[Limdep Nlogit List] check for error variance in Random parameter logit

Thang Nam Do u3988932 at anu.edu.au
Sat Sep 8 19:18:32 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.

Thang Nam Do
PhD Scholar
Environmental Management and Development
Crawford School of Economics and Government
J.G. Crawford Building
Australian National University
ACT 0200
Tel: (61)-2-6125-1300
Fax: (61)-2-6257-2886
Mob: (61)- 401-077-559

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