[Limdep Nlogit List] Latent Class Models

[David Hensher]

You should look at the attribute processing literature and examples we have used to test whether some attributes are ignored. See the second edition of Applied Choice Analysis book for details and Nlogit 6 manual.

One possible approach if the 2^k model
David


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David A Hensher

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On 3 Oct 2017, at 5:50 pm, Sunil Kumar Singh via Limdep <limdep at mailman.sydney.edu.au<mailto:limdep at mailman.sydney.edu.au>> wrote:

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
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