st: nlogit and no within-group variation [Stata 8]

["R.E. De Hoyos" <redeho@hotmail.com>]

[Stata 8]

I am trying to estimate a nested logit using firm-level data. My dependent 
variable (recaso1) takes three values  {1,2,3}.

I nested outcomes 2 and 3 into the same group (IIA and "collapsing" test 
suggested this).
I have information about the firms' characteristics (and these are the 
explanatory var) but not about the outcome's characteristics. Following 
Stata manual's instructions I -reshape-d the data (from wide to long) to 
create a firm's id and the dichotomous variable coded as 0 for not selected 
alternatives and 1 for the selected alternative and I set the data:

gen fid = _n
tab recaso1, gen(recaso_b)
reshape long recaso_b, i(fid) j(wfid)
nlogitgen resolution = recaso1(allow: Allowed, notallow: Conditioned | 
Changed)
nlogittree recaso1 resolution

 resolution       recaso1
--------------------------
      allow        Allowed
   notallow      Conditioned
                      Challenged

The following occurs when estimating the model:

nlogit recaso_b (recaso1 = ihh ext colusion) (resolution = ihh hist rela syn 
imp eb2), group(fid)

tree structure specified for the nested logit model

       top --> bottom

 resolution       recaso1
--------------------------
      allow       Allowed
   notallow     Conditioned
                     Challenged
note: ihh omitted due to no within-group variance
note: ext omitted due to no within-group variance
note: colusion omitted due to no within-group variance
no independent variables for recaso1 model
r(102);


Given the structure of my data I do NOT have within-group variation. In fact 
what I want to estimate is a nested logit with -mlogit- within the branches 
(in my case a simple -logit-), therefore I shouldn't need outcomes' 
characteristics (variation withing-groups).

Is there anything that I am missing? Or is Stata'a -nlogit- subject 
to -clogit- within branches?

Thanks,

Rafa

________________________
R.E. De Hoyos
Faculty of Economics
University of Cambridge
CB3 9DE, UK
www.econ.cam.ac.uk/phd/red29/ 
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