[Limdep Nlogit List] repost with adapted tables, sorry for inconvenience
Abdulbaki Bilgic
tebrik at yahoo.com
Wed Nov 8 10:04:51 EST 2006
Dear Dr. Koetse,
Check E19-43 in LIMDEP V8 for how you can arrange the data in a single
line. I think what you need is that you have to create additional
variables indicating that your temperature and rain variables vary to
choice mode. In such a case, temper1 temper2...temp7 and rain1
rain2...rain7 and the rest is the same. Your model is I guess
conditional logit model mixing of choice mode and individual
characteristics.
Best regards,,,
--- "Koetse, M.J.J. (Mark)" <mkoetse at feweb.vu.nl> wrote:
>
> L.S.,
>
> Mr. Feinberg, thanks very much for your early response to our
> question.
> However, our main problem is not that we do not have the information
> on
> unselected choices, but really is on the set up of the data. Below we
> try to describe our problem in more detail.
>
> Our data set is of the following format
>
> Individuals Choice Temperature Rain Income Distance
>
> 1 2 3 1 5
> 3.5
> 2 3 4 1 4
> 6
> 3 4 1 1 5
> 10
> 4 3 4 2 6
> 5
> 5 5 6 4 3
> 20
> 6 6 7 5 4
> 8
> 7 7 9 1 5
> 25
> 8 1 10 1 1
> 1
> 9 4 2 1 2
> 15
>
> Choice, Temperature, rain, income are categorical variables, and
> distance is measured in kilometers. We want to estimate a multinomial
> logit model for this data set format. We assume that "temperature"
> and
> "rain" affect different mode choice to a different extent.
> Furthermore,
> each individual has to make choice among "seven" choices. As far as
> we
> can see, the data set-up in Limdep needs the following format for
> using
> data for discrete models (we outlined individual 1 and 2):
>
> Individuals Alternatives Choice Temperature Rain Income Distance
> 1 1 0 3 1 5
> 3.5
> 1 2 1 3 1 5
> 3.5
> 1 3 0 3 1 5
> 3.5
> 1 4 0 3 1 5
> 3.5
> 1 5 0 3 1 5
> 3.5
> 1 6 0 3 1 5
> 3.5
> 1 7 0 3 1 5
> 3.5
> 2 1 0 4 1 4
> 6
> 2 2 0 4 1 4
> 6
> 2 3 1 4 1 4
> 6
> 2 4 0 4 1 4
> 6
> 2 5 0 4 1 4
> 6
> 2 6 0 4 1 4
> 6
> 2 7 0 4 1 4
> 6
>
> And this setup continues until we have 9*7=63 lines (7 lines per
> individual) for the same data format given above.
>
> Now the questions are:
>
> 1- Can we Use directly the first data format for estimation of
> multinomial logit? Or it is necessary for using LIMDEP to have our
> data
> in the second format?
> 2- If Limdep can not handle the data in the first format. Is there
> any alternative available for it because our data set is very big and
> it
> will take lot of time and efforts to convert it to the second format?
> 3- And even if we convert data to the second format would it not be
> anything additional but to reproduce the selected choices values
> again
> for all unselected choices?
>
> Again, any help is appreciated.
>
> Kind regards,
>
> Mark Koetse and Muhammad Sabir
>
>
> -----Original Message-----
> From: limdep-bounces at limdep.itls.usyd.edu.au
> [mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of Fred
> Feinberg
> Sent: 03 November 2006 19:06
> To: Limdep and Nlogit Mailing List
> Subject: Re: [Limdep Nlogit List] (no subject)
>
> The problem seems more severe than would be addressed by reformatting
> the data. It's not clear from your description whether you're
> running a
> (McFadden type) conditional logit model -- iin which the
> characteristics
> of the choices themselves would be changing from choice occasion to
> choice occasion -- or a multinomial logit (where you would obtain
> coefficients for characteristics of the decision-maker). It sounds
> like
> you have elements of both, which is fine. [Note that programs like
> SPSS
> and SAS, for example, will run multinomial models, but not
> conditional
> ones, and have to be tricked into doing so by, for example, Cox
> regression.]
>
> Anyway, if you are trying to get some set of coefficients for the
> *attributes* of the choices themselves, as common in transportation
> and
> ubiquitous in marketing (e.g., price changes), then not having those
> attributes for the options that were not chosen is a BIG problem. One
> possibility is to do some type of (perhaps multiple) imputation.
> This
> is complicated by your need to assume that the he covariates that
> were
> NOT observed are drawn from the same distribution of those that were.
> For example, if we don't observe the price of something you didn't
> buy,
> can we assume it's drawn from the same distribution of the prices
> that
> WERE observed? That's rarely true. Usually, you'll need a separate
> model for the unobserved outcomes, which is where Heckman-type models
> can be useful.
>
> Joe Ibrahim (http://www.hsph.harvard.edu/facres/ibrhm.html) has done
> a
> lot of work on this and related problems, primarily from a Bayesian
> perspective, which handles missing data in a natural fashion. He may
> have written something on your specific problem. A good general
> reference is:
>
> Ibrahim JG, Chen MH, and Lipsitz SR. Missing Responses in Generalized
> Linear Mixed Models When The Missing Data Mechanism is Nonignorable,
> Biometrika, 2001; 88:551-564.
>
> FF
>
>
> "Koetse, M.J.J. (Mark)" wrote:
>
> > L.S.
> >
> >
> >
> > We are doing some research in which we want to estimate a
> multinomial
> > logit model on transport mode choices by individuals. We only have
> > information on the choices that individuals make, some
> characteristics
> >
> > of the transportation mode chosen, and on individual
> characteristics.
> > We
> > do not have any information about the choices that are not
> selected.
> >
> >
> >
> > As far as we can see, the data set-up in Limdep requires
> information
> > about the selected choice as well as the non-selected choices. This
> > implies that we need to convert our single line observations (in
> which
> >
> > one line represents one individual) to multiple line observations
> (in
> > which one individual is represented by a number of lines that is
> equal
> >
> > to the number of alternatives in the choice set). However, since we
> > have
> > no specific information on these possible non-selected
> alternatives,
> > this would imply that these extra rows contain identical
> information
> > as
> > the original row.
> >
> >
> >
> > Since our dataset is very large, this procedure would take a lot of
> > time. Our question is basically whether it is possible to estimate
> a
>
=== message truncated ===
____________________________________________________________________________________
Sponsored Link
For just $24.99/mo., Vonage offers unlimited local and long- distance calling.
Sign up now. http://www.vonage.com/startsavingnow/
More information about the Limdep
mailing list