[Limdep Nlogit List] questions on choice-based sampling and nested logit

Bill Spitz bills at gra-inc.com
Tue Apr 22 08:10:25 EST 2008

A few semi-related questions:

1) Can LIMDEP 8.0 (not NLOGIT) estimate a nested logit model? It doesn't appear to be discussed anywhere in the manuals, but a Nested Logit model does appear under the Model menu in LIMDEP. Is there any description of how to specify nested logit within LIMDEP?

2) Can you specify choice-based sampling for the nested logit model?

3) Assuming the answer to 2) is Yes, the closest discussion about it in the LIMDEP manual (in the section on conditional logit) states that to use choice based sampling, you do NOT use a weighting variable (;wts), but only specify a set of population weights that sum to 1. But what if my observations represent grouped data, could I use a weighting variable for the group weight and still have population weights for the choice-based sampling? I guess an alternative would be to specify frequencies for the LHS variable in lieu of a weighting variable?


Bill Spitz
GRA, Inc.

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