[Limdep Nlogit List] Latent Class Models

[Sunil Kumar Singh]

Hi -

I am interested in running a probit with latent class. By default, the LCM command provides the output for all the variables in RHS. I am interested to see if I can do some sort of variable selection that tells me for which variables in the RHS the LCM should be run and which should be merely used as a covariate/control. A sample of my code is as follows -

Skip $
probit; lhs= Y
      ; rhs= one,X1, X2, X3, X4
      ; LCM = X5
      ; pts = 2$

Here I am asking the model for 2 latent classes based on X5. But I am interested to check if I should include all X1-X4 variables in rhs or I can truncate that list to say X1, X2 only as hypothetically X3 and X4 don't add any value to the model and I merely control for them. I want to figure out how to do this.

Thanks,
Sunil