[R] mlogit and weights

Misha Spisok misha.spisok at gmail.com
Thu Jun 3 08:45:15 CEST 2010


Hello,

I can't figure out why using and not using weights in mlogit yields
identical results.  My motivation is for the case when an
"observation" or "individual" represents a number of individuals.  For
example,

library(mlogit)
library(AER)
data("TravelMode", package = "AER")
TM <- mlogit.data(TravelMode, choice = "choice", shape = "long",
                 alt.levels = c("air", "train", "bus", "car"))
myweight = rep(floor(1000*runif(nrow(TravelMode)/4)), each = 4)

summary(mlogit(choice ~ wait + vcost + travel + gcost, data=TM))
summary(mlogit(choice ~ wait + vcost + travel + gcost, weights=income, data=TM))
summary(mlogit(choice ~ wait + vcost + travel + gcost,
weights=myweight, data=TM))

Each gives the same result.  Am I specifying "weights" incorrectly?

Is there a better way to do what I want to do?  That is, if "myweight"
contains the number of observations represented by an "observation,"
is this the correct approach?  If so, what am I doing wrong?  If not,
what suggestions are there?

Thank you for your time.

Best,

Misha



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