Sorry for the delay, and I also not sure that I am helping, because I am not an expert of multinomial things and IIA, but -asmprobit- allows you
to relax the IIA.
Nicola
At 02.33 06/08/2007 -0400, Douglas Garrett wrote:
>Hello!
> I am currently running a multinomial logistic regression model and
>have found that it violates the IIA assumption. Of course, one option
>in this case is to fit a nested logit model to these data to allow
>error terms to correlate within parent-levels of the nested structure.
> However, all of my predictors describe characteristics of
>participants rather than of choices. To my understanding, this
>person-level type of predictor is not appropriate for a nested logit
>model, as predictors are required typically that vary along with the
>choices themselves. If that is correct then, how does one handle IIA
>violations in a multinomial logistic model with predictors that are
>choice-invariant? Might there be a work-around to allow error terms
>of certain choices to correlate prior to running a multinomial model
>such as this?
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