[Limdep Nlogit List] On the standard errors of the average partial effects after NLOGIT
Nieves Valdés
nievesvaldes at gmail.com
Thu Apr 18 02:07:51 AEST 2019
Hi there!
I'm interested in using nlogit, specifically because I need to compute
marginal effects and their standard errors.
I'm looking at the Student Reference Guide of Nlogit 4.0 and it says "The
standard deviations are not the asymptotic standard errors for the
estimators of the marginal effects...Computing an appropriate standard
error for that statistic is difficult to impossible...The hypothesis that a
variable is not influential in the determination of the choices should be
tested at the coefficient level."
Is this correct? Is this also the case in Nlogit 6.0?
Thanks in advance!
Best Regards
Nieves
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