From abhaylidbe at gmail.com Fri Mar 1 10:22:00 2019
From: abhaylidbe at gmail.com (abhaylidbe at gmail.com)
Date: Thu, 28 Feb 2019 17:22:00 -0600
Subject: [Limdep Nlogit List] Portion of new variables are created as
'missing' instead of 0-1
Message-ID: <5c786d19.1c69fb81.a4f1d.1bf8@mx.google.com>
Hi,
I am creating new variables in NLOGIT using the following commands:
create;if(hwy_cl=1) frwy=1$
create;if(hwy_cl=2) ushwy=1$
create;if(hwy_cl=3) st_rt=1$
create;if(hwy_cl=4) cnty=1$
create;if(hwy_cl=5) munci=1$
create;if(hwy_cl=6) pvt=1$
However, portion of the newly created variable values are shown as ?missing? instead of binary 0-1. This happens only for few rows (the row numbers without ?>>? symbol). What does this means and why could this happen? Here is a screenshot of the Data Editor window:
Regards,
Abhay Lidbe
From wgreene at stern.nyu.edu Fri Mar 1 13:53:13 2019
From: wgreene at stern.nyu.edu (William Greene)
Date: Thu, 28 Feb 2019 21:53:13 -0500
Subject: [Limdep Nlogit List] Portion of new variables are created as
'missing' instead of 0-1
In-Reply-To: <5c786d19.1c69fb81.a4f1d.1bf8@mx.google.com>
References: <5c786d19.1c69fb81.a4f1d.1bf8@mx.google.com>
Message-ID:
The CREATE command operates on the current sample. The observations that
do not
have the >> next to them are not in the sample. Those observations become
missing
values in the commands below. You should precede the CREATEs with
SAMPLE;All$
That will solve the problem.
/Bill Greene
On Thu, Feb 28, 2019 at 6:22 PM Abhay via Limdep <
limdep at mailman.sydney.edu.au> wrote:
> Hi,
>
> I am creating new variables in NLOGIT using the following commands:
>
> create;if(hwy_cl=1) frwy=1$
> create;if(hwy_cl=2) ushwy=1$
> create;if(hwy_cl=3) st_rt=1$
> create;if(hwy_cl=4) cnty=1$
> create;if(hwy_cl=5) munci=1$
> create;if(hwy_cl=6) pvt=1$
>
> However, portion of the newly created variable values are shown as
> ?missing? instead of binary 0-1. This happens only for few rows (the row
> numbers without ?>>? symbol). What does this means and why could this
> happen? Here is a screenshot of the Data Editor window:
>
>
>
> Regards,
> Abhay Lidbe
>
> _______________________________________________
> Limdep site list
> Limdep at mailman.sydney.edu.au
> http://limdep.itls.usyd.edu.au
>
--
William Greene
Department of Economics
Stern School of Business, New York University
44 West 4 St., 7-90
New York, NY, 10012
URL: https://protect-au.mimecast.com/s/Psd2CoVzGQiArmAyC139Cy?domain=people.stern.nyu.edu
Email: wgreene at stern.nyu.edu
Ph. +1.212.998.0876
Editor in Chief: Journal of Productivity Analysis
Editor in Chief: Foundations and Trends in Econometrics
Associate Editor: Economics Letters
Associate Editor: Journal of Business and Economic Statistics
Associate Editor: Journal of Choice Modeling
From ssingh10 at unl.edu Thu Mar 7 21:52:53 2019
From: ssingh10 at unl.edu (Sunil Kumar Singh)
Date: Thu, 7 Mar 2019 10:52:53 +0000
Subject: [Limdep Nlogit List] Triangular Sim. eqn
Message-ID:
Hi - I wanted to check if anyone knew how to solve for triangular simultaneous equations in Limdep.
My equations are as follows -
Y1 = Y2? +X? +u1 (1)
Y2 = X? +v2 (2)
Y1 is categorical and Y2 are continuous. Correlation of (u1,v2) is not equal to 0.
