[R] wrong signs using MNP.

From: Bill West <wjwest_at_clemson.edu>
Date: Sun 03 Apr 2005 - 12:40:08 EST


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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