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Lecture 7, 8

The document provides an overview of various statistical models for analyzing matched case-control data and choice models, including conditional logistic regression, McFadden's choice model, and mixed logit choice model. It outlines the syntax and quick start commands for using these models, as well as their applications and differences. Additionally, it mentions the ability to compute robust standard errors and adjust for complex survey designs.

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0% found this document useful (0 votes)
24 views16 pages

Lecture 7, 8

The document provides an overview of various statistical models for analyzing matched case-control data and choice models, including conditional logistic regression, McFadden's choice model, and mixed logit choice model. It outlines the syntax and quick start commands for using these models, as well as their applications and differences. Additionally, it mentions the ability to compute robust standard errors and adjust for complex survey designs.

Uploaded by

f20220474
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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togit Çonditional (fixed-effects) logistic regression
Description Quick start Menu Syntax Options
Remarks and examples Stored results Methods and formulas References Also see

Description
clogit fits a conditional logistic regression model for matched case-control data, also known as a
fixed-ettects logit model for panel data. clogit can compute robust and cluster-robust standard errors
and adjust results for complex survey designs.
See (CM]cmclogit if youwant to fit McFadden's choice model (McFadden 1974).

Quick start
Conditional logistic regression model ofy on xwith matched case-control pairs data identified by idvar
clogit y x, group (idvar)
Fixed-effects logistic regression model with panels identified by idvar
Clogit y x, group (idvar)
Add categorical variable a and reportresults as odds ratios
clogit yxi.a, group (idvar) or
Same as above, but using sampling probability weight wvar
clogit yxi.a [pweight = wvar], group (idvar) or

Menu
Statistics > Binary outcomes > Conditional logistic regression

1
Amclogit Conditional logit(McFadden's) choice model
Description Quick start Menu Syntax
Options Remarks and examples Stored results Methods and formulas
References Also see

Description
cmclogit fits McFadden's choice model, which is a specific case of the more general conditional
logistic regression model fit by clogit.
The command requires multiple observations for each case (representing one individual or decision
maker), where each observation represents an alternative that may be chosen. cmclogit allows two types
and alternatives,
of independent variables: alternative-specific variables, which vary across both cases
and case-specificvariables, which vary across only cases.

Quick start
McFadden's choice model of y on alternative-specific variable x1 using cmset data
cmclogit y x1
are constant within case
Same as above, and add indicators for levels of x2, which
cmclogit y x1, casevars (i.x2)
Same as above, but omit alternative-specific intercepts
cmclogit yx1, casevars (i.x2) noconstant
mlogit when data are balanced)
Include only case-specific covariates (equivalent to
cmclogit y, casevars (i.x2 x3)

Menu
(McFadden's choice) model
Statistics > Choice models > Conditional logit

1
emmixlogit- Mixed logit choice model

Description Quick start Menu Syntax


Stored results Methods and formulas
Options Remarks and examples
References Also see

Description
multinomial logit model or
cmmixlogit fits a mixed logit choice model, also known as a mixed correlation ofchoices across
random-parameter logit model, which uses random coefficients to model the
cases and alternatives known
altermatives. The random coefficients are on variables that vary across both
as alternative-specific variables.
independence of irrelevant alternatives (|A)
The corelation of choices across alternatives relaxes the
model fit by mlogit and the conditional logit
property imposed by the conventional multinomial logit
choice model fit by cmclogit.
For a mixed logit choice model for panel data, see [CM] cmxtmixlogit.

Quick start
cmset
coefficients on x1 are assumed random normal, using
Mixed logit regression of y on x1, where the
data
cmmixlogit y, random ((x1)
covariate a
Same as above, and include levels of case-specific
cnmixlogit y, random (x1) casevars (i.a)
coefficients are random triangular
Same as above, and add covariate x2, whose
triangle) casevars (i.a)
cmmixlogit y, random (x1) random (x2,
correlated
the random coefficients for x2 and x3 are
Mixed logit model of y on x1, x2, and x3, where
cmmixlogit y x1, random(x2 x3, correlated)
constants
Same as above, but omit the alternative-specific
noconstant
cmmíxlogit y x1, random (x2 x3, correlated)

Menu
Statistics > Choíce models > Mixed logit model

Syntax
cumixlogit deprar (indepvars |](in] [weight] [, options
were not
depvar equal to 1identifies the chosen alternatives, whereas a 0 indicates the alternatives that
chosen. There can be only one chosen alternative for each case.
indepvars specifics the alternative-specificcovariates that have fixed cocfficients.

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