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st: nested logit model - estimate

From   Annalisa Marini <>
Subject   st: nested logit model - estimate
Date   Mon, 16 Mar 2009 09:40:56 +0000

Dear all,

I am estimating a nested logit model by using stata 10, which seems the most appropriate version to estimate random utility models.

I have 5 limbs and for each limb there are 2 branches, whose choice depends on both alternative-variant regressors and alternative-invariant regressors (i.e. mixed logit).

I can get the correct specification for the tree structure, but I cannot find the exact syntax for the equation to estimate and there are no examples for the mixed logit.

Moreover, I should set the alternative-variant coefficients equal for the branches in each nest. Is there a way to tell stata this?

Finally, it seems that I cannot use different weights for the individuals, because I always get a message that all the weights should be equal across individuals. This seems more a message for stata 10, because I tried in version 8 and I could use different weights.

Is there a way to solve these problems or rather should I start to think to program myself the maximum likelihood?

If anyone can help me it would be really appreciated.

Many thanks.

Best wishes,


Annalisa Marini
Department of Economics
University of Bristol
8 Woodland Road
Bristol BS8 1TN
United Kingdom

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