st: nested logit

["Emla Fitzsimons" <efitzy75@hotmail.com>]

Hi,

I am estimating a nested logit sequentially using clogits.  When I calculate 
inclusive values from the last step and include these as regressors in the 
previous step, all of my other coeffs turn completely insignificant.  When I 
do not include the inclusive values everything is much different (ie many 
significant coeffs).  Any ideas why this is happening?

Thanks,
Emla.

_________________________________________________________________
Stay in touch with absent friends - get MSN Messenger 
http://www.msn.co.uk/messenger

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/