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

Liberini Federica liberini at kof.ethz.ch
Mon Nov 27 22:21:31 AEDT 2017


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,

p.s.> here's a synthesis of the command I am using now

nlogit; lhs=choice,nij,altcode
        <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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