[Limdep Nlogit List] help request

Edoardo Marcucci emarcucci at uniroma3.it
Sun Jan 31 02:10:14 EST 2010


Stephen, thanks for your suggestions which I will surely try out right  
away.

I also need to impose restrictions on the sign of the coefficients and  
I use U ... ,1 to impose the variance equale to the Beta. do you know  
if this might couse some problems with the estimations..


Best regards

Edoardo
========================
Edoardo Marcucci
DIPES -
Università degli Studi di Roma Tre
Via G. Chiabrera, 199 - 00145 ROMA
tel. ++39  0657335294
fax. ++39 0657335282
cell. ++39 3316876905
mail edoardo.marcucci at uniroma3.it
========================










Il giorno 30/gen/10, alle ore 04:04, Stephen Beville ha scritto:

> Edoardo,
>
> This problem is easily solved.  Drop the ! and # from your FCN code  
> and if
> you want all 3 covariates to enter the model (heterogeneity in the  
> variance,
> do not ascribe any binary coding.  However if you want to restrict  
> some
> covariates from appearing give these a 0, and in this case the  
> coding must
> follow |#.
>
> For example.
>
> For all covariates to enter the model use the following code
>
> HFR = INCOME, FAMILY, URBAN
> FCN = GC(N), TTIME (N)
>
>
> If you don't want family to enter, use:
>
> HFR = INCOME, FAMILY, URBAN
> FCN = GC(N|#101), TTIME (N|#101)
>
> BTW-as a credit to the manual, and the writers of the manual, this
> information is all in there.
>
> Cheers,
> Stephen Beville
>
>
>
>
> On Sat, Jan 30, 2010 at 11:22 AM, Edoardo Marcucci <emarcucci at uniroma3.it 
> >wrote:
>
>> Dear Limdep users,
>>
>> We would like to ask a question concerning a problem we have
>> encountered and are not able to solve. The manual is not very helpful
>> on this specific point.
>>
>> We are trying to estimate  a random parameter model with  
>> heterogeneity
>> in variance attributable to choice-invariant characteristics.
>>
>> the manual (N17-26) shows the code for the heterogeneity both in mean
>> and variance together
>>
>> RPL =  AGE, SEX;
>> HFR = INCOME, FAMILY, URBAN;
>> FCN = GC(N), TTIME (N|#01!101)
>>
>> WE WOULD LIKE TO STUDY ONLY HETEROGENEITY IN VARIANCE.
>>
>>
>> FOLLOWING THIS EXAMPLE,
>>
>> RPL;
>> HFR = INCOME, FAMILY, URBAN;
>>
>> ... WE DO NOT KNOW HOW TO CODE FCN.
>>
>> WE HAVE TRIED BOTH:
>> (WE ACTUALLY USED U INSTEAD OF N)
>>
>> 1) FCN = GC(N), TTIME (N|!101)
>> 2)FCN = GC(N), TTIME (N|#!101)
>>
>> but in both cases we could not run the model.
>>
>> More in detail:
>> -  in the first case, the error message was "ERROR 1071: In FCN =
>> name(type|value), invalid value was found."
>> -  in the second case, the error message was "ERROR 1071: the #dddd
>> format is used when ; RPL= list is present"
>>
>>
>> Any help on this point is much appreciated.
>>
>> best regards
>> ========================
>> Edoardo Marcucci
>> DIPES -
>> Università degli Studi di Roma Tre
>> Via G. Chiabrera, 199 - 00145 ROMA
>> tel. ++39  0657335294
>> fax. ++39 0657335282
>> cell. ++39 3316876905
>> mail edoardo.marcucci at uniroma3.it
>> ========================
>>
>>
>>
>>
>>
>>
>>
>>
>>
>>
>> _______________________________________________
>> Limdep site list
>> Limdep at limdep.itls.usyd.edu.au
>> http://limdep.itls.usyd.edu.au
>>
>
>
>
> -- 
> Stephen Beville
>
> Postdoctoral Fellow
> Crawford School of Economics and Government
> The Australian National University
> Canberra ACT 0200
> AUSTRALIA
> O: 61 261254443
> M: 61 413905168
> _______________________________________________
> Limdep site list
> Limdep at limdep.itls.usyd.edu.au
> http://limdep.itls.usyd.edu.au



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