Oops, both articles from Heiss are from 2002. I was also looking at
Silberhorn et al. (2006), hence my confusion.
Silberhorn, N., Boztug, Y., and Hildebrandt. Estimation with the
nested logit model: Specifications and software peculiarities. SFB 649
Discussion paper 2006.017.
Anders Alexandersson
[email protected]
On 1/2/07, Anders Alexandersson <[email protected]> wrote:
On 12/30/06, John Fulton <[email protected]> wrote:
> I'm setting up data for nlogitrum. In terms of the nlogitrum
> command, I have two nests at the altsetvar1 level (top level). One of
> these is degenerate with an elemental choice at the altsetvarB
(bottom)
> level. What do I do for the altsetvar2 level for this nest?
Should it
> have a nest of its own that is degenerate on level 2 as well? None of
> the examples of data management for degenerate nests I've found have
> dealt with three-level models.
I think that you should not specify the altsetvar2 level in
-nlogitrum-, if you want the equivalent three-level non-normalized
nlogit model with degenerate nests from -nlogit-. Heiss (2006, 242)
mentions that the dissimilarity parameter of degenerate tests is not
defined in the nlogit rum model, and gives an example (on pages 245
and 251, i.e. model "M" = model "N").
I found Heiss (2006) article instructive, but I think it contains some
errors. That is, I needed Heiss (2002) draft article to be able to
reproduce most of the examples in Heiss (2006). I have still not been
able to reproduce Heiss (2006, 245 and 251) 3-level model "N" (model
"L" in Heiss 2002) because the -nlogitdn- example gave me syntax error
198.
I note in the 3rd line of
http://www.stata-journal.com/software/sj2-3/st0017/nlogitdn.ado that
-nlogitdn- is based on version 7.0.7 of -nlogit- whereas the current
Stata 9 version of -nlogit- is 7.1.6. I have not yet tried -nlogitdn-
with the older version of -nlogit-. Are -nlogitdn- and the current
version of -nlogit- incompatible? Is someone else able to reproduce
model N in Heiss (2006) with a current version of Stata?
References:
Heiss, F. 2006. Structural choice analysis with nested logit models.
The Stata Journal 2(3): 227-252.
Heiss, F. 2002. Specification(s) of nested logit models. Online at
http://www.mea.uni-mannheim.de/mea_neu/pages/files/nopage_pubs/dp16.pdf.
Anders Alexandersson
[email protected]
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/