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st: nested logit

From   "Emla Fitzsimons" <>
Subject   st: nested logit
Date   Mon, 18 Aug 2003 08:58:43 +0000


I' estimating a 2-level nested logit. I have no choice-specific variables - all are time-invariant individual and household characteristics, and all should (potentially) be included as explanatory vbles in both levels. For the bottom level it's fine. For the upper level, I then include both the log denominator as an additional regressor as well as the same regressors as in the bottom level. I get identification due to the fact that the log denominator is a non-linear function of the regressors. However, I'm not sure if this is a correct thing to do, as I've never seen it been done like this before (normally there are choice specific vbles). Also, not sure about the interpretation to be placed on the regressors at the upper level?

Would be grateful for any thoughts,

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