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2014-04-01
如题,用stata跑数据做clogit回归,发现没有asc替代常数项。。。但是在书中看clogit原理中是应该有的。。。什么原因。。。非常感谢!
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2014-4-2 03:17:27
you cannot estimate the intercept in clogit, and the intercept term doesn't impact the result.
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2014-4-2 13:48:11
jjjj6666 发表于 2014-4-2 03:17
you cannot estimate the intercept in clogit, and the intercept term doesn't impact the result.
but why the explaination in book<Introduction to Econometrics> says it will have a ASC?and I see there are ASCs in asclogit results in official asclogit reference.
it will be so great if you can leave your contact message. thx so much.
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2014-4-2 14:19:10
jjjj6666 发表于 2014-4-2 03:17
you cannot estimate the intercept in clogit, and the intercept term doesn't impact the result.
and I am trying to construct an utility function. does that mean that there is no ASC in the function?
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2014-4-3 07:56:46
that's for choice model, but if you apply asclogit to the data used by clogit, you have to use noconstant option, otherwise, I think the estimating procedure will not converge
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2014-4-3 15:08:30
jjjj6666 发表于 2014-4-3 07:56
that's for choice model, but if you apply asclogit to the data used by clogit, you have to use nocon ...
hi,thx again.there are lines in the mixed logit command book.
the fitted models have no alternative-specific constants. this is common practice when the data come from a so-called unlabeled choice experiments, where the alternatives have no utility beyond the characteristics to them in the experiment.
is that the reason?
but what it if I do want ASCs to perform a function? should I label it first or sth?
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