 |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: collinear problem with asclogit
Erly <[email protected]> is trying to run -asclogit- on a subsample of her
data and is getting non-convergence due to collinear variables.
> any suggestion for dealing with non-convergence due to collinear
> problem with asclogit?
> i have the problem when i tried to run the model on subsample.
I am assuming that the collinear variables are a result of generating temporary
variables for the case variables crossed with the alternative indicators. It
is possible that they can be collinear with other variables in the model. We
did an update for -asclogit- (and others) on October 15 of 2007 that should
have resolved this issue. Erly, if you have not updated your Stata recently,
try -update query- and follow the instructions.
If this is not the case I would like to see an example. You can email
me personally.
An example of the collinearity that I am thinking of is the following
. webuse choice
. gen byte sexcol = cond(car==2,sex,0)-cond(car==3,3*sex,0)
. asclogit choice sexcol dealer, casev(sex) case(id) altern(car) base(1) iter(5)
note: sexcol dropped because of collinearity
Iteration 0: log likelihood = -276.83154
Iteration 1: log likelihood = -257.34659
Iteration 2: log likelihood = -255.55681
Iteration 3: log likelihood = -255.5512
Iteration 4: log likelihood = -255.5512
Alternative-specific conditional logit Number of obs = 885
Case variable: id Number of cases = 295
Alternative variable: car Alts per case: min = 3
avg = 3.0
max = 3
Wald chi2(3) = 7.19
Log likelihood = -255.5512 Prob > chi2 = 0.0661
------------------------------------------------------------------------------
choice | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
car |
dealer | .0436522 .0329333 1.33 0.185 -.020896 .1082003
-------------+----------------------------------------------------------------
American | (base alternative)
-------------+----------------------------------------------------------------
Japan |
sex | -.6390918 .3105483 -2.06 0.040 -1.247755 -.0304283
_cons | -.1604799 .4730256 -0.34 0.734 -1.087593 .7666333
-------------+----------------------------------------------------------------
Europe |
sex | .4242441 .4496724 0.94 0.345 -.4570977 1.305586
_cons | -1.255797 .6455486 -1.95 0.052 -2.521049 .0094554
------------------------------------------------------------------------------
I can force Stata not to drop the variable using the -collinear- option so
we can try to emulate what Erly is experiencing. Note the use of the
-iterate()- option to prevent -asclogit- from iterating indefinitely
. asclogit choice sexcol dealer, casev(sex) case(id) altern(car) base(1)
. iter(5) collinear
note: variable sexcol has 79 cases that are not alternative-specific: there
is no within-case variability
note: model has collinear variables; convergence may not be achieved
Iteration 0: log likelihood = -276.83154 (not concave)
Iteration 1: log likelihood = -257.7044 (not concave)
Iteration 2: log likelihood = -256.6439 (not concave)
Iteration 3: log likelihood = -256.45667 (not concave)
Iteration 4: log likelihood = -256.30987 (not concave)
Iteration 5: log likelihood = -256.19723 (not concave)
convergence not achieved
Alternative-specific conditional logit Number of obs = 885
Case variable: id Number of cases = 295
Alternative variable: car Alts per case: min = 3
avg = 3.0
max = 3
Wald chi2(3) = .
Log likelihood = -256.19723 Prob > chi2 = .
------------------------------------------------------------------------------
choice | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
car |
sexcol | -.193752 .1565429 -1.24 0.216 -.5005705 .1130665
dealer | .0110145 .033136 0.33 0.740 -.0539309 .0759599
-------------+----------------------------------------------------------------
American | (base alternative)
-------------+----------------------------------------------------------------
Japan |
sex | -.3253459 .3730171 -0.87 0.383 -1.056446 .4057541
_cons | -.6267003 .4762739 -1.32 0.188 -1.56018 .3067795
-------------+----------------------------------------------------------------
Europe |
sex | .0755071 . . . . .
_cons | -1.926355 .6656893 -2.89 0.004 -3.231082 -.6216282
------------------------------------------------------------------------------
Warning: convergence not achieved
We can set constraints on the culprit (at least what might look like the
culprit) and rerun the model
. mat b = e(b)
. constraint 1 [Europe]sex = 0
. asclogit choice sexcol dealer, casev(sex) case(id) altern(car) base(1)
. iter(5) collinear constraints(1) from(b)
note: variable sexcol has 79 cases that are not alternative-specific: there
is no within-case variability
Iteration 0: log likelihood = -256.14909
Iteration 1: log likelihood = -255.55196
Iteration 2: log likelihood = -255.5512
Iteration 3: log likelihood = -255.5512
Alternative-specific conditional logit Number of obs = 885
Case variable: id Number of cases = 295
Alternative variable: car Alts per case: min = 3
avg = 3.0
max = 3
Wald chi2(3) = 7.19
Log likelihood = -255.5512 Prob > chi2 = 0.0661
( 1) [Europe]sex = 0
------------------------------------------------------------------------------
choice | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
car |
sexcol | -.1414147 .1498908 -0.94 0.345 -.4351953 .1523659
dealer | .0436522 .0329333 1.33 0.185 -.020896 .1082003
-------------+----------------------------------------------------------------
American | (base alternative)
-------------+----------------------------------------------------------------
Japan |
sex | -.497677 .3709171 -1.34 0.180 -1.224661 .2293071
_cons | -.1604799 .4730256 -0.34 0.734 -1.087593 .7666333
-------------+----------------------------------------------------------------
Europe |
sex | (dropped)
_cons | -1.255797 .6455486 -1.95 0.052 -2.521049 .0094553
------------------------------------------------------------------------------
I hope this helps.
-Rich
[email protected]
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/