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st: RE: nested logit inclusive value parameters

From   "Watson, Verity" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: nested logit inclusive value parameters
Date   Fri, 3 Oct 2003 10:25:50 +0100


I have also used STATA to etimate nested logit and have had this confusion
with IV parameters. 

One thing to not is that the nlogit command in stata is not consistent with
random utility theory, there is a paper in this in the stata manual, sorry i
can't remember the reference, but a google search on 'nested logit stata'
should find this.

I had to download an update to stata called nlogitrum

Hope this helps, sorry if it is a little vague I am sturggling with a
similar problem myself

Good luck


-----Original Message-----
From: Wei Tan [mailto:[email protected]]
Sent: 02 October 2003 19:05
To: [email protected]
Subject: st: nested logit inclusive value parameters


I am trying to estimate nested logit model using stata. According to 
Mcfadden's model, the inclusive value should be between 0 and 1. but in the 
stata reference book, the estimated inclusive value parameters are above 1.

Is the stata estimates different from McFadden's model?


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