[Limdep Nlogit List] RPL - heterogeneity in mean for a subset of random parameters

[Hunt, Len (MNRF)]

Perfect. Thanx so much (I was looking through an older NLOGIT manual).

Cheers,

Len

-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au [mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of William Greene
Sent: June-01-16 8:53 AM
To: Limdep and Nlogit Mailing List
Subject: Re: [Limdep Nlogit List] RPL - heterogeneity in mean for a subset of random parameters

Len. The device you need is described on page N-537 of the nlogit10 manual.
Regards,
Bill Greene

On Wed, Jun 1, 2016 at 8:46 AM, Hunt, Len (MNRF) <len.hunt at ontario.ca>
wrote:

> Hi folks,
>
> I am trying to estimate an RPL whereby only some random parameters 
> have mean shifters (and consequently, I cannot use RPL= ). The real 
> problem for me arises from the fact that I specified several of these 
> random parameters as lognormally distributed to ensure that the 
> parameters are strictly positive. So ... I cannot simply create new 
> variables that interact the mean shifter and random parameter 
> variables; and estimate parameters for these interactions directly in the RPL.
>
> Is there a way to fix (to 0) some of the mean shifter parameter 
> estimates in an RPL using the "RPL=" option? If yes, please explain 
> how. If no, does anyone have any other potential solution?
>
> Thanx in advance,
>
> Len
>
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--
William Greene
Department of Economics
Stern School of Business, New York University
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