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Re: st: nlogit nesting scheme for 3-level degenerate model: data structure


From   "Anders Alexandersson" <[email protected]>
To   [email protected]
Subject   Re: st: nlogit nesting scheme for 3-level degenerate model: data structure
Date   Tue, 2 Jan 2007 11:38:12 -0500

To structure the data for a degenerate nest in a 3-level
non-normalized nlogit model, see pages 12-14 in Heiss' draft online
article (model L) or pages 250-251 in Heiss' SJ article (model N); The
syntax for nlogitdn is the same as for nlogit.

Thanks; I no longer get a syntax error when using nlogitdn. The syntax
error that I experienced actually happened on July 28, 2006. I still
cannot exactly reproduce the last example in Heiss (e.g., I get log
likelihood -184.69 instead of -165.26), but at least my results are
fairly close (coefficients have the right signs and similar values).

References:
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.
Heiss, F. 2002. Structural choice analysis with nested logit models.
The Stata Journal 2(3): 227-252.

Anders Alexandersson
[email protected]

John Fulton <[email protected]> wrote:
Thanks.  I'm not sure if this is relevant to your problem, but it's my
impression that Heiss redid his data to agree with reference categories
used in Greene's textbook (2003 edition).

Assuming nlogit is appropriate, how should I structure data for a
degenerate nest in a 3-level model?
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