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st: Nested logit with grouped data


From   George Batchelor <george.batchelor@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Nested logit with grouped data
Date   Mon, 4 Apr 2005 12:00:38 +0100

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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