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GROUPCL: Stata module to estimate grouped conditional logit models

Author

Listed:
  • Paulo Guimaraes

    (Division of Research, University of South Carolina)

Programming Language

Stata

Abstract

In many applications of conditional logit models the choice set and the characteristics of that set are identical for groups of decision makers. In that case it is possible to obtain a more computationally efficient estimation of the model by grouping the data and employing "multin". The command "multin" is designed for estimation of grouped conditional logit models. It produces the same output as "clogit" but requires a more compact data layout. This is particularly relevant when the model comprises many observations and/or choices. In this situation it is possible to obtain substantial reductions in the size of the data set and the time required for estimation. The command "groupdata" converts the data as required by "clogit" to the new format required by "multin". The command "dirmul" performs Dirichlet-Multinomial (DM) regression which is a parametric alternative to deal with overdispersion in the context of the grouped conditional logit model. The "dirmul" command can also be used to estimate Beta-Binomial regression models.

Suggested Citation

  • Paulo Guimaraes, 2007. "GROUPCL: Stata module to estimate grouped conditional logit models," Statistical Software Components S456804, Boston College Department of Economics, revised 11 May 2007.
  • Handle: RePEc:boc:bocode:s456804
    Note: This module should be installed from within Stata by typing "ssc install groupcl". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/g/groupdata.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/g/groupdata.hlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/d/dirmul.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/d/dirmul.hlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/d/dirmul1_ll.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/d/dirmul2_ll.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/m/multin.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/m/multin.hlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/m/multin_ll.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/m/multin2_ll.ado
    File Function: program code
    Download Restriction: no
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