Alternative variable: alt Alts per case: min = 3
avg = 3.0
max = 3
Wald chi2(5) = 77.80
Log likelihood = -210.15028 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
choice | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
alt |
gender | .6883889 .2263547 3.04 0.002 .2447419 1.132036
age | .1485912 .1587822 0.94 0.349 -.1626163 .4597986
------------------------------------------------------------------------------
nodoc equations
------------------------------------------------------------------------------
no |
inc | (base)
edu | (base)
-------- ----+----------------------------------------------------------------
yes |
inc | .0323411 .1466224 0.22 0.825 -.2550336 .3197158
edu | -.1373286 .169304 -0.81 0.417 -.4691584 .1945011
------------------------------------------------------------------------------
dissimilarity parameters
------------------------------------------------------------------------------
nodoc |
/no_tau | 1.089185 .3503095 .4025913 1.775779
/yes_tau| 1 . . .
------------------------------------------------------------------------------
LR test for IIA (tau = 1): chi2(1) = 0.07 Prob > chi2 = 0.7970
------------------------------------------------------------------------------
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