For an assignment I have to replicate an alternative specific mixed logit model.
In the results there are "standard deviations of latent random effects" which I would like to get as well.
I know that the writers of the paper that I have to replicate use the NLOGIT software, where this is a common feature.
I was wondering how to get these in Stata, because I do not have the access to NLOGIT.
The coefficients that are given are:
sigma(FSP, PSP)
sigma(PUP)
where FSP, PSP and PUP are the different alternatives
What I currently have is:
which I got from running the following command
In the results there are "standard deviations of latent random effects" which I would like to get as well.
I know that the writers of the paper that I have to replicate use the NLOGIT software, where this is a common feature.
I was wondering how to get these in Stata, because I do not have the access to NLOGIT.
The coefficients that are given are:
sigma(FSP, PSP)
sigma(PUP)
where FSP, PSP and PUP are the different alternatives
What I currently have is:
Code:
Alternative-specific mixed logit Number of obs = 4,728 Case variable: group Number of cases = 1,576 Alternative variable: alternative Alts per case: min = 3 avg = 3.0 max = 3 Integration sequence: Halton Integration points: 200 Wald chi2(11) = 27.86 Log simulated likelihood = -1001.5397 Prob > chi2 = 0.0034 ------------------------------------------------------------------------------ choice | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- alternative | td | -.1757887 .0589343 -2.98 0.003 -.2912978 -.0602797 fee_psp_low | -5.561322 1.408247 -3.95 0.000 -8.321436 -2.801208 fee_psp_res | -4.49735 1.310765 -3.43 0.001 -7.066402 -1.928297 fee_pup_low | -4.426862 1.045226 -4.24 0.000 -6.475468 -2.378256 fee_pup_res | -4.018524 1.138158 -3.53 0.000 -6.249273 -1.787774 at | -.2906797 .1147407 -2.53 0.011 -.5155674 -.065792 fee | -9.623643 2.020705 -4.76 0.000 -13.58415 -5.663134 -------------+---------------------------------------------------------------- Normal | l(at)| .437646 .2347714 .1529337 1.252399 l(at,fee)| -3.734065 1.360506 -2.74 0.006 -6.400608 -1.067522 l(fee)| 1.678245 3.296941 .0356989 78.89611 -------------+---------------------------------------------------------------- FSP | (base alternative) -------------+---------------------------------------------------------------- PSP | aveh3 | -.7510974 .4855068 -1.55 0.122 -1.702673 .2004785 oint | 1.04135 .5697247 1.83 0.068 -.0752897 2.15799 _cons | 5.971324 1.513399 3.95 0.000 3.005117 8.937531 -------------+---------------------------------------------------------------- PUP | aveh3 | 1.953704 .7913825 2.47 0.014 .4026229 3.504785 oint | 2.360869 .8781527 2.69 0.007 .6397208 4.082016 _cons | 10.25829 2.313763 4.43 0.000 5.723401 14.79318 ------------------------------------------------------------------------------ LR test vs. fixed parameters: chi2(3) = 63.30 Prob > chi2 = 0.0000
Code:
asmixlogit choice td fee_psp_low fee_psp_res fee_pup_low fee_pup_res, case(group) alternatives(alternative) random(at fee, correlated) corrmetric(cholesky) casevars(aveh3 oint) intmethod(halton) intpoints(200)