st: clogit: interacting chooser characteristics with choice characteristics

[John Fulton <fulton@ssc.wisc.edu>]

Hi.  Thanks for the great feedback on my previous question.
I'm using clogit as McFadden's choice model, and
I want to identify the effects of a common feature of a subset of my 
alternatives.
Then I want to interact this with individual characteristics to see if 
different choosers
pick different broad classes of alternatives.

To start, I assume it is reasonable to enter common group features into 
my data as a single dummy variable.
E.G:
alt: char:
1    0  
2    1
3    0
4    1
alternatives 2 and 4 possess the attribute, while 1 and 3 do not.

Then, I interact the "char" variable with an indicator variable for the 
chooser, e.g., race.  This chooser-characteristic is constant within 
"group", but because the indicator variable for the alternatives is not, 
the coefficient doesn't drop out.

I am worried, because as I read the literature, I have not found anyone 
employing this approach.  Is this legitimate?  Please help me find ways 
to think about this.

Thanks,
John.

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