[Limdep Nlogit List] Wald test in Nlogit
Phil James
pasj500 at york.ac.uk
Fri Dec 5 03:09:47 EST 2008
Bill,
Thank you very much indeed!
Phil
- - - - - - - - - - - - - - - - - -
Philip James
PhD Environmental Economics Student
Economics of Development and African Agriculture
Environment Department
University of York
Heslington
York
YO10 5DD
UK
Tel: +44 (0) 1904 434327
Mob: +44 (0) 7712 052248
Email: pasj500 at york.ac.uk
http://www.york.ac.uk/depts/eeem/
-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of William Greene
Sent: 04 December 2008 16:04
To: Limdep and Nlogit Mailing List
Subject: Re: [Limdep Nlogit List] Wald test in Nlogit
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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