[Limdep Nlogit List] Wald test of linear restrictions

Cati Torres cati.torres at uib.es
Thu Mar 27 21:52:17 EST 2008


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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