[Limdep Nlogit List] Nested Logit Sequential (Two step) estimation

[Saul Basurto Hernandez]

I am trying to estimate a Nested Logit model using the Sequential estimation as the number of alternatives in my database make the FIML estimation not feasible.
In order to be familiarized with the software, I tried to fit the same models as in the NLogit 6 Reference Guide (pages N-528 and N-529) but, the results I got from the second step considerably differed with respect to those in the Reference Guide. 
This is the example in the Reference Guide (using the clogit.lpj project):

NLOGIT ; Lhs = mode
; Choices = air,train,bus,car
; Tree = fly(air), ground(train,bus,car)
; Model: U(air,train,bus,car) = <0,at,ab,0> + bc * gc /
 U(fly,ground) = ah * hinca
; Ivb = incvlu
; Conditional $

I got exactly the same results here but, not for the second step:

NLOGIT ; Lhs = mode
; Choices = air,train,bus,car
; Tree = fly(air), ground(train,bus,car)
; Model: U(air,train,bus,car) = <0,at,ab,0> + bc * gc /
U(fly,ground) = ah * hinca + aiv * incvlu
; Sequential $

This is what the reference displays:
-----------------------------------------------------------------------------
Second step estimates of nested logit model
Dependent variable Choice
Number of obs.= 210, skipped 0 obs
--------+--------------------------------------------------------------------
 |Model for Choice Among Alternatives
 AT|    2.38614***  .36950   6.46 .0000  1.66193  3.11035
 AB|      .76659**    .32387  2.37  .0179   .13182  1.40136
 BC|     -.07659***  .01004 -7.63  .0000  -.09627  -.05691
 |Model for Choice Among Branches
 AH|     -.01386*** .00428 -3.24   .0012  -.02225  -.00548
 AIV|     .04165       .05691  .73     .4642  -.06989   .15319
--------+--------------------------------------------------------------------

And, this is what I got using the same command (FIML rather than LIML estimator):

Hessian is not positive definite at start values.
Error    803: Hessian is not positive definite at start values.
B0 is too far from solution for Newton method.
Iterative procedure has converged
-----------------------------------------------------------------------------
Start values obtained using MNL model
Dependent variable               Choice
Number of obs.=   210, skipped    0 obs
--------+--------------------------------------------------------------------
        |                  Standard            Prob.      95% Confidence
    MODE|  Coefficient       Error       z    |z|>Z*         Interval
--------+--------------------------------------------------------------------
        |Model for Choice Among Alternatives.................................
      AT|     .67162***      .19719     3.41  .0007      .28513   1.05810
      AB|    -.32457               .....(Fixed Parameter).....
      BC|    -.01981***     .5015D-06 ********  .0000     -.01981   -.01981
        |Model for Choice Among Branches.....................................
      AH|    -.01539    .....(Fixed Parameter).....
     AIV|          0.0    .....(Fixed Parameter).....
--------+--------------------------------------------------------------------
-----------------------------------------------------------------------------
FIML Nested Multinomial Logit Model
Dependent variable                 MODE
Warning:  Model does not contain a full
set of ASCs. R-sqrd is problematic.
Number of obs.=   210, skipped    0 obs
--------+--------------------------------------------------------------------
        |                  Standard            Prob.      95% Confidence
    MODE|  Coefficient       Error       z    |z|>Z*         Interval
--------+--------------------------------------------------------------------
        |Attributes in the Utility Functions (beta)..........................
      AT|    2.36903***      .37054     6.39  .0000     1.64278   3.09528
      AB|      .76469**        .32447     2.36  .0184      .12875   1.40064
      BC|     -.07685***      .01004    -7.65  .0000     -.09653   -.05717
        |Attributes of Branch Choice Equations (alpha).......................
      AH|      .00473           .00681     .69    .4876     -.00863    .01808
     AIV|     0.0                 .9261D+14 .00  1.0000 -.18151D+15  .18151D+15
        |IV parameters (RU1), tau(b|l,r),sigma(l|r),phi(r)...................
     FLY|      .08202           .06278     1.31  .1914     -.04103    .20507
 GROUND| -.04438           .06521     -.68   .4961     -.17220    .08343
--------+--------------------------------------------------------------------

I've tried with different specifications but, the Sequential estimation seems to be unavailable. 

Am I doing something wrong (I just copied and pasted the same commands)? Or 
Is the Sequential estimator unavailable in NLogit 6 (I am using the student license)?


Best wishes,
Saul Basurto