[Limdep Nlogit List] How to apply sampling weights in choice model?

Richard Turner richard.turner at imarketresearch.com
Tue Jan 9 03:31:35 AEDT 2018


I am trying to apply sampling weights in a choice model. I have a variable
that is the inverse probability that certain survey respondents were
sampled from the population.

To apply this type of weight in to a choice model in NLOGIT, do I simply
use the command: ;wts= <name of inverse probability weight> ?

If so, I read in the LIMDEP/NLOGIT manual that in maximum likelihood
estimation, the terms in the log likelihood and its derivatives, and not
the data themselves, are multiplied by the weighting variable. I.e. Sum_i
w_1log(f_i). Is this the way NLOGIT applies sampling weights?

Finally, why would it be incorrect to multiply the predicted probabilities
of each choice set by the inverse probability weight and then rescale the
probabilities in each choice set to sum to 1?



More information about the Limdep mailing list