[Limdep Nlogit List] calculation of standard errors
Philomela at gmx.net
Philomela at gmx.net
Fri Jan 16 00:12:27 EST 2009
Dear all,
i am estimating standard errors for willingness to pay estimates using nlogit by inserting the parameters and the covariance matrix which is estimated using some other software.
Unfortunatly i get sometimes the message that i cannot get standard errors due to fixed parameters:
Is that possible or may it be due to a mistake when transferring the data?
Thank you very much,
Philio
+-----------------------------------------------+
| WALD procedure. Estimates and standard errors |
| for nonlinear functions and joint test of |
| nonlinear restrictions. |
| VC matrix for the functions is singular. |
| Standard errors are reported, but the |
| Wald statistic cannot be computed. |
+-----------------------------------------------+
+---------+--------------+----------------+--------+---------+
|Variable | Coefficient | Standard Error |b/St.Er.|P[|Z|>z] |
+---------+--------------+----------------+--------+---------+
Fncn(1) 8.68888889 1.414
Fncn(2) 1.24444444 3.55198724 .350 .7261
Fncn(3) -3.44444444 4.14932377 -.830 .4065
Fncn(4) -57.4444444 28.5562790 -2.012 .0443
Fncn(5) 13.9642857 1.12938488 12.365 .0000
Fncn(6) 1.42857143 1.12938488 1.265 .2059
Fncn(7) -30.5357143 ......(Fixed Parameter).......
Fncn(8) -.03571429 ......(Fixed Parameter).......
Fncn(9) 14.9285714 4.07205509 3.666 .0002
Fncn(10) 16.0714286 3.91230398 4.108 .0000
Fncn(11) 1.14285714 4.37408883 .261 .7939
Fncn(12) -4.68888889 4.81692897 -.973 .3303
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