[Limdep Nlogit List] random effect log-normal

William Greene wgreene at stern.nyu.edu
Fri Dec 1 23:12:55 EST 2006


Dear Olle:  You could treat it as a random parameters model
with a random constant term. There are lots of options for
other distributions.   I'm not optimistic for good results,
but in principle, it will work.
Regards,
Bill

************************************************
Professor William Greene
Department of Economics
Stern School of Business
New York University
44 West 4th St., Rm. 7-78
New York, NY   10012
Ph. 212.998.0876
Fax. 212.995.4218
URL. http://www.stern.nyu.edu/~wgreene
Email. wgreene at stern.nyu.edu
************************************************

----- Original Message -----
From: Olle Westerlund <olle.westerlund at econ.umu.se>
Date: Thursday, November 30, 2006 10:51 am
Subject: [Limdep Nlogit List] random effect log-normal

> Hi!
> 
> We would like to estimate a random effect model 
> for a binary outcome and the stochastic term is 
> distributed log-normal. Does anyone know how this can be done?
> 
> Hints very much appreciated.
> 
> Olle Westerlund
> 
> 
> _______________________
> 
> Olle Westerlund
> Associate Professor
> Department of Economics
> Umeå University
> SE-901 87 Umeå
> Sweden
> 
> Phone:+46-(0)90-786 61 48
>            +46-(0)730-250 233
> 
> 
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