[Limdep Nlogit List] Standard Errors for Elasticities of Random Parameter Conditional Logit

[William Greene]

Federica.  Try adding ;ALL to the command, to request the full set of
statistics for the elasticity.
/Bill Greene

On Mon, Nov 27, 2017 at 6:21 AM, Liberini Federica <liberini at kof.ethz.ch>
wrote:

> Hello,
>
> I have estimated a random parameter conditional logit model, using the
> command NLOGIT.
> So far, I used the option ";Effects: x (*)" to obtain the elasticities of
> choosing each model's alternative w.r.t to variable x. Is there a way of
> obtaining standard errors for these elasticities?
> I tried using the command "Partial Effects", but Limpdep returns the error
> message saying that "Previous model did not store model setup for
> PARTIALS.".
>
> Many Thanks,
> Federica
>
> p.s.> here's a synthesis of the command I am using now
>
> nlogit; lhs=choice,nij,altcode
>       ; choices=AT,BE,BR,CA,CH,DE,DK,DOM,ES,FI,FR,GB,IE,IT,NL,NO,RU,SE,US
>       ; model: U(AT,BE,BR,CA,CH,DE,DK,DOM,ES,
> FI,FR,GB,IE,IT,NL,NO,RU,SE,US)=
>         <ATb0,BEb0,BRb0,CAb0,CHb0,DEb0,DKb0,DOMb0,ESb0,FIb0,
> FRb0,GBb0,IEb0,ITb0,NLb0,NOb0,RUb0,SEb0,0> +
>         <AToloc,BEoloc,BRoloc,CAoloc,CHoloc,DEoloc,DKoloc,0,ESoloc,
> FIoloc,FRoloc,GBoloc,IEoloc,IToloc,NLoloc,NOoloc,RUoloc,SEoloc,0> * X1 +
>
> <cbtx,cbtx,cbtx,cbtx,cbtx,cbtx,cbtx,0,cbtx,cbtx,cbtx,
> cbtx,cbtx,cbtx,cbtx,cbtx,cbtx,cbtx,cbtx>* X2 +
> <mcbtx,mcbtx,mcbtx,mcbtx,mcbtx,mcbtx,mcbtx,0,mcbtx,
> mcbtx,mcbtx,mcbtx,mcbtx,mcbtx,mcbtx,mcbtx,mcbtx,mcbtx,mcbtx>*Dumm1*X2 +
>
> <0,0,0,0,0,0,0,domtx,0,0,0,0,0,0,0,0,0,0,0>*X2 +
> <0,0,0,0,0,0,0,mndomtx,0,0,0,0,0,0,0,0,0,0,0>*Dumm1*X2 +
>
> ; fcn= cbtx(n)
> ; rpl
> ; maxit=400
> ; halton; pts=50
> ; alg=bfgs
> ; effects: X2 (*) $
>
>
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>


-- 
William Greene
Department of Economics
Stern School of Business, New York University
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