Dear all,
I have some problems with the estimations of a nested logit model with
stata (version 9).
In contrast to the example in the stata documentation, I want to use some
(individual-specific variables)
at both levels of my nested logit model. Unfortunately, stata omits some
values (standard
errors, p-values...) of some coefficient as soon as I use the same
explanatory variables
on two instead of one level.
The example from the stata guide works like this:
webuse restaurant
nlogitgen type=restaurant(fast:Freebirds|MamasPizza, family:
CafeEccell|LosNortenos|WingsNmore, fancy: Christophers|MadCows)
gen incFast=(type==1)*income
gen incFancy=(type==3)*income
gen kidFast=(type==1)*kids
gen kidFancy=(type==3)*kids
nlogit chosen(restaurant=cost rating distance) (type=incFast incFancy
kidFast kidFancy), group(family_id) nolog
If I try to extend the stata example by using one of the
individual-specific variables (kids) on both level, I get problems:
gen kid1=(restaurant==1)*kids
gen kid2=(restaurant==2)*kids
gen kid3=(restaurant==3)*kids
gen kid4=(restaurant==4)*kids
gen kid5=(restaurant==5)*kids
gen kid6=(restaurant==6)*kids
nlogit chosen(restaurant=cost rating distance kid1-kid6) (type=incFast
incFancy kidFast kidFancy), group(family_id) nolog
With this model specification I do not get standard errors and p-values for
the variables kidFast and kidFancy.
- Does someone know how it is possible to estimate a nested logit model in
stata with the same explanatory variable on different variables?
Thanks a lot for any help!
Matthias
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