看陈强老师的高级计量经济学及stata运用clogit回归的相关部分时,书上只说了怎么进行回归,没说怎么检验IIA,help IIA之后:
IIA的语句为:
iia depvar varlist [if exp] [in exp] [weight], group(varname)
code(varname) [ clogit-options ]
相关描述为:
Estimates McFadden's discrete choice model (with clogit) and subsequently
performs Hausman tests for the assumption of "independence of irrelevant
alternatives" (IIA) for each of the alternatives.
即,从相关描述来看,这个IIA命令可以进行clogit回归,并在回归之后进行IIA检验
例子为:
We have data on choices of means of transportation by a number of subjects. For
each subject and for each of his feasible alternatives (e.g., car, public
transportation, bike/walk) our data comprises measures of the monetary costs
(money), the time costs (time), and the "comfort costs" (comfort). clogit and
hence iia requires a data organization in which each (subject,alternative)
combination is described in a seperate record. In your data you have to have
variables that identify subjects (say respnr) and alternative (say means). Then
. iia choice money time comfort, group(respnr) code(means)
然后,我照猫画虎,输入:
iia choice train bus time invc,group(id) code(mode)
出现提示:
Hausman's test for assumption of "Independence of Irrelevant Alternatives"
Category #obs Hausman df p
-----------------------------------------
option nodisplay not allowed
所以是哪里出问题呢?option nodisplay not allowed是不是说 IIA命令中的[ clogit-options ]必须要有?那么这个 [ clogit-options ]又是指什么呢?


雷达卡



京公网安备 11010802022788号







