On Sun, 19 Oct 2014, David van Herick wrote:

> Does anyone know if it is possible to run a nested logit model in gretl?
> It seems it must be possible somehow with a hansl script or something, but
> I can't seem to figure it out.  I am hoping for an FIML version, but would
> be happy to even find something that will do a two-step LIML version with
> multinomial logit models that include logsum parameters.

Ok, sorry it took me so long to answer this, but I've been working on 
conditional logit and I was hoping to answer your message with a "use 
this" message.

Unfortunately, it took me some time, and then real life got in the way so 
I still don't have a polished product that I feel like making available as 
a function package. However, if you have some spare time I can send you 
the stuff I've got, but in return you *must promise* me you'll do the rest 
of the job, look after my baby and release the function package ;)

Once clogit is done, the two step nested logit model is relatively easy, 
and FIML should follow.

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   Riccardo (Jack) Lucchetti
   Dipartimento di Scienze Economiche e Sociali (DiSES)

   Università Politecnica delle Marche
   (formerly known as Università di Ancona)

   r.lucchetti@univpm.it
   http://www2.econ.univpm.it/servizi/hpp/lucchetti
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