[Limdep Nlogit List] out of sample prediction

[Liren Zhou]

On Nov 23, 2007 6:39 AM,  <scolombo at ugr.es> wrote:
> Dear all,
>
> I would like to compare the out of sample prediction capacity of random
> parameters and latent class models. Does anyone know if there is any
> command that allows to calculate the fitting of an existing model to new
> data. (I though to spilt the sample in two, estimate a model in the first
> half and used the coefficients to test the fitting in the second half, but
> I have not found the way to tell Limdep to use the existing coefficients
> and not estimating a new model. Constraining the coefficient seems not a
> solution given that 1) I could not constrained all the model coefficients
> and 2) in a random paramerter model a constrained coefficienthas not
> standard deviation).
>
> Any advice is welcome.
>
> Thanks.
> Sergio.
>
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