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Re: st: IIA violations and subsequent steps


From   nicola.baldini2@unibo.it
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: IIA violations and subsequent steps
Date   Sun, 12 Aug 2007 15:20:39 +0200

Sorry for the delay, and I also not sure that I am helping, because I am not an expert of multinomial things and IIA, but -asmprobit- allows you
to relax the IIA. 
Nicola

At 02.33 06/08/2007 -0400, Douglas Garrett wrote:
>Hello!
>   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? 
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