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Re: [S] conditional logit model

To: "Michael Conklin" <mconklin@customresearch.com>
Subject: Re: [S] conditional logit model
From: Bendix Carstensen <bxc@svs.dk>
Date: Wed, 20 Jan 1999 15:28:00 +0000
Cc: OJanssens@csi.com, s-news@wubios.wustl.edu
In-reply-to: <99Jan20.080759cst.14345@gateway.cresearch.com>
Sender: owner-s-news@wubios.wustl.edu
At 14:09 20-01-99 , you wrote:
>
>Usually, these are fit by using coxph. You create a survival variable
>where time=1 if the product was chosen and time=2 and is censored for
>the product not chosen (yet). Supposedly, the Breslow method is
>equivalent to the MNL model, but I have seen the "exact" method also
>used for these models.

In order to make the above work a stratum-variable for the matched sets is
needed.
Alternatively one may let the case and the control(s) in one stratum enter
after the
previous stratum persons all have exited.

The "Exact" method is only needed when you have more than one case per
stratum,
otherwise the two metods maximize the same likelihood.

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