[Limdep Nlogit List] Box-Cox test using Multinomial Distributions

[Mikołaj Czajkowski]

Gonzalez, Juan wrote:
> I would like to know if it is possible to set a box-cox test using a
> multinomial distribution (clogit, rplogit, etc). It seems I can specify
> a value for the shaping variable (lambda) but this simply presets an
> assumed shape. I cannot find the appropriate command to estimate lambda
> (hence test it) with any of the multinomial regressions in Nlogit. I
> appreciate your help.

Dear Juan,

I don't know if there is a simpler method, or one using MLE, but how 
about writing a procedure, that would do a grid-search of the lambdas 
for you? In case you had problems doing that send a direct email and I 
will help you set it up.

-- 
     Mikołaj Czajkowski

     Warsaw Ecological Economics Center
     Warsaw University
     http://www.woee.pl/