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2010-05-18
请问我想标定Generalized Nested Logit模型,哪个软件有这个功能?
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2010-5-18 08:49:55
SAS

Stata
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2010-5-18 09:34:13
用哪个命令啊?我找了SAS和STATA的一堆说明书也没有找到相关命令啊!
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2010-5-18 10:09:14
ease_wwj 发表于 2010-5-18 08:32
请问我想标定Generalized Nested Logit模型,哪个软件有这个功能?
SAS procedure "multinomial discrete choice" or SAS proc mdc.

Here is an overview.

The MDC Procedure
Overview: MDC ProcedureThe MDC (multinomial discrete choice) procedure analyzes models where the choice set consists of multiple alternatives. This procedure supports conditional logit, mixed logit, heteroscedastic extreme value, nested logit, and multinomial probit models. The MDC procedure uses the maximum likelihood (ML) or simulated maximum likelihood method for model estimation. The term multinomial logit is often used in the econometrics literature to refer to the conditional logit model of McFadden (1974). Here, the term conditional logit refers to McFadden’s conditional logit model, and the term multinomial logit refers to a model that differs slightly. Schmidt and Strauss (1975) and Theil (1969) are early applications of the multinomial logit model in the econometrics literature. The main difference between McFadden’s conditional logit model and the multinomial logit model is that the multinomial logit model makes the choice probabilities depend on the characteristics of the individuals only, whereas the conditional logit model considers the effects of choice attributes on choice probabilities as well.
Unordered multiple choices are observed in many settings in different areas of application. For example, choices of housing location, occupation, political party affiliation, type of automobile, and mode of transportation are all unordered multiple choices. Economics and psychology models often explain observed choices by using the random utility function. The utility of a specific choice can be interpreted as the relative pleasure or happiness that the decision maker derives from that choice with respect to other alternatives in a finite choice set. It is assumed that the individual chooses the alternative for which the associated utility is highest. However, the utilities are not known to the analyst with certainty and are therefore treated by the analyst as random variables. When the utility function contains a random component, the individual choice behavior becomes a probabilistic process.
The random utility function of individual for choice can be decomposed into deterministic and stochastic components:
where is a deterministic utility function, assumed to be linear in the explanatory variables, and is an unobserved random variable that captures the factors that affect utility that are not included in . Different assumptions on the distribution of the errors, , give rise to different classes of models.
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2010-5-18 11:16:34
INC–L2G1C1、INC–L2G1C2都是相同的值,请问能自己设这个值的大小吗?
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2010-5-19 10:25:08
查找了一天还是没有收获,看了下LIMDEP软件,也没有找到Generalized nested logit模型设相关系数的地方,好像说NLOGIT version4能有这个功能
  the nested logit model ,one of the shortcomings of it is the strict requirement that the tree structure
allocate each alternative to exactly one branch in the tree,the"GNL"model allows alternatives to appear
,probablilistically,in several branches at once
再次求助各位帮手!哪个工具能够解决这个问题,标定GNL模型
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