Monday, February 20, 2006
st: nested logit model
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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