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Re: st: nested logit


From   "Emla Fitzsimons" <efitzy75@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: nested logit
Date   Tue, 10 Jun 2003 09:25:36 +0000

Yes, that does seem to be the problem. For those vbles that I exclude from level3, and then include in level2, the coeffs and signif levels are the same whether or not I control for the inclusive value. For the rest (ir the ones that I include in both level3 and level2), there are substantial differences in the coeffs depending on whether or not I include the inclusive value.

So am I right in saying that it is not really feasible to estimate a 3-level nested logit if the regressors are the exact same for all 3 levels? For example I am looking at individual education choices across 3 years and using time-invariant individual and household characteristics as determinants of these choices.

Many thanks for your help,
Emla.


From: "Ray Boston" <boston@cahp.vet.upenn.edu>
Reply-To: statalist@hsphsun2.harvard.edu
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: nested logit
Date: Mon, 09 Jun 2003 14:47:17 EST

Dear Emla,
It seems to me that you may have hit in the problem.  Try removing
one of the duplicated covariates and see if the problem goes away.
Ray
Ray C Boston, PhD
Professor of Biomathematics and Biostatistics
Dept. of Clinical Studies, NBC
School of Veterinary Medicine
382 West Street Road Kennett Square, PA 19348
Phone 610 444 5800 (X 2557)

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