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st: nlogit / asclogit replicate choice-alternatives per case


From   Nils Wlömert <nils.wloemert@gmx.net>
To   statalist@hsphsun2.harvard.edu
Subject   st: nlogit / asclogit replicate choice-alternatives per case
Date   Thu, 2 Dec 2010 22:38:05 +0100

Dear listers,

my choice desingn includes multiple consecutive choice decisions per respondent (8 choices á 4 alternatives) and in some cases an alternative occurs twice per case (in different choice decisions).
This seems to cause problems estimating asclogit and nlogit and the  
following error messages occur:
nlogit: "note: 2324 cases (74368 obs) dropped due to no positive  
outcome or multiple positive outcomes per case"
asclogit: "variable alternative has replicate levels for one or more  
cases; this is not allowed"
(How) Is it possible to estimate asclogit and nlogit with multiple  
consecutive choices and replicate alternatives (in different choice  
decisions) per case? I have tried estimating both models with only one  
choice decision per case (4 alternatives each) which works fine.
Also, when estimating asclogit with effects-type coding the model does  
not converge due to collinearity (3 out of 26 parameters are dropped).
asclogit: "note: model has collinear variables; convergence may not be  
achieved"
What would be the best way to deal with collinarity in this case? The  
model does not converge when the parameters are kept.
Many thanks!

Nils.





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