There seems to be a typo in the line issuing the -constraint- command. Try:
constraint 1 [yes_tau]_cons=1
nlogit choice gender age || nodoc: inc educ|| alt:, noconstant
case(id) constraint(1)
Arne
On 17/08/07, Isaak Bergmann <[email protected]> wrote:
> 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
>
>
>
> > -----Urspr�ngliche 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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