[mixlogit] constraining parameters

[Jun Kim]

Dear All,

I'm trying to figure out how to constrain parameters of mixed logit model.
What I want to know is how to constrain the means of random coefficients to be zero and how to make their variances to be the same.
When I put variables in the rand(), which option should I add to constrain parameters.
Thank you very much for your answers in advance!

Jun

[Arne Risa Hole]

Here's an example:

use http://fmwww.bc.edu/repec/bocode/t/traindata.dta

* Define constraints
constraint 1 [Mean]tod = 0
constraint 2 [Mean]seasonal = 0
constraint 3 [SD]tod = [SD]seasonal

* Generate starting values
clogit y price contract local wknown, group(gid)
matrix start = e(b),0,0,0,0

* Run mixed logit model
mixlogit y price contract local wknown, group(gid) id(pid) ///
rand(tod seasonal) constraints(1 2 3) from(start, copy)

[Jun Kim]

Many thanks for the reply.

[Jun Kim]

I tried to constrain two variances to be the same by using the following commands.

constraint define 1 [Mean]var5=0
constraint define 2 [Mean]var6=0
constraint define 3 [SD]var5=[SD]var6

clogit dev var1 var2 var3 var4, group(choice_id)
matrix start = e(b),0,0,0,0,0

mixlogit dev var1 var2 var3 var4, group(choice_id) id(id) rand(var5 var6) constraint(1 2 3) from(start, copy)

However, every time I get the message "(note: constraint number 3 caused error r(303))".
Can I fix the variance of random coefficient?
Many thanks for the reply in advance!!!

Jun