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st: Marginal effects after nested logit

Subject   st: Marginal effects after nested logit
Date   Mon, 18 Sep 2006 20:47:50 -0500


I am wondering if anyone knows how to calculate the marginal effects after
a nested logit.  I am running the command "nlogitrum" rather than "nlogit"
and it appears from the Stata FAQs that "mfx" does not support nested logit
models.   I have seen papers that use nested logit models and include
marginal effects, so I am pretty sure it is possible.  I just have not seen
how one does it in Stata.

If there is no program to calculate these effects, how can one do this
manually? I am using a 2 level model.


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