[Limdep Nlogit List] Wald test in Nlogit

[William Greene]

Phil: NLOGIT and LIMDEP are the same program, so you should
not "go back to LIMDEP." If you are using nlogit, you are using
limdep.  Either way, something like the following works:

clogit;lhs=mode;choices=air,train,bus,car
    ; rhs=   gc,    ttme, invc,one$
wald; fn1= b_gc - b_ttme$

/Bill Greene

----- Original Message -----
From: "Phil James" <pasj500 at york.ac.uk>
To: "Limdep and Nlogit Mailing List" <limdep at limdep.itls.usyd.edu.au>
Sent: Thursday, December 4, 2008 10:04:21 AM GMT -05:00 US/Canada Eastern
Subject: [Limdep Nlogit List] Wald test in Nlogit

I am running a basic MNL model, using NLOGIT 4, I want to run a wald test
for linear restrictions. In Limdep the command reads ;wald:b(1)-b(2)=0
however this does not appear to work in Nlogit. Is there any way I can do it
in NLOGIT without having to go back to LIMDEP and reload all the data etc? 

 

Thanks for your help

 

Phil

 

University of York,

UK

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