[Limdep Nlogit List] How to store the probabilities

[William Greene]

Ganesh.  When you use MAXIMIZE, the variable LOGL_OBS contains the
individual
observations in the maximand.  If they are logs of probabilities, you can
just create
exp(logl_obs) to get the probabilities.  Otherwise, you will use CREATE
with the estimated
parameters and the data to compute the function you are looking for.
MAXIMIZE does not
know that it is computing logs of probabilities, or probabilities.  It
knows only that it is
computing a function.  As such, ;PROB=name would not have any meaning in
this context.
/Bill Greene


On Sun, Oct 29, 2017 at 11:20 PM, Ganesh A R via Limdep <
limdep at mailman.sydney.edu.au> wrote:

> Respected Sir,
>
> I am currently using NLOGIT to create user defined likelihood function for
> discrete choice models.
> I would like to know how to store the probabilities I obtain from the
> MAXIMIZE function since "PROB = " doesn't seem to work in this particular
> function.
>
> ​
> Thanking
> ​Y​
> ou
> Yours Sincerely
>
> Ganesh
>
> ​PhD student
> IIT Madras, India
>
> ​
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>



-- 
William Greene
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