[Limdep Nlogit List] (no subject)

William Greene wgreene at stern.nyu.edu
Fri Feb 20 06:31:34 EST 2009

All models save the linear regression require ;PDS=... not
STR=... You can get the PDS variable as follows:
after you do this, the variable _GROUPTI is what you need.
Replace ;STR=SCODE with ;PDS=_GROUPTI.
However, you will have a different problem. The estimator will
probably tell  you that 200 is too many periods. The log likelihood
must be computed as the product of the densities, and this is likely
to cause overflow or underflow in your case.
/Bill Greene

----- Original Message -----
From: "Craig Gallet" <cgallet at sbcglobal.net>
To: limdep at limdep.itls.usyd.edu.au
Sent: Thursday, February 19, 2009 1:24:31 PM GMT -05:00 US/Canada Eastern
Subject: [Limdep Nlogit List] (no subject)

I am trying to estimate a random effects truncated regression model with an unbalanced panel (the group sizes range from 1 to 200, with over 400 groups) but am unable to do so.  Specifically, I use commands akin to:
Truncation; Lhs = y; Rhs = one, x, z, w,...; str=scode; random effects; limit=0 $
Unfortunately, the only output I get are the non-panel truncated results, with no error messages.  Most of the independent variables are dummies.  Is there a reason for Limdep to not provide the random effects results, but also to not provide an error message (e.g., failure to converge)?  Any assistance is greatly appreciated.
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