Thanks
Sunil
From wgreene at stern.nyu.edu Fri Mar 8 01:02:42 2019
From: wgreene at stern.nyu.edu (William Greene)
Date: Thu, 7 Mar 2019 09:02:42 -0500
Subject: [Limdep Nlogit List] Triangular Sim. eqn
In-Reply-To:
References:
Message-ID:
Control function approach. Add generalized residual,
(y2 - Xp)/sigma2 to first equation. You need exclusions from first
equation
to identify system. First equation is incorrect. Categorical variable is
not a
linear function of RHS variables. Use a discrete choice model for y1.
Probability
that y1 equals values is the function modeled. There is also a FIML
approach if
(u1,v2) joint normal, but you need to specify equation properly, as noted.
/B. Greene
On Thu, Mar 7, 2019 at 5:53 AM Sunil Kumar Singh via Limdep <
limdep at mailman.sydney.edu.au> wrote:
> Hi - I wanted to check if anyone knew how to solve for triangular
> simultaneous equations in Limdep.
>
> My equations are as follows -
> Y1 = Y2? +X? +u1 (1)
> Y2 = X? +v2 (2)
> Y1 is categorical and Y2 are continuous. Correlation of (u1,v2) is not
> equal to 0.
>
> Thanks
> Sunil
> _______________________________________________
> Limdep site list
> Limdep at mailman.sydney.edu.au
> http://limdep.itls.usyd.edu.au
>
--
William Greene
Department of Economics
Stern School of Business, New York University
44 West 4 St., 7-90
New York, NY, 10012
URL: https://protect-au.mimecast.com/s/_HrlCjZrzqHz6ALgiW5xCT?domain=people.stern.nyu.edu
Email: wgreene at stern.nyu.edu
Ph. +1.212.998.0876
Editor in Chief: Journal of Productivity Analysis
Editor in Chief: Foundations and Trends in Econometrics
Associate Editor: Economics Letters
Associate Editor: Journal of Business and Economic Statistics
Associate Editor: Journal of Choice Modeling
From ssingh10 at unl.edu Fri Mar 8 06:01:49 2019
From: ssingh10 at unl.edu (Sunil Kumar Singh)
Date: Thu, 7 Mar 2019 19:01:49 +0000
Subject: [Limdep Nlogit List] Triangular Sim. eqn
In-Reply-To:
References:
Message-ID:
Thanks Dr. Greene. Appreciate the quick response. My mistake in outlining the issue. You are right. It is a discrete choice problem with endogenous right hand side continuous variable.
FIML helped to resolve the issue. The technical details in the manual were helpful to comprehend the underlying analysis. I also noticed STATA uses the FIML under IVREGRESS when in reality this is not an instrument variable approach.
Best Regards,
Sunil
-----Original Message-----
From: Limdep On Behalf Of William Greene via Limdep
Sent: Thursday, March 7, 2019 8:03 AM
To: Limdep and Nlogit Mailing List
Cc: William Greene
Subject: Re: [Limdep Nlogit List] Triangular Sim. eqn
Control function approach. Add generalized residual,
(y2 - Xp)/sigma2 to first equation. You need exclusions from first equation to identify system. First equation is incorrect. Categorical variable is not a
linear function of RHS variables. Use a discrete choice model for y1.
Probability
that y1 equals values is the function modeled. There is also a FIML approach if
(u1,v2) joint normal, but you need to specify equation properly, as noted.
/B. Greene
On Thu, Mar 7, 2019 at 5:53 AM Sunil Kumar Singh via Limdep < limdep at mailman.sydney.edu.au> wrote:
> Hi - I wanted to check if anyone knew how to solve for triangular
> simultaneous equations in Limdep.
>
> My equations are as follows -
> Y1 = Y2? +X? +u1 (1)
> Y2 = X? +v2 (2)
> Y1 is categorical and Y2 are continuous. Correlation of (u1,v2) is
> not equal to 0.
