[Limdep Nlogit List] Asking for help about the switching regression

[Yishu Fu]

I meet a problem when using the Limdep to estimate disequilibrium model.

I try to use switching regression to get the maximum likelihood estimations
from two regimes. However, according to manual, the probability from each regime
could not be estimated by this program automatically. E32-55 and E32-59 in
volume 2 give some suggestions on predicting probability while I am still
confused because I have limited econometric knowledge.

In fact, two models’ estimations from each regime are generated and are kept as
two new sequences in data editor. I am not quite clear about the intention of
these two models’ estimations as well.

I am very obliged if anyone could offer me help regarding my requests. Many
thanks.

Regards,
Sally