Nested logit analysis of missing response observations

A new estimation technique is proposed to deal with missing response variab les in the context of a nested multinomial legit model. Survey data often h ave a significant number of incomplete or missing responses. If such data a re systematically missing (i.e. not missing at random) and if such observat ions are deleted from the analysis, biased sample selection results. The ne w method is applied to the empirical analysis of determining job loss statu s.