[Limdep Nlogit List] t-stat of Nested logit model using RU2 procedure

ho quoc Chinh hoqchinh at yahoo.com.vn
Thu Aug 27 13:19:38 EST 2009

Dear Limdep-users,
For pre-August 2003 versions of Nlogit, there is a problem of IV, namely the reported IV value which is actually the scale parameter of elemental alternative level, i.e.,mu. It is easy to obtain the real IV of two-level NL models by taking the reciprocal of the reported IV value. However, how to calculate the t-statatistic for real IV value? Is it possible to use reported t-stat of corresponding RU1 procedure? My NL model sets all attribute parameters to be alternative-specific between partitions.
Any suggestion is highly appreciated.

Best regards,

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