[Limdep Nlogit List] random effect log-normal

Olle Westerlund olle.westerlund at econ.umu.se
Fri Dec 1 23:28:27 EST 2006


Dear Bill, Thanks a lot. We will try and perhaps 
reconsider our approach if it does not work.
The Krinsky Robb simulation worked perfectly, 
thanks again for help with that. /Olle
At 13:12 2006-12-01, you wrote:
>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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> > Limdep at limdep.itls.usyd.edu.au
> > http://limdep.itls.usyd.edu.au
> >
>
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