[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
.
.
.
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