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Re: st: two step method for nested logit


From   "Emla Fitzsimons" <efitzy75@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: two step method for nested logit
Date   Mon, 23 Jun 2003 15:59:37 +0000

Hi,

You can just do this manually - eg if you have 2 levels in your nested logit, at the last level, estimate for example a conditional logit (or whatever you are using). Construct the inclusive value from this - the log of the denominator from the cond logit - and include this as an additional regressor in the next step, ie for the first level. Estimates will be consistent but will have incorrect std errors.

Regards,
Emla.



From: "Wei Tan" <tanwei@hotmail.com>
Reply-To: statalist@hsphsun2.harvard.edu
To: statalist@hsphsun2.harvard.edu
Subject: st: two step method for nested logit
Date: Mon, 23 Jun 2003 23:46:42 +0800

Hi,

Is there any way in stata to specify two step method to estimate nested logit model. It takes too long for stata to estimate the nested logit model by full information maximum likelihood. I would like to get the result fast.

thanks

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