SN-009465 ***Alert Note***
Nested logit parameters estimates equal to zero with zero degrees of
freedom
Product: SAS/ETS
Component: MDC procedure
Priority: ALERT
When the choice values are not specified on the UTILITY statement for
levels 2 and higher of a nested logit model, as in the following
example, PROC MDC may produce incorrect results. These incorrect
results often, but not always, include parameter estimate values of
zero with zero degrees of freedom:
proc mdc data=choicedata;
model decision = x1-x6 / type=nlogit choice=(mode) ;
id id;
utility u(1,)=x1 x2, u(2, )=x3 x4, u(3, )=x5 x6;
nest level(1)=(1 2 @ 1, 3 4 @ 2, 5 6 @ 3)
level(2)=(1 2 @ 1, 3 @ 2) level(3)=(1 2 @ 1);
run;
To circumvent the problem, specify the choice values explicitly
on the UTILITY statement for level 2 and higher as follows:
proc mdc data=choicedata;
model decision = x1-x6 / type=nlogit choice=(mode) ;
id id;
utility u(1,)=x1 x2, u(2, 1 2 @ 1)=x3 x4, u(3, 1 2 @ 1)=x5 x6;
nest level(1)=(1 2 @ 1, 3 4 @ 2, 5 6 @ 3)
level(2)=(1 2 @ 1, 3 @ 2) level(3)=(1 2 @ 1);
run;
Keywords:
nested logit parameter estimates zero degrees freedom df level incorrout
incorrstat
nested logit parameters estimates equal to zero with zero degrees of
freedom
009465 9465
SAS Note Revised On: Tue, 25 Feb 2003
System Version Reported Version Fixed
AIX 64 bit 8.2 TS2M0 9.1 TS1M0
AIX 64 bit 9 TSM0 9.1 TS1M0
AIX/6000 8.2 TS2M0
VM/ESA (CMS) 8.2 TS2M0
Compaq Tru64 UNIX 8.2 TS2M0 9.1 TS1M0
Compaq Tru64 UNIX 9 TSM0 9.1 TS1M0
HP-UX Operating Systems 8.2 TS2M0
HP-UX Itanium 9 TSM0 9.1 TS1M0
HP-UX 64 bit 8.2 TS2M0 9.1 TS1M0
HP-UX 64 bit 9 TSM0 9.1 TS1M0
Intel ABI 8.2 TS2M0
Intel Itanium Processor Family(IPF) 9 TSM0 9.1 TS1M0
Linux 8.2 TS2M0 9.1 TS1M0
Linux 9 TSM0 9.1 TS1M0
MIPS ABI 8.2 TS2M0
OS/390 (MVS) 8.2 TS2M0 9.1 TS1M0
OS/390 (MVS) 9 TSM0 9.1 TS1M0
IBM OS/2 8.2 TS2M0
Solaris 8.2 TS2M0
Solaris 64 bit 8.2 TS2M0 9.1 TS1M0
Solaris 64 bit 9 TSM0 9.1 TS1M0
OpenVMS VAX 8.2 TS2M0
OpenVMS Alpha 8.2 TS2M0 9.1 TS1M0
OpenVMS Alpha 9 TSM0 9.1 TS1M0
Windows NT 8.2 TS2M0 9.1 TS1M0
Windows NT 8.2 TS2M0 9.1 TS1M0
Windows NT 9 TSM0 9.1 TS1M0
Windows 2000 Datacenter Server 8.2 TS2M0 9.1 TS1M0
Windows 2000 Datacenter Server 8.2 TS2M0 9.1 TS1M0
Windows 2000 Datacenter Server 9 TSM0 9.1 TS1M0
Windows 2000 Professional 8.2 TS2M0 9.1 TS1M0
Windows 2000 Professional 8.2 TS2M0 9.1 TS1M0
Windows 2000 Professional 9 TSM0 9.1 TS1M0
Windows 2000 Server and Advanced Server 8.2 TS2M0 9.1 TS1M0
Windows 95 8.2 TS2M0
Windows 98 8.2 TS2M0
Windows ME 8.2 TS2M0
Windows XP 8.2 TS2M0 9.1 TS1M0
No Fixes Available
+-------------------------------------------------------------------------
+ NOTE: To unsubscribe you must send mail to: LISTSERV@VM.SAS.COM with
+ "SIGNOFF tsnews-l"
+ as the only text in the body of the message (without the double quotes).
+ If you have any questions please send them to TSDLIST@SAS.COM
+-------------------------------------------------------------------------
This archive was generated by hypermail 2b29 : Mon Apr 14 2003 - 12:45:11 EDT