Re: [Gretl-users] Nested Logit
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(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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