[Limdep Nlogit List] Wald test of linear restrictions
Cati Torres
cati.torres at uib.es
Thu Mar 27 21:52:17 EST 2008
Hello Limdep listers,
I am working with choice experiments and I have estimated a multinomial
logit, following LIMDEP instructions, as follows:
NLOGIT; CHOICES=A,B,SQ; LHS=CHOICEB;
RHS=E_HIGVIS,E_MIDVIS,AT_DUR,E_LOCONG,E_MICONG,AT_COST;
WTS=WEIGHT$
In this context, I am interested in undertaking a WALD test of linear
restrictions to know if the coefficients of the variables E_HIGVIS and
E_MIDVIS are equal. In this sense, again following LIMDEP instructions,
I have run the model:
NLOGIT; CHOICES=A,B,SQ; LHS=CHOICEB;
RHS=E_HIGVIS,E_MIDVIS,AT_DUR,E_LOCONG,E_MICONG,AT_COST;
TEST:b(1)-b(2)=0;
WTS=WEIGHT$
But it does not work. I obtain the next error:
"Error 109: ;CLS/RST - error in syntax. Check specified constraints."
Has anybody experienced the same error? How can it be solved?
Regards,
Cati
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