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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 Stata专版
1113 0
2024-09-02
看陈强老师的高级计量经济学及stata运用clogit回归的相关部分时,书上只说了怎么进行回归,没说怎么检验IIA,help IIA之后:

IIA的语句为:
iia depvar varlist [if exp] [in exp] [weight], group(varname)
            code(varname) [ clogit-options ]

相关描述为:
Estimates McFadden's discrete choice model (with clogit) and subsequently
performs Hausman tests for the assumption of "independence of irrelevant
alternatives" (IIA) for each of the alternatives.

即,从相关描述来看,这个IIA命令可以进行clogit回归,并在回归之后进行IIA检验

例子为:
We have data on choices of means of transportation by a number of subjects. For
each subject and for each of his feasible alternatives (e.g., car, public
transportation, bike/walk) our data comprises measures of the monetary costs
(money), the time costs (time), and the "comfort costs" (comfort). clogit and
hence iia requires a data organization in which each (subject,alternative)
combination is described in a seperate record. In your data you have to have
variables that identify subjects (say respnr) and alternative (say means). Then

    . iia choice money time comfort, group(respnr) code(means)

然后,我照猫画虎,输入:
iia  choice train bus time invc,group(id) code(mode)
出现提示:
Hausman's test for assumption of "Independence of Irrelevant Alternatives"

Category   #obs    Hausman    df      p
-----------------------------------------
option nodisplay not allowed


所以是哪里出问题呢?option nodisplay not allowed是不是说 IIA命令中的[ clogit-options ]必须要有?那么这个 [ clogit-options ]又是指什么呢?
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