[Limdep Nlogit List] Poisson model with truncated data

Martin Chun Qiu cqiu at ualberta.ca
Sat Feb 18 04:52:20 EST 2006


I am wondering if anybody has an idea how to impose a constraint on the dependent variables in a Poisson model. I am studying online browsing patterns of a certain group of people  who can  visit the maximum 14 pages. The dependent variables are demographic variables. I guess I have to treated it as a truncated dataset, but how to do it?

Any thoughts are greatly appreciated.
Martin Qiu
School of Business
University of Alberta

======= 2006-02-17 10:39:34 Your message=======

>Dear Branca:  As the manual explains, that crosstab is computed as the sum
>of p(i) * d(i)' where p(i) is the vector of predicted probabilities and d(i) is a vector
>of zeros save for a one placed in the position of the individual's choice.  If you 
>have choice specific constant terms in the model, then by construction, for an MNL
>model, this method will match the totals on the diagonals of the matrix.  It is 
>implied by the first order conditions for computation of the coefficients.  If you
>replaced p(i) with some vector or "predictions" which contained some kind of
>predicted outcome - thereby a one in the position of the prediction and zeros
>elsewhere, then computed the table in the same way, you would get the outcome 
>you appear to be expecting.  But, this requires you to define the d^(i).  Whatever
>method you use, it will be arbitrary.  NLOGIT does not show any preference on
>this score - there is no natural prediction.  The ;LIST parameter will produce a 
>listing in which the "prediction" is the cell with the largest probability.  You could
>use this.  This is something that you, yourself, can program, however, it is not
>done automatically within the software.
>Bill Greene
>Professor William Greene
>Department of Economics
>Stern School of Business
>New York University
>44 West 4th St., Rm. 7-78
>New York, NY   10012
>Ph. 212.998.0876
>Fax. 212.995.4218
>URL. http://www.stern.nyu.edu/~wgreene
>Email. wgreene at stern.nyu.edu
>----- Original Message -----
>From: Branka Valcic <ffbv at uaf.edu>
>Date: Friday, February 17, 2006 2:45 am
>Subject: [Limdep Nlogit List] Crosstab command for logit
>> Greetings,
>> I am trying to get a cross-tabulation of actual versus predicted 
>> outcomes for each alternative in a multinomial logit. It seems to 
>> me 
>> that ;Crosstab command in NLOGIT should do the trick. The 
>> resulting 
>> table, however, shows for each alternative total row equal total 
>> column, 
>> which, if I am correctly interpreting the table means that for 
>> each 
>> alternative the model predicts 100% of the actual outcomes! It is 
>> very 
>> hard for me to believe this so I must wonder if I am 
>> misinterpreting the 
>> table. Would someone please enlighten me on this issue?
>> Best regards,
>> Branka Valcic
>> ------------------------
>> Branka Valcic
>> Assistant Professor
>> Economics Program
>> School of Management
>> University of Alaska Fairbanks
>> P.O. Box 756080
>> Fairbanks, Alaska 99775-6080
>> Phone: (907) 474 2754
>> Fax: (907) 474 5219
>> URL: www.faculty.uaf.edu/ffbv
>> -------------------------
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