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Re: st: nested logit


From   Ronan Conroy <rconroy@rcsi.ie>
To   "statalist hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: nested logit
Date   Tue, 10 Jun 2003 12:11:48 +0100

on 10/06/2003 10:25 am, Emla Fitzsimons at efitzy75@hotmail.com wrote:

> 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.

The problem is your data structure. It's not that individual characteristics
are the same, but that pretending to have measured them three times gives
you the wrong number of degrees of freedom as well. If you have N subjects,
then you have 3N measures of education choices but only N measures of
time-invariant characteristics. I think that multilevel modelling is the
best option at this point. I'd take a deep breath and check out -gllamm-
(see the very helpful website
http://www.iop.kcl.ac.uk/IoP/Departments/BioComp/programs/gllamm.html for
manuals and support.



Ronan M Conroy (rconroy@rcsi.ie)
Lecturer in Biostatistics
Royal College of Surgeons
Dublin 2, Ireland
+353 1 402 2431 (fax 2764)

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