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st: nlogit error because of replicate levels


From   "Wiemann, Markus" <m.wiemann@fs.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: nlogit error because of replicate levels
Date   Thu, 26 Aug 2010 15:39:06 +0200

Hello,

Using the nlogit command (in Stata/SE 10.0) I repeatedly run into an
error I do not find the source of. I have the following tree structure 


. nlogittree trigger type, choice(chosen)

tree structure specified for the nested logit model

 type         N       trigger       N     k  
---------------------------------------------
 no_trigger 38484 --- without     38484 12828
 trigger    31626 --- accounting  17424  5808
                   +- rating      14202  4734
---------------------------------------------
                          total   70110 23370



Running the following simple nlogit command prompts the following error:


. nlogit chosen leverage current_rating || type: maturity amount ||
trigger:, noconst case(loan_id)
variable trigger has replicate levels for one or more cases; this is not
allowed


What does that mean? The dataset seems to be well defined - just as in
the Stata help example. First I thought there might be some sort of
identical observations. But including variables that differ either
within "observations" of the same loan_id and/or differ between
observations of different loan_ids did not help.

Do you have any ideas or suggestions?


Thanks
Markus



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