[Limdep Nlogit List] Question on missing values in N-logit

William Greene wgreene at stern.nyu.edu
Wed May 19 22:07:58 AEST 2021


David and all.  Be careful in using the -888 form for missing data.  To
reiterate, if one of the 3 alts has
missing values for an attribute (-999), the entire choice task has to be
removed from the sample.
Christoph, your interpretation is not correct.  NLOGIT does not create a
new choice task by removing
rows from the old one.  -888 does not operate on the data.  It operates on
the coefficient vector.  For
observations with x(j,k) = -888, where j is the alt and k is the
characteristic, when computing beta'x(j,k)
for that alt j, beta(k) is set equal to zero - not x(j,k).  This matters.
You don't want to set the x(j,k) to
zero, especially if it is a price.  Nonattendance (-888) means the marginal
utility is zero, not that the
attribute is zero.
Cheers
Bill Greene

On Wed, May 19, 2021 at 4:04 AM David Hensher via Limdep <
limdep at mailman.sydney.edu.au> wrote:

> Missing data can exist for  a number of reasons. While not being sure what
> is happening here there are two codes of value. -999 will remove an entire
> choice set and -888 will ignore an attribute level associated with an
> alternative or individual you have in the data. So if a covariant is say
> income, code as -888 to retain the choice set but note this amounts to it
> being missing which can be problematic if you too many of these are missing
> and it is retained in the model. Some people either replace it with the
> mean or mode or run an auxiliary regression to try and predict it based on
> other covariates.
> David
>
> Sent from my iPhone
> 0418 433 057
> David A Hensher
> Choice modellers prefer Nlogit: See https://protect-au.mimecast.com/s/FiLdCP7LAXfKZ28v4hz_nfd?domain=limdep.com
> ITLS celebrating 30 years
>
>
> Note:
> hgroup at hensher.com.au David.hensher at bigpond.com
> David.hensher at sydney.edu.au
> are linked so use one only
>
>
> On 19 May 2021, at 5:51 pm, Christoph Buschmann <
> christoph.buschmann at thuenen.de> wrote:
>
> Dear group,
>
> I have a question on how N-logit deals with missing data in the
> covariates. My choice experi-ments were carried out completely by all
> respondents, but 8 respondents did not answer all questions about the
> covariates.
>
> I have ten choice cards per respondent and 3 alternatives in each choice
> situation. So, my dataset comprises three rows for each choice situation.
> N-Logit reports that, for the 8 respondents in question, per choice
> situation one missing value has been found and refers to the first row per
> choice situation, i.e. the row that gives information about the choice of
> alternative 1.
>
> I assume that, for the 8 respondents in question, N-logit skips one row
> per choice situation (the one for alternative 1), including the information
> about covariates, and keeps the other two rows (for alternatives 2 and 3).
>
> This would mean that for the 8 respondents in question, some of the
> information is retained and so it makes sense to keep them in the data set.
> In fact, if I remove the 8 respondents from the dataset by hand, the model
> deteriorates (AIC).
>
> What is your experience with missing data? Is my interpretation correct?
>
> Thank you very much for your help.
>
>
> Kind regards,
>
> Christoph Buschmann
>
> --
> Christoph Buschmann, M.Sc.
>
> Stabsstelle Klima/ Coordination Unit Climate
> Thünen-Institut
> Bundesallee 49
> D-38116 Braunschweig
> Germany
>
> Im Home-Office erreichbar per e-mail
> E-mail: christoph.buschmann at thuenen.de
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-- 
William Greene
Department of Economics, emeritus
Stern School of Business, New York University
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