[Limdep Nlogit List] calculating the cumulative densityfunction(CDF)

[Jill Caviglia-Harris]

Thanks. This is useful.

Jill Caviglia-Harris
Associate Professor
Economics and Finance Department
Salisbury University
Salisbury, MD 21801
(410) 548-5591
>>> "Durham, Cathy" <cathy.durham at oregonstate.edu> 11/13/08 12:48 PM >>>
You can create the CDFs as shown in section E15.3 in Limdep 8.0 titled
"Parametric Models for Binary Choice" if you have a different version.
You can get a listing of fitted values and x'B for each observation for
a model with 
keep=name; list$
I don't think the x'B is saved though you can see it in the 'list' for
limited dependent variables, you can certainly program it.
create;bx=b'x $ and then plug it into your cdf


-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of Jill
Caviglia-Harris
Sent: Thursday, November 13, 2008 8:06 AM
To: limdep at limdep.itls.usyd.edu.au
Subject: [Limdep Nlogit List] calculating the cumulative density
function(CDF)

LimDep List Serve Group:
 
Does any one know how to calculate the CDF within LimDep?  Since this is
used to estimate probit models, I assumed this could be done
simultaneously but have yet to find any such code.  thanks.
 
-Jill
 
Jill Caviglia-Harris
Associate Professor
Economics and Finance Department
Salisbury University
Salisbury, MD 21801
(410) 548-5591
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