[Limdep Nlogit List] Repeated Nested-Logit Model

Angel Bujosa Bestard angel.bujosa at uib.es
Mon Sep 17 22:46:51 EST 2007

I agree with you, degenerate branches are not a problem for NLOGIT. My question was concerned with the "repeated" part of the problem. Morey et al's model use information on more than one choice per individual. Then, I was wondering if it is possible to estimate that model setting the choice variable as "frequency data"? Or if it is necessary to make some kind of modification to the usual nested logit command in order to consider more than one choice-ocasion per individual.

Thank you very much!


----- Original Message -----

Prof. Bujosa: The model in that paper looks like a nested
logit model with one (or more midel B) degenerate branches,
which is no problem for NLOGIT. (The 1993 paper predates
by several years the internet discussion by Hunt, Hensher
and Greene which cumlinated in the papers by Hunt and by
Hensher and Greene in which nested logit models with 
degenerate branches were developed at some length.  I believe
that there were also a couple earlier papers on nested
logit models with degenerate branches written by David 
Hensher.  These would also have appeared after Morey et al's
Bill Grene
----- Original Message -----
From: "Angel Bujosa Bestard" <angel.bujosa at uib.es <http://limdep.itls.usyd.edu.au/mailman/listinfo/limdep>>
To: limdep at limdep.itls.usyd.edu.au <http://limdep.itls.usyd.edu.au/mailman/listinfo/limdep>
Sent: Monday, September 17, 2007 3:31:56 AM (GMT-0500) America/New_York
Subject: [Limdep Nlogit List] Repeated Nested-Logit Model

I am trying to estimate a Repeated Nested-Logit Model (Morey et al., 
1993) using Limdep. My question is: is it possible to estimate this 
model in Limdep? Maybe setting the choice variable to frequency data?

Many thanks!!

Balearic Islands University

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Professor William Greene
Department of Economics
Stern School of Business
New York University
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New York, NY   10012
http://www.stern.nyu.edu/~wgreene <http://www.stern.nyu.edu/%7Ewgreene>

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