On Fri, 22 Jun 2012, Kazu Nada wrote:
Thank you so much for the suggestion.
I want to estimate interactions between "the attributes of the choice set"
and "subject-specific data (e.g., gender or income)".
However, y ~ x | z notation is to see the interaction between "the
alternatives of choice set" and "subject-specific data (e.g., gender or
income)".
Therefore, I need to put the interaction terms after terms suggesting
attributes.
Either this is wrong or you did not explain your data properly. (But you
did not follow the posting guide anyway.)
I suspect that the variables "train", "bus", etc. are 0/1 dummy variables
indicating the alternative and that variables like "inc" are
subject-specific covariates. Then you create alternative-specific
interaction terms which could equivalently and much more conveniently be
created as subject-specific variables.
Consider the following example with data from the mlogit package:
## load package and data
library("mlogit")
data("Fishing", package = "mlogit")
Fish <- mlogit.data(Fishing, varying = c(2:9),
shape = "wide", choice = "mode")
## create alternative-specific indicators
Fish$beach <- as.numeric(Fish$alt == "beach")
Fish$boat <- as.numeric(Fish$alt == "boat")
Fish$charter <- as.numeric(Fish$alt == "charter")
Fish$pier <- as.numeric(Fish$alt == "pier")
## model with only alternative-specific dummies
## your style
m1a <- mlogit(mode ~ boat + charter + pier | 0, data = Fish)
## mlogit style
m1b <- mlogit(mode ~ 0 | 1, data = Fish)
cbind(coef(m1a), coef(m1b))
## model with alternative specific slopes for subject-specific variable
## your style
m2a <- mlogit(mode ~ boat + charter + pier + I(boat*income) +
I(charter*income) + I(pier*income) | 0, data = Fish)
## mlogit style
m2b <- mlogit(mode ~ 0 | 1 + income, data = Fish)
cbind(coef(m2a), coef(m2b))
So I presume that you could greatly simplify your model formula. It might
be necessary to set up a few of the interactions by hand but I strongly
suspect not all of them!
hth,
Z
Any suggestions would be grateful.
Kaz
2012/6/8 Achim Zeileis <achim.zeil...@uibk.ac.at>
On Fri, 8 Jun 2012, Kazu Nada wrote:
Hi, I need help to do "mlogit" including "l( )
function.
When I put following command,
"Error in parse(text = x) : <text>:2:0:" is shown.
(1) Your example is not reproducible for us, see the footer of this
mail and follow the posting guide.
(2) You manually set up a lot of interaction terms which actually can
be seen as alternative-specific variables. You can simplify your
formula considerably if you use mlogit's y ~ x | z notation. See the
two package vignettes for guidance: vignette(package = "mlogit")
--------
res1<-(mlogit(choice~train+bus+plane+taxi+year+cost
+I(gen*train)+I(gen*bus)+I(gen*plane)+I(gen*taxi)+I(gen*year)+I(gen*cost)
+I(age*train)+I(age*bus)+I(age*plane)+I(age*taxi)+I(age*year)+I(age*cost)
+I(prep*train)+I(prep*bus)+I(prep*plane)+I(prep*taxi)+I(prep*year)+I(prep*c
ost)
+I(inc*train)+I(inc*bus)+I(inc*plane)+I(inc*taxi)+I(inc*year)+I(inc*cost)
+I(tour*train)+I(tour*bus)+I(tour*plane)+I(tour*taxi)+I(tour*year)+I(tour*c
ost)
+I(ecot*train)+I(ecot*bus)+I(ecot*plane)+I(ecot*taxi)+I(ecot*year)+I(ecot*c
ost)
+I(kibo*train)+I(kibo*bus)+I(kibo*plane)+I(kibo*taxi)+I(kibo*year)+I(kibo*c
ost)
,data=dat))
--------
I appreciate if you could provide me any suggestion.
Thank you.
Kaz
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