[Limdep Nlogit List] SEs around market shares

William Greene wgreene at stern.nyu.edu
Tue May 3 12:57:21 AEST 2016

;SIMULATE can't compute a measure of variability around the fitted
market shares. Since they have to sum to 1, there is no way to form
a confidence interval for each one while being internally consistent.
/Bill Greene

On Mon, May 2, 2016 at 1:14 PM, Matt Quaife <matthew.j.quaife at gmail.com>

> Hi All,
> Hopefully a quick and easy one this. I am seeking a measure of variability
> around a set of market share predictions as produced by the ;simulate
> command, preferably standard errors.
> If this is achievable - either through a workaround or explicitly in
> NLOGIT, I would appreciate any guidance.
> Best wishes
> Matt
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William Greene
Department of Economics
Stern School of Business, New York University
44 West 4 St., 7-90
New York, NY, 10012
URL: http://people.stern.nyu.edu/wgreene
Email: wgreene at stern.nyu.edu
Ph. +1.212.998.0876

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