Hi
I have also used STATA to etimate nested logit and have had this confusion
with IV parameters.
One thing to not is that the nlogit command in stata is not consistent with
random utility theory, there is a paper in this in the stata manual, sorry i
can't remember the reference, but a google search on 'nested logit stata'
should find this.
I had to download an update to stata called nlogitrum
Hope this helps, sorry if it is a little vague I am sturggling with a
similar problem myself
Good luck
Verity
-----Original Message-----
From: Wei Tan [mailto:[email protected]]
Sent: 02 October 2003 19:05
To: [email protected]
Subject: st: nested logit inclusive value parameters
Hi,
I am trying to estimate nested logit model using stata. According to
Mcfadden's model, the inclusive value should be between 0 and 1. but in the
stata reference book, the estimated inclusive value parameters are above 1.
Is the stata estimates different from McFadden's model?
thanks
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