As is stated in the title, I have several questions concern the combination of nested logit and panel data.
1, Can we run nested logit with the individual fixed effect? this is useful when one has data that individual makes multiple decisions over time and the choice structure is nicely nested.
2, If yes, could you provide a real case (a paper or a tutorial would be the best)?
3, If no, is there any reason, especially theoretical ones, that prohibits us from doing so?
Any effort would be deeply appreciated.