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st: Conditional vs Multinomial logit

From   uctpmtd <>
Subject   st: Conditional vs Multinomial logit
Date   Thu, 19 Jun 2003 23:50:23 +0100 (BST)

I have data from the UK National Travel Survey and I am estimating McFadden's
choice model. I have three different modes of transport, choice specific 
attributes (time, cost, speed) and individual characteristics (age,
sex, income, etc).

I have estimated the model using clogit given that I have variables that vary
across the choices.

After rearranging the data I have estimated the multinomial logit, mlogit, 
without the choice specific attributes and I obtained the same results as 
the clogit ommiting them as well.

My first question:
I have done the estimation with the mlogit including the choice specific
attributes and Stata did not crash. My guess is that the results are
meaningless but I wanted to confirm that.

If I want to estimate a model where the coefficients of time, cost and speed 
(the choice specific variables) vary across choices (an unrestricted version 
of the clogit model), is it ok if I use clogit with the data in the long 
format and interact the choice specific variables by the choices?

Third (a wish):
It would be nice if clogit would compute clustered standard errors as well. 
I have done bootstrap to correct my standard errors and it takes ages!

Thanks a lot for your help,

Teresa Delgado
Department of Economics
University College London
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