>
> Thanks
> Sunil
> _______________________________________________
> Limdep site list
> Limdep at mailman.sydney.edu.au
> https://protect-au.mimecast.com/s/ykkMCmOxDQtV0y4yCGGC-y?domain=urldefense.proofpoint.com
> du.au&d=DwIGaQ&c=Cu5g146wZdoqVuKpTNsYHeFX_rg6kWhlkLF8Eft-wwo&r=vvg1IZ4
> 69htwB6iN5rbh6Q&m=X7fZwXAqW8iLM2PLKt-zOvdcQ4fPQGDJ9yqtHxd27hQ&s=hSCOS4
> OOWQIAlLma1YU2Pw1EeWt8SKheI61mNPgxUWo&e=
>
--
William Greene
Department of Economics
Stern School of Business, New York University
44 West 4 St., 7-90
New York, NY, 10012
URL: https://protect-au.mimecast.com/s/rITACnxyErC4y9B9CJjl2o?domain=urldefense.proofpoint.com
Email: wgreene at stern.nyu.edu
Ph. +1.212.998.0876
Editor in Chief: Journal of Productivity Analysis Editor in Chief: Foundations and Trends in Econometrics Associate Editor: Economics Letters Associate Editor: Journal of Business and Economic Statistics Associate Editor: Journal of Choice Modeling _______________________________________________
Limdep site list
Limdep at mailman.sydney.edu.au
https://protect-au.mimecast.com/s/08sgCoVzGQiAo2W2tVbgHu?domain=urldefense.proofpoint.com
From jwb_bos at yahoo.com Wed Mar 20 03:10:20 2019
From: jwb_bos at yahoo.com (Bos J.W.B.)
Date: Tue, 19 Mar 2019 17:10:20 +0100
Subject: [Limdep Nlogit List] bootstrap LCM
In-Reply-To:
References:
Message-ID: <41426E32-7862-4AE4-9B76-3C0608FF7136@yahoo.com>
Hi Bill,
Thanks! Very helpful indeed!!!
A related question?. Am trying to write a procedure that would allow me to run the same model on a large number of data sets. I have in mind the following:
proc
do for;i=1,1000$
calc;i=1$
IMPORT;FILE="i.csv"$
regress;lhs=y;rhs=one,x$
EXPORT;FILE="output_i.csv"
calc;i+1$
enddo$
endproc
execute
I cannot figure out how to get the import and export to work. Is it possible at all?
gr, Jaap
> On Feb 19, 2019, at 10:19 PM, William Greene via Limdep wrote:
>
> 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
>>
>> _______________________________________________
>> Limdep site list
>> Limdep at mailman.sydney.edu.au
>> http://limdep.itls.usyd.edu.au
>>
>
>
> --
> William Greene
> Department of Economics
> Stern School of Business, New York University
> 44 West 4 St., 7-90
> New York, NY, 10012
> URL: https://protect-au.mimecast.com/s/dpPVCyoNVrcGvPzpuZtWv6?domain=people.stern.nyu.edu
> Email: wgreene at stern.nyu.edu
> Ph. +1.212.998.0876
> Editor in Chief: Journal of Productivity Analysis
> Editor in Chief: Foundations and Trends in Econometrics
> Associate Editor: Economics Letters
> Associate Editor: Journal of Business and Economic Statistics
> Associate Editor: Journal of Choice Modeling
> _______________________________________________
> Limdep site list
> Limdep at mailman.sydney.edu.au
> http://limdep.itls.usyd.edu.au
>
From wgreene at stern.nyu.edu Wed Mar 20 04:35:06 2019
From: wgreene at stern.nyu.edu (William Greene)
Date: Tue, 19 Mar 2019 13:35:06 -0400
Subject: [Limdep Nlogit List] bootstrap LCM
In-Reply-To: <41426E32-7862-4AE4-9B76-3C0608FF7136@yahoo.com>
References:
<41426E32-7862-4AE4-9B76-3C0608FF7136@yahoo.com>
Message-ID:
Hi Jaap. There are several reasons I suspect this won't work. First, you
can't concatenate
a number onto a character string and obtain a character string. So,
calc;i=2$ then "i.csv" does
not produce the character string "2.csv". Second, if it did work, your
program below just imports
1.csv over and over again. The calc;i=1$ should be before the DO
statement. BUT, I think you
should just be using PROC$ ... ENDPROC$ EXECUTE... for this construction,
not DO. Do you
really have 1,000 data files. There must be an easier way to do this. If
you had all that data
stacked in a single file, you could import the whole thing once, than use
SAMPLE;...$ inside a
procedure to control which observations to be using. This would also
obviate creating 1,000
output files, which will also be a pain in the neck. One last point.
