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st: nested logit


From   "Emla Fitzsimons" <efitzy75@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: nested logit
Date   Mon, 09 Jun 2003 09:18:47 +0000

Hi,

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?

Thanks,
Emla.

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