Dear all
I have a grouped dataset, where I have the number of units sold of
particular products for a large number of products. I also have prices
for the products and would like to estimate a nested logit demand
model.
I have already estimated a logit model for the data using two methods:
1) using the blogit command; and
2) by putting the data into its long form and then using the logit
command and fweights (see FAQ: Logistic regression with grouped data)
The problem I have is this: I would like to estimate a nested logit
model on this data, however, the nlogit command requires that a group
variable be specified. As the data that I have is grouped data I do
not have the required group variable. This means that I cannot use the
nlogit command.
Does anyone know how to get round this problem?
Many thanks
George
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