notwithstanding everything else,
it looks like you don't have the full path to the import files in the
command, so even if everything
else did work, your program would probably not find the data files.
Cheers
Bill
On Tue, Mar 19, 2019 at 12:10 PM Bos J.W.B. via Limdep <
limdep at mailman.sydney.edu.au> wrote:
> Hi Bill,
>
> Thanks! Very helpful indeed!!!
>
> A related question?. Am trying to write a procedure that would allow me to
> run the same model on a large number of data sets. I have in mind the
> following:
>
> proc
> do for;i=1,1000$
> calc;i=1$
> IMPORT;FILE="i.csv"$
> regress;lhs=y;rhs=one,x$
> EXPORT;FILE="output_i.csv"
> calc;i+1$
> enddo$
> endproc
>
> execute
>
> I cannot figure out how to get the import and export to work. Is it
> possible at all?
>
> gr, Jaap
>
> > On Feb 19, 2019, at 10:19 PM, William Greene via Limdep <
> limdep at mailman.sydney.edu.au> wrote:
> >
> > 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
> >>
> >> _______________________________________________
> >> Limdep site list
> >> Limdep at mailman.sydney.edu.au
> >> http://limdep.itls.usyd.edu.au
> >>
> >
> >
> > --
> > William Greene
> > Department of Economics
> > Stern School of Business, New York University
> > 44 West 4 St., 7-90
> > New York, NY, 10012
> > URL: https://protect-au.mimecast.com/s/ae2TCvl0PoCJmxDQFQ92Ar?domain=people.stern.nyu.edu
> > Email: wgreene at stern.nyu.edu
> > Ph. +1.212.998.0876
> > Editor in Chief: Journal of Productivity Analysis
> > Editor in Chief: Foundations and Trends in Econometrics
> > Associate Editor: Economics Letters
> > Associate Editor: Journal of Business and Economic Statistics
> > Associate Editor: Journal of Choice Modeling
> > _______________________________________________
> > Limdep site list
> > Limdep at mailman.sydney.edu.au
> > http://limdep.itls.usyd.edu.au
> >
>
> _______________________________________________
> Limdep site list
> Limdep at mailman.sydney.edu.au
> http://limdep.itls.usyd.edu.au
>
>
--
William Greene
Department of Economics
Stern School of Business, New York University
44 West 4 St., 7-90
New York, NY, 10012
URL: https://protect-au.mimecast.com/s/ae2TCvl0PoCJmxDQFQ92Ar?domain=people.stern.nyu.edu
Email: wgreene at stern.nyu.edu
Ph. +1.212.998.0876
Editor in Chief: Journal of Productivity Analysis
Editor in Chief: Foundations and Trends in Econometrics
Associate Editor: Economics Letters
Associate Editor: Journal of Business and Economic Statistics
Associate Editor: Journal of Choice Modeling
From jwb_bos at yahoo.com Wed Mar 20 05:17:04 2019
From: jwb_bos at yahoo.com (Bos J.W.B.)
