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st: RE: RE: Nested logit


From   "Russo, Giovanni" <G.Russo@fss.uu.nl>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Nested logit
Date   Tue, 8 Oct 2002 09:23:49 +0200

Thank for the tip Nick,

I have looked it up but again is not what I am looking for. Both nlogit and
nlogitrum use the clogit type of data. That is you have observations on the
characteristics of the alternatives (let's say n alternatives). For every
decision makers you have n observations recording the caracteristics of the
alternatives for that particular decision maker and one varaible that
records the chosen alternative.

I have mlogit type of data. One observation per decision maker, the
variables record the characterisitcs of the decision maker (her age, income,
educational level, occupation....) plus one varaible recording the chosen
alternative.

I would like to know whether someone has developed a routine to estimate a
nested logit model from this type of data.

Thanks again

Giovanni

-----Oorspronkelijk bericht-----
Van: Nick Cox [mailto:n.j.cox@durham.ac.uk]
Verzonden: maandag 7 oktober 2002 17:58
Aan: statalist@hsphsun2.harvard.edu
Onderwerp: st: RE: Nested logit


Russo, Giovanni
> 
> I am looking for a routine for the estimation of a nested 
> logit model. I
> have data on job seekers choosing the search method. I observe the
> characteristic (age, gender, income, educational levlel) of 
> the decision
> makers and the alternative chosen. This is a "mlogit" type 
> of data rather
> than the clogit type of data used by the nlogit command in 
> Stata. In the
> latter case one observes the characteristics of the 
> alternatives; the
> decision makers are not important.
 
There is an article in the latest Stata Journal on 
random utility maximization nested logit, which may 
help. You can download the software
from within Stata. 

Nick 
n.j.cox@durham.ac.uk 
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