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st: Nested Logit Unbalanced data...Varying regressors by nests


From   "Nitin Dua" <nd05d@fsu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Nested Logit Unbalanced data...Varying regressors by nests
Date   Wed, 28 Apr 2010 00:51:21 -0400

Dear Stata users,

Does anybody have an idea on how to run Nested Logit in Stata 9 or 10 when
data is unbalanced i.e. individuals have different choice sets?

I tried -nlogitrum in Stata 9 with the chk data option turned off and a
universal choice set specified. There were way too many choices which
increased the matrix size and thus, no results.

Also, is it possible to have different sets of regressors by nests.

Any help is welcome. Thanks.

Nitin

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