Re: st: conditional and mixed logit

[Shehzad Ali <sia500@york.ac.uk>]

Thanks, Arne. This advice is spot on and one I will follow.

Regards,
Shehzad

On Jan 19 2009, Arne Risa Hole wrote:

> Shehzad,
>
> First of all the -mixlogit- error message you received suggests that
> you do not have the latest version of the module, type -ssc install
> mixlogit, replace- to update. You will still receive an error msg but
> it should be related to the fact that the model is not identified as
> you have several explanatory variables with no within-group variation.
>
> To use demographics in discrete choice models of this sort they have
> to be interacted with alternative-specific constants, see the help and
> manual entry for -asclogit- for more information. Make sure you can
> get your -clogit- or -asclogit- model to run *before* using
> -mixlogit-, if the simpler models (without random coefficients) are
> not identified you can be sure that the more complicated models won't
> be either.
>
> I also strongly recommend you to follow Maarten's advice and build up
> complexity gradually, start with one or two random coefficients and
> take it from there.
>
> I hope this helps.
>
> Arne (author of -mixlogit-)
>
> 2009/1/19 Shehzad Ali <sia500@york.ac.uk>:
> > Thank you, Maarten, this is very helpful.
> >
> > Regarding the demographic variables, would you use the same logic for 
> > the mixed logit models and leave these variables out? When I tried 
> > leaving them in, I keep getting conformability error with -mixlogit-.
> >
> > Your suggestion of not making time-related variables random makes sense 
> > but I still get the conformability error when using demographic 
> > variable.
> >
> > Regards,
> >
> > Shehzad
> >
> > On Jan 19 2009, Maarten buis wrote:
> >
> > > --- Shehzad Ali <sia500@york.ac.uk> wrote:
> > > > I am using conditional and mixed logit models for discrete choice
> > > > data (-clogit- and -mixlogit-). The demographic characteristics like
> > > > age, sex, education etc obviously do not vary for the same
> > > > respondent. When I use them the following model, Stata drops the
> > > > demographic variables from the model.
> > > >
> > > > clogit choice length frequency benefit age sex education, group(n)
> > > >
> > > > Its understandable that since demographic variables do not vary
> > > > within each a choice set (n) the demographic variables will not be
> > > > allowed. But these variables do vary between individuals and I want
> > > > to account for that. Can I use mixed logit model for this purpose?
> > >
> > > If you just want to control for these demographics than you can just
> > > use -clogit- without the demographic variables, as information that
> > > remains constant within individuals is already absorbed in the fixed
> > > effects. Conceptually you can think of it as adding dummies for
> > > individuals. If you do that than you can't add a dummy for sex, as all
> > > the information in the sex dummy is already present in the person
> > > dummy.
> > >
> > > > When I use the following -mixlogit- command, I get "comformability
> > > > error". Can anyone please suggest why and whats the best way to
> > > > accommodate demographic variables in the model?
> > > >
> > > > mixlogit choice, group(n) id(id) rand(length frequency benefit age
> > > > sex education)
> > >
> > > It is usually a good idea to simplify the model by making less
> > > coefficients random. Mean centering the variables usually also helps. I
> > > am actually not sure whether it makes sense to make time constant
> > > variables random. I am willing to be confinced either way, but it looks
> > > odd to me.
> > > -- Maarten
> > >
> > > -----------------------------------------
> > > Maarten L. Buis
> > > Department of Social Research Methodology
> > > Vrije Universiteit Amsterdam
> > > Boelelaan 1081
> > > 1081 HV Amsterdam
> > > The Netherlands
> > >
> > > visiting address:
> > > Buitenveldertselaan 3 (Metropolitan), room N515
> > >
> > > +31 20 5986715
> > >
> > > http://home.fsw.vu.nl/m.buis/
> > > -----------------------------------------
> > >
> > >
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> >
> > --
> > Shehzad I Ali
> > Department of Social Policy & Social Work
> > University of York
> > YO10 5NG
> > +44 (0) 773-813-0094
> >
> >
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--
Shehzad I Ali
Department of Social Policy & Social Work
University of York
YO10 5NG
+44 (0) 773-813-0094


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