[Limdep Nlogit List] wald test for linear restrictions

[William Greene]

You may have only one ;TEST:... in a command.  However, this device
cannot be used in this context. You should use a likelihood ratio
test. You would estimate the model first without the restrictions
then with the restrictions imposed. To impose the restrictions, you
must use the ;RST=list form.  However, you do not appear to have
the right number of coefficients specified in your restrictions. Your
model has only 4 parameters in the utility functions. That gives 8 for
the latent class model. There are 8 more in the probability model for
the classes however, you cannot restrict these.
/B. Greene

----- Original Message -----
From: scolombo at ugr.es
To: limdep at limdep.itls.usyd.edu.au
Sent: Friday, March 5, 2010 5:13:09 AM GMT -05:00 Colombia
Subject: [Limdep Nlogit List] wald test for linear restrictions

Dear all,

I need to know whether I can specify a variable as continuous or as
discrete in a latent class choice model.
I used the following estimation code:

NLOGIT;Lhs=Card; Choices=A,B,C
;rhs=D,E,F,G
;pds=newpnl12 ;maxit=500
;Lcm=factor1,factor2,factor3,factor4
;pts=2;prob=ClasP; utility=clasUt
;Test: b(6)-b(7)=0,b(6)-b(8)=0,b(7)-b(8)=0
;Test: b(14)-b(15)=0,b(14)-b(16)=0,b(15)-b(16)=0$

I does not work and the output warnings me that:

Error   109: ;CLS/RST - error in syntax.  Check specified constraints.

I tried to simplify it, even in a simple conditional logit model, (where I
just use the first set of restrictions)it does not work and repeat the
same.

Can someboty spot where the error is?

Thanks.


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