[Limdep Nlogit List] parameter varaince in RPL

[Brett Smith]

Dear all,

 

I am aware that for mixed logit it is possible to estimate the means of
random parameters as functions of individual characteristics or context
variables using ;rpl=var and (after some trial and error) it is possible to
estimate the variance (spread) as a function of a variable using ;hfn=var.
However, in attempting to include both specifications it seems that the
heterogeneity (;rpl=var) overrides the heteroscedacity (;hfn=var). Has
anyone managed to include both specifications? Is there a work around in
LimDep? Or am I being a little ambitious?

 

Thanks in advance,

 

Brett.