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Re: st: nested logit

From   "Emla Fitzsimons" <>
Subject   Re: st: nested logit
Date   Tue, 10 Jun 2003 09:25:36 +0000

Yes, that does seem to be the problem. For those vbles that I exclude from level3, and then include in level2, the coeffs and signif levels are the same whether or not I control for the inclusive value. For the rest (ir the ones that I include in both level3 and level2), there are substantial differences in the coeffs depending on whether or not I include the inclusive value.

So am I right in saying that it is not really feasible to estimate a 3-level nested logit if the regressors are the exact same for all 3 levels? For example I am looking at individual education choices across 3 years and using time-invariant individual and household characteristics as determinants of these choices.

Many thanks for your help,

From: "Ray Boston" <>
Subject: Re: st: nested logit
Date: Mon, 09 Jun 2003 14:47:17 EST

Dear Emla,
It seems to me that you may have hit in the problem.  Try removing
one of the duplicated covariates and see if the problem goes away.
Ray C Boston, PhD
Professor of Biomathematics and Biostatistics
Dept. of Clinical Studies, NBC
School of Veterinary Medicine
382 West Street Road Kennett Square, PA 19348
Phone 610 444 5800 (X 2557)

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