Monday, February 20, 2006

st: nested logit model

Dear all,

I have some problems with the estimations of a nested logit model with stata (version 9).

In contrast to the example in the stata documentation, I want to use some (individual-specific variables) at both levels of my nested logit model. Unfortunately, stata omits some values (standard errors, p-values...) of some coefficient as soon as I use the same explanatory variables on two instead of one level.

The example from the stata guide works like this:

webuse restaurant nlogitgen type=restaurant(fast:Freebirds|MamasPizza, family: CafeEccell|LosNortenos|WingsNmore, fancy: Christophers|MadCows) gen incFast=(type==1)*income gen incFancy=(type==3)*income gen kidFast=(type==1)*kids gen kidFancy=(type==3)*kids

nlogit chosen(restaurant=cost rating distance) (type=incFast incFancy kidFast kidFancy), group(family_id) nolog

If I try to extend the stata example by using one of the individual-specific variables (kids) on both level, I get problems:

gen kid1=(restaurant==1)*kids gen kid2=(restaurant==2)*kids gen kid3=(restaurant==3)*kids gen kid4=(restaurant==4)*kids gen kid5=(restaurant==5)*kids gen kid6=(restaurant==6)*kids

nlogit chosen(restaurant=cost rating distance kid1-kid6) (type=incFast incFancy kidFast kidFancy), group(family_id) nolog

With this model specification I do not get standard errors and p-values for the variables kidFast and kidFancy.

- Does someone know how it is possible to estimate a nested logit model in stata with the same explanatory variable on different variables?

Thanks a lot for any help!


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