[Limdep Nlogit List] MNL Dummy Variable issues

[feinf at umich.edu]

  That is exactly right: anything constant across the choice set
needs to be put in as an interaction effect, via multiplying
with with non-constant quantities. That way, you are in effect
estimating two coefficients -- assuming you are assessing the effect
of a dummy variable -- for each of those other (non-contant)
quantities.  To keep with your original example, you'd be getting a
set of "male coefficients" and "female coefficients" for each of the
non-constant variables with which you're interacting.  Note that this
would only be estimated *across* choice sets, since each individual
is, presumably, constant in gender, so the gender "variable" never
varies within any one choice set. [You should be careful that you
don't have a small proportion of either zeros or ones in your dummy
variable, or you may wind up not having enough cases to estimate the
gender difference in coefficients. You might also consider some form
of hierarchical modeling, particularly hierarchical Bayes.]

  FF

  Quoting "Thomas C. Eagle" <teagle at tceagle.com>:

> You have to interact the category variables with alternative
specific
> constants,
> much like you do with socio-demographic effects.
>
> Tom