[Limdep Nlogit List] Latent Class

William Greene wgreene at stern.nyu.edu
Sat May 26 10:43:01 EST 2007


Dear Hiroshi:  Mainly yes, you are correct.  But, as I indicated in my note, 
by forcing zero restrictions at different places in the parameter vector, it is
possible to make the utility functions different in the different classes.
Unless one knows a priori who is in what class, or what the classes are,
I believe this is an improper specification.  Nonetheless, mathematically,
it is possible.
Regards,
Bill 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: Hiroshi KAMEYAMA <kameyama.hiroshi at gmail.com>
Date: Friday, May 25, 2007 6:48 pm
Subject: Re: [Limdep Nlogit List] Latent Class

> Dear Prof. Greene,
> Related question.
> I understand that Latent Class model procedure does not required 
> any 
> detail specification for utility function,
> like mixed logit model,
> because each segment has different paramter value based on same 
> utility 
> function specification.
> 
> Do I understand it in right way?
> 
> Hiroshi Kameyama
> Kagawa Univ., Japan
> 
> 
> William Greene さんは書きました:
> > Kristy. You can do it, but it's going to require a lot of care.
> > What you have to do is fit the model with 1 class first to
> > see how the coefficients are arranged in the base model.
> > NLOGIT reorders things, so you need to get the ordering
> > right.  After you see how the model is arranged by the program,
> > you can use ;RST = list1, list2, list3 ... $ where each list 
> specifies> the coefficients in the utility function, either free, 
> constrained> or fixed.  Note, you can only specify different 
> utility functions
> > through the use of zeros placed in a global specification.
> > /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: Kristy Wallmo <Kristy.Wallmo at noaa.gov>
> > Date: Friday, May 25, 2007 12:16 pm
> > Subject: [Limdep Nlogit List] Latent Class
> >
> >   
> >> I am running a latent class model, and would like to know if 
> it's 
> >> possible in LIMDEP to specify  different utility functions for 
> >> different 
> >> classes.  
> >>
> >> Thanks, Kristy
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