Three-level nested logit in Biogeme

[mengying fu]

Dear all,

Can Biogeme perform three-level (multi-level) nested logit? If it does, could you please let me know where I can find the instruction to write the syntax? 

Thank you in advance!

Best regards,

Mengying

[Bierlaire Michel]

The nested logit model that is precoded in biogeme is a one level nested. 

http://biogeme.epfl.ch/examples/swissmetro/python/09nested.py

In general, it is not necessary to use a multiple level model, as you can always use a cross-nested model instead.

http://biogeme.epfl.ch/examples/swissmetro/python/11cnl.py

The only exception I can think of is when you have a very large number of alternatives. But in this case, sequential estimation is certainly preferable. 

If you really need a muti-level nested, you can always code the likelihood yourself. Look at the file nested.py to see the implementation of the nested logit, and get inspiration about how to do it. 

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