[Limdep Nlogit List] imposing a constrain on the distribution
sally alain
sally_alain at yahoo.com
Thu Jun 11 02:13:29 EST 2009
Hello,
Following Hensher and
Greene (2003), I tied to use conditional parameter estimates to derive plausible
WTP values. I tried to restrict the sign
and the range of a triangular parameter by constraining the spread to that of the
mean of the random parameter. However the specification Fcn=name(t,1) does not
work with binary models. It fixing the parameter than imposing a constrain on
the distribution.
calc;ran(12345)$
--> logit;lhs=choice;rhs=one,x1,x2,x3,x4
;rpm
;fcn=x1(t,1),x2(t),x3(t),x4(t)
;pts=20
;pds=4
;shufffled
;parameters
;matrix$
+--------+--------------+----------------+--------+--------+
|Variable| Coefficient |
Standard Error |b/St.Er.|P[|Z|>z]|
+--------+--------------+----------------+--------+--------+
---------+Nonrandom parameters
Constant| -1.32856117 .24237666 -5.481
.0000
---------+Means for random parameters
X1 |
.70710678 ......(Fixed
Parameter).......
X2 |
.03499364 .00173257 20.198
.0000
X3 |
.05693492 .00792475
7.184 .0000
X4 |
-.19909318 .00875393 -22.743
.0000
---------+Scale parameters for dists. of random parameters
X1 |
2.22470699 .01125844 197.604
.0000
X2 |
.06967358 .00412668 16.884
.0000
X3 |
.32085919 .01092655 29.365
.0000
X4 |
.03397756 .01162298 2.923
.0035
I wonder if there is a
way to solve this problem.
Cheers,
Sally
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