[Limdep Nlogit List] Marginal Effects after Panel Data Bivariate Probit

Fred Dzanku fdzanku at gmail.com
Tue Apr 25 02:35:08 AEST 2017

Does Nlogit 4 provide marginal effects after estimating RE bivariate probit?

-----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: Wednesday, April 12, 2017 1:43 PM
To: Limdep and Nlogit Mailing List <limdep at limdep.itls.usyd.edu.au>
Subject: Re: [Limdep Nlogit List] NLOGIT ;simulate

1.  The market shares are computed by computing and summing the
2.  The computation is not iterative.
3/4.  The parameters in an RP model are computed as they would be during the
estimation iterations.  The probabilities are simulated by drawing from the
underlying distribution.
5. Error components are handled the same as random parameters.
3/4/5.  For the simulation, the probabilities are computed as if the
likelihood were being computed - the data setup for the simulation scenario
is made immediately before the probabilities are computed - e.g., if you
specify a price to rise by 10% as the scenario, the entire data setup is
done with the original data, then immediately before computing the
probabilities, the data for the observation are suitably modified.
/Bill Greene

On Wed, Apr 12, 2017 at 1:09 AM, Christopher Standen <
christopher.standen at sydney.edu.au> wrote:

> Hello,
> I'm looking for some help trying to understand how the NLOGIT 
> ;simulate subcommand works. I can't find any information in the
> In particular:
> -       How are the market shares calculated?
> -       How many iterations are used for the simulation?
> -       For random parameters, does it use conditional or unconditional
> estimates?
> -       If unconditional, does it use the mean for every observation, or
> draw randomly from the distribution?
> -       How are error components handled?
> CHRIS STANDEN | PhD Candidate
> Institute of Transport and Logistics Studies | The University of 
> Sydney Business School
> Building H73, The University of Sydney NSW 2006 M +61 4 3177 6255 | F 
> +61 2 9114 1683 E 
> christopher.standen at sydney.edu.au<mailto:christopher.
> standen at sydney.edu.au>  | W http://sydney.edu.au/business/ 
> itls/staff/christopher.standen
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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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