Dear Arne (and other readers),
thanks for your help! I understand that you confirmed the structure of my model, i.e., the code reflects the model outlined verbally :-)
As suggested, I read through the respective parts of the manual regarding IV constraints in degenerate branches.
However, something is still wrong and I fail to understand what Stata is trying to tell me.
constraint 1=[yes_tau]_cons=1
nlogit choice gender age || nodoc: inc educ|| alt:, noconstant case(id) constraint(1)
returns
all constraints are invalid
r(459);
Any help and advice is highly appreciated, thank you again!
Isaak
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> Gesendet: 16.08.07 20:44:49
> An: [email protected]
> Betreff: Re: st: Nlogit Choice Model in STATA 10
>
> Hi Isaak,
>
> In the RUM-consistent nested logit model which is the default in Stata
> 10 the dissimilarity/IV parameter is not identified when the nest is
> degenerate, i.e. has only one alternative. Since this is the case in
> the 'yes' nest in your model, Stata constrains the IV parameter for
> this nest to 1. This is explained in the help file (Remark on
> degenerate branches) where its suggested that you use the
> -constraints()- option to set unidentified IV parameters to 1.
>
> Hope this helps.
>
> Arne
>
> On 16/08/07, Isaak Bergmann <[email protected]> wrote:
> > 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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