This paper presents simple formulae for the utility covariances of the
nested legit (NL) model, and based on these defines a ''scaled tree''
that can be used as an aid for the interpretation of estimation, resu
lts. The paper also shows that the full information log-likelihood fun
ction of linear-in-the-parameters NL models is concave in the utility
parameters. Thus, conditional on the scaling parameters, full informat
ion maximum likelihood (FIML) searches cannot get trapped in Local max
ima.