[Limdep Nlogit List] testing the list is now operational again

William Greene wgreene at stern.nyu.edu
Fri Feb 17 07:01:27 AEDT 2017


Zein. Before your plot, use SAMPLE to set the sample to the rows you
want to plot.  Since you extracted the values from matrices, that would
be 1 to N where you have 1 to 24*N.
/Bill Greene

On Thu, Feb 16, 2017 at 8:27 AM, Zein Kallas Calot <zein.kallas at upc.edu>
wrote:

> Dear all,
> I followed the Nlogit 5 reference guide manual on page N-567 to calculate
> the conditional confidence
> interval of parameters for each individual after estimating an RPL model.
> This is the code that I
> used (example with 2 random attribute for simplicity)
>
> CALC ; Ran (12345) $
> NLOGIT;Lhs=YC1;Choices=ALT1,ALT2,NO;
> Rhs=A1,A2,A3,A4
> ;RPL;Fcn=A1(n),A2(n)
> ;PDS=8
> ;halton
> ;parameters
> $
>
> the conditional confidence interval of parameters
>
> MATRIX ; bn = beta_i ; sn = sdbeta_i $
>
> CREATE ; bA1n = 0 ; bA2n = 0 $
> CREATE ; sA1n = 0 ; sA2n = 0 $
> NAMELIST ; betan = bA1n, bA2n $
> NAMELIST ; sbetan = sA1n, sA2n $
> CREATE ; betan = bn $
> CREATE ; sbetan = sn $
>
> CREATE ; vbA1n = sA1n^2 ; vbA2n = sA2n^2 $
>
> CALC ; List ; sdbA1n = Sqr(xbr(vbA1n) + Var(bA1n))
>                       ; sdbA2n = Sqr(xbr(vbA2n) + Var(bA2n)) $
>
> CREATE ; lowerbA1 = bA1n - 2*sA1n ; upperbA1 = bA1n + 2*sA1n $
> CREATE ; lowerbA2 = bA2n - 2*sA2n ; upperbA2 = bA2n + 2*sA2n $
>
> CREATE ; person = Trn(1,1) $
>
> CALC ; meanbA1n = Xbr(bA1n) $
> CALC ; highbA1n = meanbA1n + 2*sdbA1n $
> CALC ; lowbA1n = meanbA1n - 2*sdbA1n $
>
> CALC ; meanbA2n = Xbr(bA2n) $
> CALC ; highbA2n = meanbA2n + 2*sdbA2n $
> CALC ; lowbA2n = meanbA2n - 2*sdbA2n $
>
> PLOT ; Lhs = person ; Rhs = lowerbA1,upperbA1
> ; Centipede
> ; Title = Confidence Limits for b_A1 for normal Model
> ; Bars = meanbA1n,highbA1n,lowbA1n  $
>
> PLOT ; Lhs = person ; Rhs = lowerbA2,upperbA2
> ; Centipede
> ; Title = Confidence Limits for b_A2 for normal Model
> ; Bars = meanbA2n,highbA2n,lowbA2n  $
>
> Questions:
> 1.      Is this code correct? Or I missed something?
> 2.      The Figures were plotted for each row in the data and not each
> person (i.e. for the total
> number of rows: Number of persons * 8 choice sets * 3 alternatives). How
> can I correct for that to
> obtain a similar figure of the Manual (Figure N29.7)
> 3.      Is it possible to extract the values of the confidence interval by
> person and attribute in a
> separate data set?
>
> Best regards
>
> Zein Kallas
> CREDA
> Barcelona
>
> -----Mensaje original-----
> De: Limdep [mailto:limdep-bounces at itls.usyd.edu.au] En nombre de David
> Hensher via Limdep
> Enviado el: 10 February 2017 02:43
> Para: limdep at itls.usyd.edu.au
> CC: David Hensher <david.hensher at sydney.edu.au>
> Asunto: [Limdep Nlogit List] testing the list is now operational again
>
> This is a test only
>
> David
>
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-- 
William Greene
Department of Economics
Stern School of Business, New York University
44 West 4 St., 7-90
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