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RE: st:about the maximum dimension of mixlogit estimation
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
RE: st:about the maximum dimension of mixlogit estimation
Date
Tue, 19 Jun 2012 12:40:45 +0100
This lacks explanation of where -mixlogit- comes from and the exact code that you typed.
See Statalist FAQ if you are mystified on why these are expected.
Nick
[email protected]
Nina YIN
I am trying to estimate a mixed logit model using command -mixlogit.
Because of the endogeneity problem, I include product-specific fixed
effects(around 20 products) in rand() option to control the
unobservable products characteristics, and also I include some
interaction terms of alternative-characteristics with individual
attributes in rand() option(not much, at the beginning I tried 2 or 3
interaction terms). Then the error comes out with" maximum dimension
is 20".
Does that mean the maximum number of coefficients can be no larger
than 20? What determines the maximum dimension in this model?
In one of my reference, the author use -clogit fixed coefficient logit
model, the number of his coefficients is around 200. Why in my model,
I can't replicate it using -mixlogit command?
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