[Limdep Nlogit List] random model in ordered logit

[sougand golesorkhi]

Dear users 

 

does anyone know how to calculate the random model for an ordered logit model with a dependent variable having 3 categories 1, 2 and 3 (the highest category for dependent variable). I would like to estimated hit rates compared to naive and random models. The naive model for all observation falling into the highest group (3) is 43% and correctly predicated for all categories 73%. I have the frequencies of actual and predicted outcomes produced by limpdep.




Sougand   




 

> Date: Thu, 18 Mar 2010 14:14:04 -0400
> From: wgreene at stern.nyu.edu
> To: limdep at limdep.itls.usyd.edu.au
> Subject: Re: [Limdep Nlogit List] marginal effects
> 
> Wiji. They are not kept automatically by any estimator. You have to program
> them using CALC, CREATE and MATRIX. The level of difficulty will differ
> by model. For a simple probit or logit model, it is trivial. For a mixed
> multinomial logit model, within which they must be simulated, probably not 
> possible.
> /Bill Greene
> 
> ----- Original Message -----
> From: "Wiji Arulampalam" <Wiji.Arulampalam at warwick.ac.uk>
> To: limdep at limdep.itls.usyd.edu.au
> Sent: Thursday, March 18, 2010 12:49:34 PM GMT -05:00 US/Canada Eastern
> Subject: [Limdep Nlogit List] marginal effects
> 
> Dear Users,
> Does anyone know how to get the individual specific marginal effects in
> Nlogit please? I get the averages but I want to group them differently
> instead of averaging over all cases.
> Many thanks.
> Best
> Wiji
> 
> 
> Professor Wiji Arulampalam
> Department of Economics
> University of Warwick
> Coventry CV4 7AL
> UK
> email: wiji.arulampalam at warwick.ac.uk
> <mailto:wiji.arulampalam at warwick.ac.uk> 
> Tel: +44 (0)24 76523471
> Fax: +44 (0)24 76523032
> Web: http://www.warwick.ac.uk/go/arulampalam
> <http://www.warwick.ac.uk/go/arulampalam> 
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