Nlogit Stata

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Micol Cohn

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Aug 4, 2024, 8:56:35 PM8/4/24

to deadpoworme

Iwould like to run a nested logit model with panel data in R or Stata, but I am not sure how to proceed. I want to understand which factors influenced a person's choice to work full time, work part time, or not work at all.

I have seen a few R packages (e.g., nestedLogit, mlogit) and a Stata command (nlogit) that are designed to handle models like this. However, because this is panel data, I would also like to include individual fixed effects. I know that fixed effects do weird things in non-linear models, but there do exist commands that address these issues and allow the inclusion of fixed effects in logit models (e.g., feglm from the fixest library in R, femlogit in Stata). I do not want random effects.

My question is this: Can I add individual fixed effects to a nested logit model in R or Stata? If so, how? Can I do this with any of the existing nested logit commands (e.g., nestedLogit, mlogit, nlogit)?