[Limdep Nlogit List] Re: [Limdep] maximum score and kernel estimation

William Greene wgreene at stern.nyu.edu
Wed Feb 28 12:31:38 EST 2007

Dear George:  LIMDEP can compute both kernel estimates and the MSCORE
estimator.  However, neither is explicitly set up for panel data.  On your second
question, there is a paper by van Soest that fits a variety of binary choice models.
However, I would say that the differences between MSCORE and logit are so 
profound that no comparison is likely to be meaningful.
/B. Greene

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: George joseph <georgejpp at yahoo.com>
Date: Tuesday, February 27, 2007 4:56 pm
Subject: [Limdep Nlogit List] maximum score and kernel estimation

> Hello all,
> I would like to know whether I can compute maximum score estimates 
> and kernel
> estimates for panel data using Limdep. Also could you suggest some 
> papers which
> are applications of these methods (if possible - comparing with 
> logit).I am
> aware of the limitations.
> Thanks.
> George
> ---------------------------------
> Need a quick answer? Get one in minutes from people who know. Ask 
> your question on Yahoo! Answers.
> _______________________________________________
> Limdep site list
> Limdep at limdep.itls.usyd.edu.au
> http://limdep.itls.usyd.edu.au

More information about the Limdep mailing list