[Limdep Nlogit List] Wald test of linear restrictions
William Greene
wgreene at stern.nyu.edu
Thu Apr 3 14:28:27 EST 2008
M. Torres. You can follow the command with a Wald command,
NLOGIT; CHOICES=A,B,SQ; LHS=CHOICEB;
RHS=E_HIGVIS,E_MIDVIS,AT_DUR,E_LOCONG,E_MICONG,AT_COST;
WTS=WEIGHT$
WALD ; labels = 6_b ? (you have 6 parameters, we call them b1,...,b6)
; start = b
; var = varb
; fn1 = (b1 - b2) $
The chi squared statistic shown at the beginning of the output
will be your test statistic, to be compared to 3.84 for a significance
test.
/B. Greene
----- Original Message -----
From: "Cati Torres" <cati.torres at uib.es>
To: limdep at limdep.itls.usyd.edu.au
Sent: Thursday, March 27, 2008 5:52:17 AM (GMT-0500) America/Bogota
Subject: [Limdep Nlogit List] Wald test of linear restrictions
Hello Limdep listers,
I am working with choice experiments and I have estimated a multinomial
logit, following LIMDEP instructions, as follows:
NLOGIT; CHOICES=A,B,SQ; LHS=CHOICEB;
RHS=E_HIGVIS,E_MIDVIS,AT_DUR,E_LOCONG,E_MICONG,AT_COST;
WTS=WEIGHT$
In this context, I am interested in undertaking a WALD test of linear
restrictions to know if the coefficients of the variables E_HIGVIS and
E_MIDVIS are equal. In this sense, again following LIMDEP instructions,
I have run the model:
NLOGIT; CHOICES=A,B,SQ; LHS=CHOICEB;
RHS=E_HIGVIS,E_MIDVIS,AT_DUR,E_LOCONG,E_MICONG,AT_COST;
TEST:b(1)-b(2)=0;
WTS=WEIGHT$
But it does not work. I obtain the next error:
"Error 109: ;CLS/RST - error in syntax. Check specified constraints."
Has anybody experienced the same error? How can it be solved?
Regards,
Cati
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Professor William Greene
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New York University
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