[Limdep Nlogit List] Standard Errors for Elasticities of Random Parameter Conditional Logit
Liberini Federica
liberini at kof.ethz.ch
Tue Dec 5 01:12:15 AEDT 2017
Dear Bill,
this now works perfectly with all different syntax. Many thanks!
Federica
-----Original Message-----
From: Limdep [mailto:limdep-bounces at mailman.sydney.edu.au] On Behalf Of William Greene
Sent: 04 December 2017 12:46
To: Limdep and Nlogit Mailing List <limdep at mailman.sydney.edu.au>
Subject: Re: [Limdep Nlogit List] Standard Errors for Elasticities of Random Parameter Conditional Logit
Federica. Try ;FULL. I think that will generate output tables for the elasticities.
/Bill
On Mon, Dec 4, 2017 at 6:04 AM, Liberini Federica <liberini at kof.ethz.ch>
wrote:
> Dear Bill,
>
> to check whether the issue was the syntax used for my estimation
> command, I also estimated a simpler model specification, using this
> alternative
> syntax:
>
> 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
> ;rhs=one,altstr
> ;rh2=parstr
> ;fcn=altstr(n)
> ;checkdata
> ;pds=3
> ;maxit=400
> ;alg=bfgs
> ;pts=100; halton
> ;effects:altstr(*)
> ; ALL $
>
> Once again, the elasticities are only displayed in the format of a
> matrix, with no reported SE (see a partial pasted result below). Could
> the matter be the version of my software (NLOGIT5)?
>
> Many thanks,
> Federica
>
>
> Elasticity wrt change of X in row choice on Prob[column choice]
> --------+---------------------------------------------------
> --------------------
> ALTSTR | AT BE BR CA CH DE DK
> DOM
> --------+---------------------------------------------------
> --------------------
> AT| -.1779 .0005 .0005 .0005 .0005 .0005 .0005
> .0005
> BE| .0019 -.2309 .0019 .0019 .0019 .0019 .0019
> .0019
> BR| .0009 .0009 -.2436 .0009 .0009 .0009 .0009
> .0009
> CA| .0013 .0013 .0013 -.1318 .0013 .0013 .0013
> .0013
> CH| .0003 .0003 .0003 .0003 -.0613 .0003 .0003
> .0003
> DE| .0016 .0016 .0016 .0016 .0016 -.0974 .0016
> .0016
> DK| .0010 .0010 .0010 .0010 .0010 .0010 -.1756
> .0010
> DOM| .2932 .2932 .2932 .2932 .2932 .2932 .2932
> -.0569
> --------+---------------------------------------------------
> --------------------
> ALTSTR | ES FI FR GB IE IT NL
> NO
> --------+---------------------------------------------------
> --------------------
> AT|...
>
>
> -----Original Message-----
> From: Limdep [mailto:limdep-bounces at mailman.sydney.edu.au] On Behalf
> Of Liberini Federica
> Sent: 04 December 2017 10:25
> To: Limdep and Nlogit Mailing List <limdep at mailman.sydney.edu.au>
> Subject: Re: [Limdep Nlogit List] Standard Errors for Elasticities of
> Random Parameter Conditional Logit
>
> Thank you very much for your reply. I have tried the "; ALL $" option
> at the end of the command, but the output did not change for the
> version I got without the "; ALL $" option.
>
> To be more precise, this is (a part of) the matrix of elasticities
> that I get from the command shown earlier (augmented by the "; ALL $" option).
>
>
>
> Any other way of getting the Standard Errors of these elasticities?
