[Limdep Nlogit List] (no subject)

Thang Nam Do u3988932 at anu.edu.au
Sat Sep 8 19:02:26 EST 2007

Dear all,

Can anyone please let me know whether I am on a right track in learning
how to check for error variance in random parameter logit models?

My understanding is that NLOGIT 4.0 allows us to do this by using the

;HFE= a, b,...n
where a, b,... n are the variables that are suspected to cause
heterogeneity in error variance

And when we run this, in addition to including a. b....n in the HFE, we
still need to include the variables a, b...n in the utility functions as
when running a standard RPL model.

I would appreciate your help.

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