Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Nested Logit Model

From   Anders Alexandersson <>
Subject   Re: st: Nested Logit Model
Date   Thu, 15 Jul 2010 11:30:25 -0400

Marc, try -nlogitgen- and -nlogittree- before running -nlogit-, as in
the helpfile.
Please provide what you typed instead of schematic syntax like
"[explanatory variables]", e.g., what is your "altvar"?

Anders Alexandersson

On Thu, Jul 15, 2010 at 10:22 AM, Marc Michelsen
<> wrote:
> I am trying to run a nested logit model comparable to Huang/Ritter (2009)
> "Testing Theories of Capital Structure and
> Estimating the Speed of Adjustment", p. 253:
> 2-layered Security Issuance Decision: Limbs: NoIssue vs. Issue / Branches
> for "Issue": Debt Issuance vs. Equity Issuance.
> Similar to the above mentioned study, I have the same explanatory variables
> for the first decision layer (Issue vs. NoIssue) and the second layer (Debt
> vs. Equity). Apparently, this is not valid for Stata as I get the following
> error message:
> <"variables ".." are specified in more than one equation; this is not
> allowed>
> My command looks the following:
> . nlogit d a || issuetype: [explanatory variables], base(NonIssuer) ||
> issuetype2:  [explanatory variables], base(NoIssue) case(No) notree nolog
> What is wrong with my model specification/general approach?

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index