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

[ho quoc Chinh]

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,
Chinh.


      Kết nối để chat trên blog hoặc bất kỳ trang web cá nhân nào! Yahoo! cho phép bạn có thể chat ngay với Pingbox. Thử xem! http://vn.messenger.yahoo.com/pingbox/