[Limdep Nlogit List] Question about RPL in Nlogit [SEC=UNCLASSIFIED]

[Laplagne, Patrick]

Hi all,

I am estimating the following Random Parameters Logit model (with panel
data) of four nominal labour market outcomes (F = full-time; P =
part-time; U = unemployed; N = not in the labour force):

NLOGIT;
LHS=OUTCOME;
CHOICES=F,P,U,N ;
RH2=ONE,X2,X3,X5,X6,X7,X8,X9,X10,X11,X12,X13,X14,X16,X17,X18,X19,X20,X21
,X22,X23,X24,X25,X26,X28,X29,X30,X31,X32,X33,X34,X35;
RPL;
CORRELATION;
FCN=A_F(N),A_P(N),A_U(N);
PDS=COUNT;
PTS=250;
MAXIT=250;
HALTON $

Following estimation, I generate individual predicted probabilities:

PROB = PREDOUT ;

I also simulate proportions of the sample in each labour market state:

SIMULATION=F,P,U,N;

And I implement a scenario designed to generate the marginal effect of a
variable of interest:

SCENARIO: X2 = 0 & X2 = 1 $

The question I have is: how can I generate the standard errors of these
three postestimation results? That I can see, there is no way to get the
software to produce them automatically.

I am new to both RPL and Nlogit, and I may have missed the obvious. I
would be grateful if someone could point me to the relevant part of the
manual, or suggest a way to compute those standard errors by hand. If I
knew the formula for the predicted individual probabilities, I could
probably use bootstrapping to generate their standard errors and, from
there, I could calculate standard errors for the other results of
interest. However, I cannot find the formula for those RPL
probabilities. They differ from those under a standard multinomial
logit. Looking at the Nlogit manual on p. N7-2, it seems that the
probabilities require the 'extra' parameters estimated by the model,
i.e. those at the bottom of the coefficients table or the B vector. Is
that right? If so, how exactly are they incorporated into the
probability calculations in PROB?


Thanks in advance for your help,

Dr Patrick Laplagne
Research Manager
Productivity Commission
LB2, Collins St East
Melbourne
VIC 8003
Australia

Phone: (03) 9653 2167
Fax: (03) 9653 2305
E-mail: plaplagne at pc.gov.au







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