[Limdep Nlogit List] Command ";parameters" in NLOGIT

Raul Brey Sanchez rbresan at upo.es
Fri Apr 11 02:33:14 EST 2008


Dear all,

I have estimated a random parameter logit model with rank data using NLOGIT. I have also asked to save the individual parameters using the command “;parameters”. In this way, it is supposed that I keep the values of the random parameters for each individual in the fitted model. To double check that everything is OK and these parameters are really the individual parameters I have tried to estimate the utilities and the predicted probabilities using the individual parameters and compare them with the ones obtained using the commands “utility” and “keep” (although in this last case I am not sure what LIMDEP provides since I am using ranking data). However, the results don’t coincide at all. Using conditional logit with rank data, the results obtained by these 2 procedures (using the estimated parameters and using the commands “utility” and “keep”) are exactly equal.  Can anyone help me? Am I wrong about what the command “parameters” provides me?

Thanks in advance,

Raul.





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