[Limdep Nlogit List] bootstrap LCM

[William Greene]

Jaap.  In your regression spec in the procedure, you have RHS=one,x and
LCM=x.
This is surely overspecified - the same variables appear in the equation
and in the
class probabilities.  In the specification of the model, you have ;PDS=ni,
which means
that the class specification is the same from period 1 to period n1.  But,
with ;LCM=x,
you have the class probabilities changing over time.  the result should be
unpredictablle.
In fact, I believe that limdep is ignoring periods 2 - ni of X in computing
the class
probabilities.  But, again, the result seems to me like it might go awry.
Also, shouldn't
you be using a block bootstrap?  Your data are a panel.  You should have
pds=ni in the
EXEC command.  Also, I don't think you want to repead
CProb=Cprob;Group=Group;keep=fitopen
1,000 times.  Do this with the original, non-bootstrapped regression.
Finally, you might want
to define BB to have 2*K cells.
Best regards,
Bill

On Mon, Feb 18, 2019 at 8:59 AM Bos J.W.B. via Limdep <
limdep at mailman.sydney.edu.au> wrote:

> Dear all,
>
> I’m trying to bootstrap a latent class model. As a basis for my code, I
> use the procedure described in the manual, section R15-3.
>
> Here’s my code:
>
> REGRESS;Lhs=klspe1;Rhs=one,klopen1,klopen1q,klywork$
>
> namelist;x=klopen1,klopen1q,klywork$
> calc;k=col(x)$
> matrix;bb=init(k,1,0.0)$
> PROC
> REGRESS;Lhs=klspe1;Rhs=one,klopen1,klopen1q,
> klywork;LCM=X;Pds=ni;Pts=2;algs=bfgs;maxit=2000;
> parameters;CProb=Cprob;Group=Group;keep=fitopen$
> MATRIX;bb=b$
> ENDPROC
> EXEC;Bootstrap=bb;N=1000$
>
> The problem with this code is that it only bootstraps the coefficients for
> one class. Does anyone know the solution to this problem? I guess modifying
> the namelist command should do the trick, but I am not sure how….
>
> gr, Jaap Bos
>
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-- 
William Greene
Department of Economics
Stern School of Business, New York University
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