[Limdep Nlogit List] Random parameters ordered choice

Andreas Drichoutis adrihout at aua.gr
Thu Oct 30 00:04:21 EST 2008


Dear all,

 

following Dr. Greene's advice the RPM model converged with all coefficients
being random (although it took 12 hours to do so). However, my request for
marginal effects was refuted with the below message:

RP cannot compute ME for ORDERED when J > 9..

 

But I only have J=5, so what's wrong? The command I'm using is:

ordered ; lhs=pbofvr ; rhs=w,x ; maxit=4000

    ; wts=pweight,dweight ; rpm ;
fcn=one(n),se_cen(n),co_cen(n),tr_cen(n),be...

    ac_cen(n),po_cen(n), age(n), gndr(n), eduyrs(n), hsize(n), urb2(n),
urb3(...

    trst(n), stf(n),   hi_thng(n),mmbprty(n),
dscrgrp(n),askedbr2(n),askedbr3...

    hinctnt2(n), hinctnt3(n), hinctnt4(n), hinctnt5(n), hinctnt6(n),
hinctnt7...

    inwyr2(n), inwyr3(n)    ; pds=1 ; prob=f3 ; marginal ; full $

 

 

Best,

Andreas

 

-----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: Tuesday, October 28, 2008 2:35 PM
To: Limdep and Nlogit Mailing List
Subject: Re: [Limdep Nlogit List] Random parameters ordered choice

 

Andreas. It is doable within limits. A random constant term

probably won't work. A small number of random coefficients,

possibly, but it depends on the data set. A full model with

lots of (or all) coefficients random, probably not. Use 

;PDS=1 in your command, and you will know.

/Bill Greene

 

----- Original Message -----

From: "Andreas Drichoutis" <adrihout at aua.gr>

To: limdep at limdep.itls.usyd.edu.au

Sent: Tuesday, October 28, 2008 4:58:57 AM GMT -05:00 US/Canada Eastern

Subject: [Limdep Nlogit List] Random parameters ordered choice

 

Dear all,

 

I know you can estimate a random parameters ordered choice model for panel

data in Limdep. How about if you just have cross-sectional data, no time

dimension. Is it doable?

 

Regards,

Andreas

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