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Q: Nested Logit in SAS or STATA ( No Answer,   0 Comments )
Question  
Subject: Nested Logit in SAS or STATA
Category: Science > Social Sciences
Asked by: gohou-ga
List Price: $15.00
Posted: 19 Nov 2004 09:26 PST
Expires: 19 Dec 2004 09:26 PST
Question ID: 431114
I would like to run a multinomial Probit and Nested logit with SAS.
The data are such as for each observation, I have one possible choice
(the number of alternative for the choice is 4 for level 1 and 2 for
level 2)  and the dependant variables are related to the
observations, not the alternatives. I want to use SAS (PROC MDC) or
stata (nlogit) to run the model. The first setting I have done with
SAS ans stata doesn't converge and I don't know what may be the problem.
I have 2 questions:
1. How to set up the data in my case to run this model?
2. How to interpret the result I will get?

Clarification of Question by gohou-ga on 22 Nov 2004 07:56 PST
Dear ,

I would like to run a multinomial Probit and Nested logit with SAS.
The data are such as for each observation, I have one possible choice
(the number of alternative for the choice is 4 for level 1 and 2 for
level 2)  and the dependant variables are related to the
observations, not the alternatives. Here is an example of the data

id  Choice _top  choice_bottom  age  education  ...
1     1            1            45     3 
2     1            2            56     6
3     2            1            39     4

The top choice has 2 alternatives and each alternative of the top
choice has 2 alternatives. At the end, I have 4 alternatives. 

The dependant variables are link to the observations, not the
alternative.
I transform the data before the procedure MDC:

id   Choice _top   chosen    age  education   choice ...
1       1              1     45      3          1
1       1              0     45      3          2
1       0              0     45      3          3
1       0              0     45      3          4
2       1              0     56      6          1
2       1              1     56      6          2
2       0              0     56      6          3
2       0              0     56      6          3 
.....

Below is the code I used. Unfortunately, none of my variables is
significative (when the model converge, which is obvious)

proc mdc data=GOHOU.V2 type=nlogit ;
      model chosen =  age  education
      / choice=(t 1 2 3 4) maxiter=3000 covest=op;
      id hid93;
      utility u(1, 1 2) = age  education,
              u(1, 3 4) = age  education,
              u(2, 1 2 ) = age  education  ;

            nest  level(1) = (1 2 @ 1, 3 4 @ 2),
                   level(2) = (1 2 @ 1);
    output out=gohou.res10 p=proba xbeta=beta;
run;

The first setting I have done with SAS and stata doesn't converge and I
don't know what may be the problem.
I have 2 questions:
1. How to set up the data in my case to run this model?
2. How to interpret the result I will get?

Thanks in advance.
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