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st: nested logit

From   "Emla Fitzsimons" <>
Subject   st: nested logit
Date   Mon, 09 Jun 2003 09:18:47 +0000


I am estimating a nested logit sequentially using clogits. When I calculate inclusive values from the last step and include these as regressors in the previous step, all of my other coeffs turn completely insignificant. When I do not include the inclusive values everything is much different (ie many significant coeffs). Any ideas why this is happening?


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