>
> Many thanks
> Federica
>
>
>
>
>
> Elasticity wrt change of X in row choice on Prob[column choice]
>
> --------+---------------------------------------------------
> --------------------
>
> ALTSTR | AT BE BR CA CH DE DK
> DOM
>
> --------+---------------------------------------------------
> --------------------
>
> AT| -.4368 -.0122 -.0151 .0156 .0140 .0220 .0076
> .0043
>
> BE| -.0454 2.3870 -.2807 .0040 .0154 .0243 -.0458
> .0045
>
> BR| -.0504 -.1873 2.9656 -.0132 .0030 .0021 -.0501
> .0015
>
> CA| .0320 -.0083 -.0130 -1.3293 .0569 .0628 .0320
> .0209
>
> CH| .0096 .0027 .0018 .0154 -1.7195 .0182 .0095
> .0146
>
> DE| .0628 .0166 .0077 .0921 .0996 -1.4425 .0623
> .0430
>
> DK| .0135 -.0291 -.0354 .0310 .0286 .0380 -.3857
> .0088
>
> DOM| -.0036 -.0018 -.0014 -.0055 -.0089 -.0070 -.0036
> .0006
>
> --------+---------------------------------------------------
> --------------------
>
> ALTSTR | ES FI FR GB IE IT NL
> NO
>
> --------+---------------------------------------------------
> --------------------
>
> AT| -.0038 .0057 -.0122 .0016 .0166 .0020 .0076
> .0016
>
> BE| -.1400 -.0604 -.1697 -.0902 .0167 -.0880 -.0055
> -.0943
>
> BR| -.1141 -.0602 -.1843 -.0866 .0005 -.0808 -.0486
> -.0840
>
> CA| .0067 .0272 -.0076 .0209 .0634 .0191 .0303
> .0175
>
> CH| .0047 .0084 .0049 .0069 .0209 .0067 .0092
> .0067
>
> DE| .0302 .0549 .0219 .0468 .1068 .0442 .0631
> .0449
>
> DK| -.0106 .0104 -.0266 .0051 .0339 .0010 .0147
> .0053
>
> DOM| -.0025 -.0034 -.0022 -.0039 -.0076 -.0028 -.0039
> -.0030
>
> --------+--------------------------
>
> ALTSTR | RU SE US
>
> --------+--------------------------
>
> AT...
>
>
>
>
>
> -----Original Message-----
> From: Limdep [mailto:limdep-bounces at mailman.sydney.edu.au] On Behalf
> Of William Greene
> Sent: 01 December 2017 04:42
> To: Limdep and Nlogit Mailing List <limdep at mailman.sydney.edu.au>
> Subject: Re: [Limdep Nlogit List] Standard Errors for Elasticities of
> Random Parameter Conditional Logit
>
>
>
> 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 <mailto: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*X
> > 2
>
> > +
>
> >
>
> > <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 (*) $
>
> >
>
> >
>
> > _______________________________________________
>
> > Limdep site list
>
> > Limdep at mailman.sydney.edu.au<mailto:Limdep at mailman.sydney.edu.au>
>
> > http://limdep.itls.usyd.edu.au
>
> >
>
> >
>
>
>
>
>
> --
>
> William Greene
>
> Department of Economics
>
> Stern School of Business, New York University
>
> 44 West 4 St., 7-90
>
> New York, NY, 10012
>
> URL: https://protect-au.mimecast.com/s/W91ABZiLAeKxTX?domain=people.stern.nyu.edu
>
> Email: wgreene at stern.nyu.edu<mailto:wgreene at stern.nyu.edu>
>
> Ph. +1.212.998.0876
>
> Editor in Chief: Journal of Productivity Analysis Editor in Chief:
> Foundations and Trends in Econometrics Associate Editor: Economics
> Letters Associate Editor: Journal of Business and Economic Statistics
> Associate
> Editor: Journal of Choice Modeling ______________________________
> _________________
>
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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: https://protect-au.mimecast.com/s/W91ABZiLAeKxTX?domain=people.stern.nyu.edu
Email: wgreene at stern.nyu.edu
Ph. +1.212.998.0876
Editor in Chief: Journal of Productivity Analysis Editor in Chief: Foundations and Trends in Econometrics Associate Editor: Economics Letters Associate Editor: Journal of Business and Economic Statistics Associate Editor: Journal of Choice Modeling _______________________________________________
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