st: Intercept estimates in -nlogit- with case-specific variables

[Mike Lacy <Michael.Lacy@colostate.edu>]

I'm trying to run a nested logit model on data with all case-specific 
predictors, and I am confused about the presence/role of the 
intercept.  What confuses me is that none of the examples in the 
manual entry on -nlogit- show any estimate of the intercept, although 
I have seen this elsewhere.

My understanding that with case-specfic predictors,  the intercept 
estimate is meaningful, and can be obtained with a proper data setup, 
by  which I mean that for each case, there are records in the file 
for each alternative, with indicator variables to mark each possible 
alternative, and indicator X covariate product variables for each 
case-specific covariate.    This kind of setup, if used 
with  -clogit- with case-specific predictors, produces intercept (and 
other) estimates identical to -mlogit-.

So, is it appropriate to use these indicator terms to to pick up the 
intercept estimates in an -nlogit- that has only case--specific variables?

Regards,
=-=-=-=-=-=-=-=-=-=-=-=-=
Mike Lacy, Assoc. Prof.
Soc. Dept., Colo. State. Univ.
Fort Collins CO 80523 USA
(970)-491-6721   

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