TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 94

SAS/Ets User's Guide 94. Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments | 922 F Chapter 17 The MDC Procedure Figure Two-Level Nested Logit Estimates The MDC Procedure Nested Logit Estimates Parameter Estimates Standard Approx Parameter DF Estimate Error t Value Pr t ttime_L1 1 INC_L2G1C1 1 INC_L2G1C2 1 The nested logit model is estimated with the restriction INC_L2G1C1 INC_L2G1C2 by specifying the SAMESCALE option as in the following statements nlogit with samescale option proc mdc data newdata model decision ttime type nlogit choice mode 123 samescale covest hess id pid utility u 1 ttime nest level 1 1 2 @ 1 3 @ 2 level 2 1 2 @ 1 run The estimation result is displayed in Figure . Figure Nested Logit Estimates with One Dissimilarity Parameter The MDC Procedure Nested Logit Estimates Parameter Estimates Standard Approx Parameter DF Estimate Error t Value Pr t ttime_L1 1 INC_L2G1 1 The nested logit model is equivalent to the conditional logit model if INC_L2G1C1 INC_L2G1C2 1. You can verify this relationship by estimating a constrained nested logit model as shown in the following statements. See the section RESTRICT Statement on page 946 for details about imposing linear restrictions on parameter estimates. Nested Logit Modeling F 923 constrained nested logit estimation proc mdc data newdata model decision ttime type nlogit choice mode 123 covest hess id pid utility u 1 ttime nest level 1 1 2 @ 1 3 @ 2 level 2 1 2 @ 1 restrict INC_L2G1C1 1 INC_L2G1C2 1 run The parameter estimates and the active linear constraints for the constrained nested logit model are displayed in Figure . Figure Constrained Nested Logit Estimates The MDC Procedure Nested Logit Estimates Parameter Estimates Parameter DF Standard Approx Pr t Estimate Error t Value ttime_L1 1 .0001 INC_L2G1C1 0 0 INC_L2G1C2 0 0 Restrictl 1 Restrict2 1 .

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