Multinomial Choice in NLOGIT: Model Specification
Commands for NLOGIT use LIMDEP’s standard command syntax.
Model Sizes
- Up to 500 choices in choice sets
- Up to 300 parameters in utility functions
- Tree structures may have up to 25 branches, 10 limbs, 5 trunks in 4 levels
Data Setup
- Individual choice, frequencies, proportions, ranks or best/worst
- Scaling of data for merging revealed and stated preference data
- Weighting for choice based sampling
- Automatic handling of missing data
- Multiple observations (panel data)
Utility Specifications
- LIMDEP standard command structure for equation specification
- Choice specific constants
- Interactions of choice specific constants and characteristics
- Within and across equation parameter constraints
- Fixed parameters in utility functions
- Logs and Box-Cox transformed variables
- Nonlinear utility functions
- Scaling of sets of variables and observations
Choice Sets
- Up to 500 choices
- Fixed or variable number of choices
- Universal choice set or individual specific choice sets
- Restricted choice set during estimation
Results
- Compute and save utilities
- Fitted probabilities
- In sample and out of sample predictions
- Log sums (inclusive values) for all tree levels
- Display tree structure
- Descriptive statistics by choice and attribute
- Crosstab of predicted and actual choice
- List of fitted probabilities with predicted and actual choice
- Elasticities and partial effects with tables in CSV format for export
- All standard model output, coefficients, standard errors, fit measures, diagnostic statistics
- All post estimation analysis tools for hypothesis tests (LR, LM, Wald)