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st: Nested logit model for panel data.


From   ippab ippab <ippab.statalist@gmail.com>
To   statalist@hsphsun2.harvard.edu, Stata Technical Support <tech-support@stata.com>
Subject   st: Nested logit model for panel data.
Date   Fri, 2 Apr 2010 19:10:54 -0600

Hi All,

I am sorry if this has been answered before; I, however, could not
find any answer.  I have a panel of consumers who consider a number
house ads before probing further for a subset.  From a list of houses,
they identify a subset (i.e., consideration set).  For a house that is
in the subset, they acquire more information about it and may go for a
visit. In other words, there are three alternatives for each house j
seen by consumer i: i) do not consider j at all; (ii) get more
information about j, but not visit it; (iii) get more information
about j and visit it.  As you can see, I need to estimate a nested
logit model for this problem.  However, I am not sure what command to
use in stata because we have a panel dataset (consumer-product panel).
 I am not sure if nlogit is capable of handling the panel nature of
the data.

Can you please let me know what command to use?

By the way, if you feel that we are better off using a different
modeling approach, please let me know.

Thanks a lot!
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