[R] wrong signs using MNP.

Bill West wjwest at clemson.edu
Sun Apr 3 04:40:08 CEST 2005


Hi,
  I recently found the MNP package.  Out of curiosity, I tried to reproduce
results from Greene (Econometric Analysis, fourth edition) on page 874.

The signs of the estimates are all opposite those of Greene's table.  Might
anyone be able to tell me what I am doing wrong?

I have attached the function call, the coefficients, and a few rows of the
data.  The dataset has 210 observations.

Thanks,

--Bill


res1<-mnp(mc ~ 1,
  choiceX = list(a=cbind(ttme.1,gc.1,hinc),
                 b=cbind(ttme.2,gc.2,0),
                 c=cbind(ttme.3,gc.3,0),
                 d=cbind(ttme.4,gc.4,0)
            ),
  cXnames = c("ttme","gc","hinc"),
  data = wide,
  n.draws = 1500,
  burnin = 50,
  base = "d",
  verbose = TRUE
)

Coefficients:
                   mean  std.dev.      2.5%  97.5%
(Intercept):a -1.003078  0.508752 -2.292813 -0.207
(Intercept):b -1.511963  0.582518 -2.875069 -0.705
(Intercept):c -1.241368  0.411084 -2.231260 -0.646
ttme           0.022973  0.007515  0.011386  0.042
gc             0.002175  0.001981 -0.001518  0.006
hinc          -0.030616  0.006030 -0.042062 -0.018

Covariances:
       mean std.dev.    2.5%  97.5%
a:a  1.0000   0.0000  1.0000  1.000
a:b -0.8026   0.4655 -1.8569 -0.252
a:c -0.7246   0.3721 -1.8966 -0.305
b:b  1.4315   1.9552  0.1265  7.973
b:c  1.1526   1.7011  0.1585  7.276
c:c  1.1281   1.6327  0.2184  7.682

Number of alternatives: 4
Number of observations: 210
Number of Gibbs draws: 1450


The data:

mc ttme.1 ttme.2 ttme.3 ttme.4 gc.1 gc.2 gc.3 gc.4 hinc
 d     69     34     35      0   70   71   70   30   35
 d     64     44     53      0   68   84   85   50   30
 d     69     34     35      0  129  195  149  101   40
 d     64     44     53      0   59   79   81   32   70
 d     64     44     53      0   82   93   94   99   45
 b     69     40     35      0   70   57   58   43   20
 a     45     34     35      0  160  213  167  125   45
 d     69     34     35      0  137  149  146  135   12
 d     69     34     35      0   70   71   70   40   40
 d     69     34     35      0   65   69   68   30   70
 d     64     44     53      0   68   70   73   36   15
 d     64     44     53      0   79   90   91   44   35
 d     64     44     53      0   63   81   83   41   50
 d     64     44     53      0   72   85   86   58   40
 d     64     44     53      0  109  214  189  199   26
 b     69     20     35      0   73   55   72   52   26

.
.
.




More information about the R-help mailing list