SAS Institute Alert Note SN-010215

From: SAS Technical Support (tsdlist@unx.sas.com)
Date: Wed Jul 30 2003 - 07:52:44 EDT

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    SN-010215 ***Alert Note***

    Warning about including a variable in a level 2 or higher utility
    function for the nested logit model

    Product: SAS/ETS
    Component: MDC procedure
    Priority: ALERT

      The values of each level h utility function variable in the input data
      set should be constant across all primitive alternatives below each
      level h node for each ID. If this is not the case, then (1) PROC MDC
      only uses the values of the utility function variable for the primitive
      alternatives that come first under each node for which the utility
      function applies and (2) PROC MDC does not issue an ERROR or a WARNING
      in the output or in the SAS log to bring this to the attention of the
      user.

      For example, suppose the NEST and UTILITY specifications for a two
      level nested logit model are as follows:

         utility u(1, 3 4 @ 2) = x1 x2,
         u(1, 1 2 @ 1) = x3 x4,
         u(2, 1 2) = x5;
         nest level(1)=(1 2 @ 1, 3 4 @ 2),
         level(2)=(1 2 @ 1);

      Also suppose that for an ID, the following input data is available:

         id mode decision x1 x2 x3 x4 x5
         1 1 0 1.1 2.5 3.0 4.4 5.3
         1 2 0 1.3 2.1 3.7 4.3 5.1
         1 3 0 1.8 2.1 3.9 4.9 5.7
         1 4 1 1.6 2.9 3.3 4.2 5.9

      Then PROC MDC only uses the values of the level 2 utility function
      variable x5 for alternatives 1 and 3, since these are the first
      primitive alternatives under level 2 nodes 1 and 2 respectively.

    Keywords:
      mdc nlogit nested logit tree utility function variables
      warning about including a variable in a level 2 or higher utility
      function for the nested logit model
      010215 10215

    SAS Note Revised On: Thu, 24 Jul 2003

    System Version Reported Version Fixed

    AIX/6000 8.2 TS2M0
    AIX/6000 9 TSM0
    VM/ESA (CMS) 8.2 TS2M0
    Compaq Tru64 UNIX 8.2 TS2M0
    Compaq Tru64 UNIX 9 TSM0
    HP-UX Operating Systems 8.2 TS2M0
    HP-UX Operating Systems 9 TSM0
    HP-UX Itanium 9 TSM0
    Intel ABI 8.2 TS2M0
    Intel Itanium Processor Family(IPF) 9 TSM0
    Linux 8.2 TS2M0
    Linux 9 TSM0
    MIPS ABI 8.2 TS2M0
    OS/390 (MVS) 8.2 TS2M0
    OS/390 (MVS) 9 TSM0
    IBM OS/2 8.2 TS2M0
    Solaris 8.2 TS2M0
    Solaris 9 TSM0
    OpenVMS VAX 8.2 TS2M0
    OpenVMS Alpha 8.2 TS2M0
    OpenVMS Alpha 9 TSM0
    Windows NT 8.2 TS2M0
    Windows NT 9 TSM0
    Windows 2000 Datacenter Server 8.2 TS2M0
    Windows 2000 Datacenter Server 9 TSM0
    Windows 2000 Professional 8.2 TS2M0
    Windows 2000 Professional 9 TSM0
    Windows 2000 Server and Advanced Server 8.2 TS2M0
    Windows 95 8.2 TS2M0
    Windows 98 8.2 TS2M0
    Windows ME 8.2 TS2M0
    Windows XP 8.2 TS2M0

    No Fixes Available

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