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st: multi-level nlogit model


From   Stefan Bernhard <[email protected]>
To   statalist <[email protected]>
Subject   st: multi-level nlogit model
Date   Sun, 11 Aug 2013 11:14:19 +0200

dear statalisters,
(Stata12)

it seems to me that the documentation for -nlogit- lacks detailed
information on how to specify multi-level models and I can't find the
right words to feed Google with to find the answers I'm looking for
(there are a few statalist entries on multilevel nlogit models but
none show any syntax on how to do this).

The syntax for -nlogit- includes ... [|| lev1_equation [||
lev2_equation ...]] ....
However, the part for -nlogitgen- says nothing about multiple levels.

How do I proceed to specify a multi-level model? The Example in the
[R] is quite nice, but only shows a two-level model. Do I need to set
the multiple levels with successive -nlogitgen-? Do I need to set all
levels in one -nlogitgen-? Or do I only need to set the bottom level
with -nlogitgen- and all other levels are then set in -nlogit-?

Furthermore, can I use -nlogitgen- to set the branches and multiple
levels based on already existing categorical variables?
E.g. On one level I have 3 types of internet tariffs: cable, dsl and
mobile, which are identified in a categorical variable. Instead of
having to specify all of the 150 different tariffs manually, can't I
use the categorical variable that already contains exactly the same
information?

I.e. suppose in the example
"nlogitgen type = restaurant(fast: Freebirds | MamasPizza, family:
CafeEccell | LosNortenos | WingsNmore, fancy: Christophers | MadCows)"
the variable "type" already exists and I just need to tell -nlogitgen-
to set the branch using that one.

hope you can - as always - help me
best, stefan bernhard,
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