[Limdep Nlogit List] simulation of ordered logit probabilities after inclusion of random parameters

[William Greene]

Derek. This command does not fit a random parameters model.  In order to
fit an RPM you
must include the specification of which parameters are random and what the
distributions are.
Although the command did not work to fit an RPM, the presence of the ;RPM
switch in the
command turns off the saving of the results for the subsequent PARTIALS and
SIMULATE
commands, which partly explains the diagnostic about SIMULATE.  Before we
turn to that,
it looks like the ;RST specification specifies far more parameters than
there are in the model.
Finally, it is unclear with the RTM (random thresholds) model is doing in
here.
I could not figure out what is going on with ;RST.

   The SIMULATE command is not set up to work with a random parameters
model.  What you
can do to get the mean estimates of simulation or partial is, after fitting
this model, use the
betas and mus as starting values in an ordinary ORDERED command and include
;MAXIT=0.
This will store the model in a way that can be used with PARTIALS and
SIMULATE.

/Bill Greene

On Mon, Nov 18, 2019 at 8:07 AM Derek Monsuur <F.Monsuur at lboro.ac.uk> wrote:

> Dear sir/madam,
> I have a question with regards to the simulation of probabilities after
> estimating an ordered logit model with random parameters. After estimation,
> I like to simulate probabilities for several scenario's, in which the
> parameter 'MIN' is varied over several levels, e.g. from 0 to 80. The model
> looks like this:
> ORDERED;
> LHS=SAT;
> RHS = one, FEM, FREQ, MIN, STAND, INFO, IC, BCANCEL, CANCEL, AGE1, AGE3,
> MG3, COMB, PERB, LEI, COMN, RED;
>
> RST=b1,b2,b3,b4,b5,b6,b7,b8,b9,b10,b11,b12,b13,b14,b15,b16,b17,b18,b19,b20,b21,b22,b23,0,0,0,b27,0,b29,0,0,0,0,0,0,0,0,0,0,0;
> RTM;
> RPM;
> halton;pts=20;
> alg=bfgs;
> logit;partials$
> And after model estimation I use the following command:
> Simulation;Scenario:&MIN=0(5)80;Outcome=*$
> This command works perfectly fine with a basic ordered logit model,
> however, when I use this command after estimating the model with random
> thresholds and random parameters (for 'MIN' and 'INFO'), I get the
> following error message:
> "Previous model did not store model setup for PARTIALS.
> Check model setup and output for errors. Setup does
> not occur if model command contains Expand(variable)."
> To me it seems that I somehow need to store the individual specific
> parameter means, and according to the manual this can be done with the
> command ;Parameters. If I include this command however, NLOGIT crashes
> immediately, without giving me the opportunity to inspect the error
> message. Or is it the case that this functionality is simply not available
> for ordered logit with random parameters?
> With kind regards,
> Derek Monsuur
>
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>

-- 
William Greene
Department of Economics, emeritus
Stern School of Business, New York University
44 West 4 St.
New York, NY, 10012
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Email: wgreene at stern.nyu.edu
Ph. +1.646.596.3296
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