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st: IIA violations and subsequent steps

From   Douglas Garrett <>
Subject   st: IIA violations and subsequent steps
Date   Sun, 05 Aug 2007 17:35:35 -0400

I am currently running a multinomial logistic regression model and have found that it violates the IIA assumption. Of course, one option in this case is to fit a nested logit model to these data to allow error terms to correlate within parent-levels of the nested structure. However, all of my predictors describe characteristics of participants rather than of choices. To my understanding, this person-level type of predictor is not appropriate for a nested logit model, as predictors are required typically that vary along with the choices themselves. If that is correct then, how does one handle IIA violations in a multinomial logistic model with predictors that are choice-invariant? Might there be a work-around to allow error terms of certain choices to correlate prior to running a multinomial model such as this?

Many thanks in advance.

Douglas Garrett
Grady Lab
Rotman Research Institute
Department of Psychology
University of Toronto

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