[Limdep Nlogit List] parameter varaince in RPL

[Brett Smith]

Thanks John,

David sent an email earlier suggesting as much. Unfortunately, our version
pre-dates this update. Doina's arranging an update. 

Thanks again,

Brett.

-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of John Rose
Sent: Friday, 6 October 2006 6:24 AM
To: Limdep and Nlogit Mailing List
Subject: RE: [Limdep Nlogit List] parameter varaince in RPL

Brett

The command for decomposing heterogeneity in the random parameters is
;hfr, not ;hfn. 

Nlogit allows for both to be used simultaneously. 

JR

-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of Brett Smith
Sent: Wednesday, 4 October 2006 2:05 PM
To: limdep at limdep.itls.usyd.edu.au
Subject: [Limdep Nlogit List] parameter varaince in RPL

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. 

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