Testing for Homoscedasticity of the Utility Function
/*--------------------------------------------------------------
SAS Sample Library
Name: mdcex04.sas
Description: Example program from SAS/ETS User's Guide,
The MDC Procedure
Title: Testing for Homoscedasticity of the Utility Function
Product: SAS/ETS Software
Keys: multinomial discrete choice
PROC: MDC
Notes:
--------------------------------------------------------------*/
data origdata;
input ttime1 ttime2 ttime3 choice @@;
datalines;
16.481 16.196 23.89 2 15.123 11.373 14.182 2
19.469 8.822 20.819 2 18.847 15.649 21.28 2
12.578 10.671 18.335 2 11.513 20.582 27.838 1
10.651 15.537 17.418 1 8.359 15.675 21.05 1
11.679 12.668 23.104 1 23.237 10.356 21.346 2
13.236 16.019 10.087 3 20.052 16.861 14.168 3
18.917 14.764 21.564 2 18.2 6.868 19.095 2
10.777 16.554 15.938 1 20.003 6.377 9.314 2
19.768 8.523 18.96 2 8.151 13.845 17.643 2
22.173 18.045 15.535 1 13.134 11.067 19.108 2
14.051 14.247 15.764 1 14.685 10.811 12.361 3
11.666 10.758 16.445 1 17.211 15.201 17.059 3
13.93 16.227 22.024 1 15.237 14.345 19.984 2
10.84 11.071 10.188 1 16.841 11.224 13.417 2
13.913 16.991 26.618 3 13.089 9.822 19.162 2
16.626 10.725 15.285 3 13.477 15.509 24.421 2
20.851 14.557 19.8 2 11.365 12.673 22.212 2
13.296 10.076 17.81 2 15.417 14.103 21.05 1
15.938 11.18 19.851 2 19.034 14.125 19.764 2
10.466 12.841 18.54 1 15.799 16.979 13.074 3
12.713 15.105 13.629 2 16.908 10.958 19.713 2
17.098 6.853 14.502 2 18.608 14.286 18.301 2
11.059 10.812 20.121 1 15.641 10.754 24.669 2
7.822 18.949 16.904 1 12.824 5.697 19.183 2
11.852 12.147 15.672 2 15.557 8.307 22.286 2
;
data newdata(keep=pid decision mode ttime);
set origdata;
array tvec{3} ttime1 - ttime3;
retain pid 0;
pid + 1;
do i = 1 to 3;
mode = i;
ttime = tvec{i};
decision = ( choice = i );
output;
end;
run;
/*-- HEV Estimation --*/
proc mdc data=newdata;
model decision = ttime /
type=hev
nchoice=3
hev=(unitscale=1 2 3, integrate=laguerre)
covest=hess;
id pid;
run;
data _null_;
/*-- test for H0: scale2 = scale3 = 1 --*/
/* ln L(max) = -34.1276 */
/* ln L(0) = -33.4138 */
stat = -2 * ( - 34.1276 + 33.4138 );
df = 2;
p_value = 1 - probchi(stat, df);
put stat= p_value=;
run;
/*-- Heteroscedastic Multinomial Probit --*/
proc mdc data=newdata;
model decision = ttime /
type=mprobit
nchoice=3
unitvariance=(1 2)
covest=hess;
id pid;
restrict RHO_31 = 0;
run;
/*-- Homoscedastic Multinomial Probit --*/
proc mdc data=newdata;
model decision = ttime /
type=mprobit
nchoice=3
unitvariance=(1 2 3)
covest=hess;
id pid;
restrict RHO_21 = 0;
run;
data _null_;
/*-- test for H0: sigma3 = 1 --*/
/* ln L(max) = -33.8860 */
/* ln L(0) = -34.5425 */
stat = -2 * ( -34.5425 + 33.8860 );
df = 1;
p_value = 1 - probchi(stat, df);
put stat= p_value=;
run;