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st: Multinomial logit with a nonlinear combination utility equation
From
"Simons, Chris N" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Multinomial logit with a nonlinear combination utility equation
Date
Tue, 1 Nov 2011 13:15:57 -0400
I'm new to Stata and I want to estimate a multinomial logit model where the logit utility equation is not a simple linear combination. Some of the variables to be estimated must be within a log operation. For example, the utility equation typically looks like this:
Util = p1*a + p2*b + ln(c + p3*d)
where p1, p2 and p3 are the parameters to be estimated and a, b, c and d are independent variables.
It's my understanding that standard solution algorithms may have a difficult time solving such a problem and that specialized algorithms may be necessary. I've looked at the -ml- command and trying to figure out how to program the problem including specify the log-likelihood functions, gradients and hessian's is daunting enough (for me - maybe not for many of you!). I'm concerned that even if I did manage to specify them correctly the solution algorithm may still struggle.
Is there an existing package (or other command) to handle such estimations? I have been unable to find any in my searches. Any advice would be appreciated.
I'm currently using Stata/SE 11.2 for Windows (32-bit) Born 30 Mar 2011.
Thanks,
Chris
Chris N. Simons
Senior Transportation Planner
ATKINS
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