[Limdep Nlogit List] testing the list is now operational again
Zein Kallas Calot
zein.kallas at upc.edu
Fri Feb 17 00:27:32 AEDT 2017
Dear all,
I followed the Nlogit 5 reference guide manual on page N-567 to calculate the conditional confidence
interval of parameters for each individual after estimating an RPL model. This is the code that I
used (example with 2 random attribute for simplicity)
CALC ; Ran (12345) $
NLOGIT;Lhs=YC1;Choices=ALT1,ALT2,NO;
Rhs=A1,A2,A3,A4
;RPL;Fcn=A1(n),A2(n)
;PDS=8
;halton
;parameters
$
the conditional confidence interval of parameters
MATRIX ; bn = beta_i ; sn = sdbeta_i $
CREATE ; bA1n = 0 ; bA2n = 0 $
CREATE ; sA1n = 0 ; sA2n = 0 $
NAMELIST ; betan = bA1n, bA2n $
NAMELIST ; sbetan = sA1n, sA2n $
CREATE ; betan = bn $
CREATE ; sbetan = sn $
CREATE ; vbA1n = sA1n^2 ; vbA2n = sA2n^2 $
CALC ; List ; sdbA1n = Sqr(xbr(vbA1n) + Var(bA1n))
; sdbA2n = Sqr(xbr(vbA2n) + Var(bA2n)) $
CREATE ; lowerbA1 = bA1n - 2*sA1n ; upperbA1 = bA1n + 2*sA1n $
CREATE ; lowerbA2 = bA2n - 2*sA2n ; upperbA2 = bA2n + 2*sA2n $
CREATE ; person = Trn(1,1) $
CALC ; meanbA1n = Xbr(bA1n) $
CALC ; highbA1n = meanbA1n + 2*sdbA1n $
CALC ; lowbA1n = meanbA1n - 2*sdbA1n $
CALC ; meanbA2n = Xbr(bA2n) $
CALC ; highbA2n = meanbA2n + 2*sdbA2n $
CALC ; lowbA2n = meanbA2n - 2*sdbA2n $
PLOT ; Lhs = person ; Rhs = lowerbA1,upperbA1
; Centipede
; Title = Confidence Limits for b_A1 for normal Model
; Bars = meanbA1n,highbA1n,lowbA1n $
PLOT ; Lhs = person ; Rhs = lowerbA2,upperbA2
; Centipede
; Title = Confidence Limits for b_A2 for normal Model
; Bars = meanbA2n,highbA2n,lowbA2n $
Questions:
1. Is this code correct? Or I missed something?
2. The Figures were plotted for each row in the data and not each person (i.e. for the total
number of rows: Number of persons * 8 choice sets * 3 alternatives). How can I correct for that to
obtain a similar figure of the Manual (Figure N29.7)
3. Is it possible to extract the values of the confidence interval by person and attribute in a
separate data set?
Best regards
Zein Kallas
CREDA
Barcelona
-----Mensaje original-----
De: Limdep [mailto:limdep-bounces at itls.usyd.edu.au] En nombre de David Hensher via Limdep
Enviado el: 10 February 2017 02:43
Para: limdep at itls.usyd.edu.au
CC: David Hensher <david.hensher at sydney.edu.au>
Asunto: [Limdep Nlogit List] testing the list is now operational again
This is a test only
David
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