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st: nested logit model - estimate
Dear all,
I am estimating a nested logit model by using stata 10, which seems the
most appropriate version to estimate random utility models.
I have 5 limbs and for each limb there are 2 branches, whose choice depends
on both alternative-variant regressors and alternative-invariant regressors
(i.e. mixed logit).
I can get the correct specification for the tree structure, but I cannot
find the exact syntax for the equation to estimate and there are no
examples for the mixed logit.
Moreover, I should set the alternative-variant coefficients equal for the
branches in each nest. Is there a way to tell stata this?
Finally, it seems that I cannot use different weights for the individuals,
because I always get a message that all the weights should be equal across
individuals. This seems more a message for stata 10, because I tried in
version 8 and I could use different weights.
Is there a way to solve these problems or rather should I start to think to
program myself the maximum likelihood?
If anyone can help me it would be really appreciated.
Many thanks.
Best wishes,
Annalisa
----------------------
Annalisa Marini
Department of Economics
University of Bristol
8 Woodland Road
Bristol BS8 1TN
United Kingdom
e-mail: [email protected]
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