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RE: st: GLAMM and nested logit/probit

From   Maarten buis <>
Subject   RE: st: GLAMM and nested logit/probit
Date   Tue, 18 Nov 2008 22:56:48 +0000 (GMT)

--- Kristian Karlson <> wrote:
> I have, however, not found a presentation of how to model a nested
> multinomial logit model, hence this thread on the statalist.

This is a very specific model, so I it may well be that you are the
first to try that with -gllamm-.
> (For clarification: Yes, you get it right ? the idea was to model the
> latent class membership. How specifically to do this I haven't
> decided on yet.

That reminds me of the work done by Partha Deb who parameterized the
probability of class membership in a finite mixture model. He wrote his
own Stata program though and did not use -gllamm-, but the slides from
his presentation at the Summer North American Stata Users' Meeting may
give you some ideas:

> Nonetheless, my problem here is technical. Maybe I need to go through
> the gllamm manual once again (and this time read it more in depth).
> However, if anyone can give me a helping hand with the estimation of
> the nested multinomial logit model in -gllamm- stated in the top of
> this thread, I would be thankful.

I have never estimated such a model in -gllamm-, so I am afraid I can't
help with that. 

-- Maarten

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515

+31 20 5986715

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