[Limdep Nlogit List] SEs around market shares

[Samuel Kaufman]

I have tried several times to be removed from this list, and every time it
has had no effect.

-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of William
Greene
Sent: Monday, May 02, 2016 10:57 PM
To: Limdep and Nlogit Mailing List
Subject: Re: [Limdep Nlogit List] SEs around market shares

Matt.
;SIMULATE can't compute a measure of variability around the fitted market
shares. Since they have to sum to 1, there is no way to form a confidence
interval for each one while being internally consistent.
/Bill Greene


On Mon, May 2, 2016 at 1:14 PM, Matt Quaife <matthew.j.quaife at gmail.com>
wrote:

> Hi All,
>
> Hopefully a quick and easy one this. I am seeking a measure of
> variability around a set of market share predictions as produced by
> the ;simulate command, preferably standard errors.
>
> If this is achievable - either through a workaround or explicitly in
> NLOGIT, I would appreciate any guidance.
>
> Best wishes
> Matt
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> Limdep at limdep.itls.usyd.edu.au
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--
William Greene
Department of Economics
Stern School of Business, New York University
44 West 4 St., 7-90
New York, NY, 10012
URL: http://people.stern.nyu.edu/wgreene
Email: wgreene at stern.nyu.edu
Ph. +1.212.998.0876
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