I wanna estimate a conditional logit model (particularly with 1:n matched
case-control data). The size n of the choice set actually varies across the
choice set for every individual (between 5 and 9). Acording to my theory I
want to include choice-specific variables as well as individual specific
variables and some interactions thereof as explanatory variables in this
model.
First, the typical newbie question: Does anybody have code (fragments)
which I could modify that kinda fits this problem? Second, do I need to
specify choice specific constants (n-1 dummies) for such a situation (there
are mixed signals in the stats literature of when to include choice
specific constants)?
Any help is greatly appreciated.
Thomas
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