Date: Tue, 19 Mar 2019 19:17:04 +0100
Subject: [Limdep Nlogit List] bootstrap LCM
In-Reply-To:
References:
<41426E32-7862-4AE4-9B76-3C0608FF7136@yahoo.com>
Message-ID: <488C2CB2-DBCB-44C7-B608-8FB195D6098E@yahoo.com>
Thanks Bill!
> On Mar 19, 2019, at 6:35 PM, William Greene via Limdep wrote:
>
> Hi Jaap. There are several reasons I suspect this won't work. First, you
> can't concatenate
> a number onto a character string and obtain a character string. So,
> calc;i=2$ then "i.csv" does
> not produce the character string "2.csv". Second, if it did work, your
> program below just imports
> 1.csv over and over again. The calc;i=1$ should be before the DO
> statement. BUT, I think you
> should just be using PROC$ ... ENDPROC$ EXECUTE... for this construction,
> not DO. Do you
> really have 1,000 data files. There must be an easier way to do this. If
> you had all that data
> stacked in a single file, you could import the whole thing once, than use
> SAMPLE;...$ inside a
> procedure to control which observations to be using. This would also
> obviate creating 1,000
> output files, which will also be a pain in the neck. One last point.
> notwithstanding everything else,
> it looks like you don't have the full path to the import files in the
> command, so even if everything
> else did work, your program would probably not find the data files.
> Cheers
> Bill
>
> On Tue, Mar 19, 2019 at 12:10 PM Bos J.W.B. via Limdep <
> limdep at mailman.sydney.edu.au> wrote:
>
>> Hi Bill,
>>
>> Thanks! Very helpful indeed!!!
>>
>> A related question?. Am trying to write a procedure that would allow me to
>> run the same model on a large number of data sets. I have in mind the
>> following:
>>
>> proc
>> do for;i=1,1000$
>> calc;i=1$
>> IMPORT;FILE="i.csv"$
>> regress;lhs=y;rhs=one,x$
>> EXPORT;FILE="output_i.csv"
>> calc;i+1$
>> enddo$
>> endproc
>>
>> execute
>>
>> I cannot figure out how to get the import and export to work. Is it
>> possible at all?
>>
>> gr, Jaap
>>
>>> On Feb 19, 2019, at 10:19 PM, William Greene via Limdep <
>> limdep at mailman.sydney.edu.au> wrote:
>>>
>>> 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
>>>>
>>>> _______________________________________________
>>>> Limdep site list
>>>> Limdep at mailman.sydney.edu.au
>>>> http://limdep.itls.usyd.edu.au
>>>>
>>>
>>>
>>> --
>>> William Greene
>>> Department of Economics
>>> Stern School of Business, New York University
>>> 44 West 4 St., 7-90
>>> New York, NY, 10012
>>> URL: https://protect-au.mimecast.com/s/P0heC2xZYvCLqzx8hnWZ-r?domain=people.stern.nyu.edu
>>> Email: wgreene at stern.nyu.edu
>>> Ph. +1.212.998.0876
>>> Editor in Chief: Journal of Productivity Analysis
>>> Editor in Chief: Foundations and Trends in Econometrics
>>> Associate Editor: Economics Letters
>>> Associate Editor: Journal of Business and Economic Statistics
>>> Associate Editor: Journal of Choice Modeling
>>> _______________________________________________
>>> Limdep site list
>>> Limdep at mailman.sydney.edu.au
>>> http://limdep.itls.usyd.edu.au
>>>
>>
>> _______________________________________________
>> Limdep site list
>> Limdep at mailman.sydney.edu.au
>> http://limdep.itls.usyd.edu.au
>>
>>
>
> --
> William Greene
> Department of Economics
> Stern School of Business, New York University
> 44 West 4 St., 7-90
> New York, NY, 10012
> URL: https://protect-au.mimecast.com/s/P0heC2xZYvCLqzx8hnWZ-r?domain=people.stern.nyu.edu
> Email: wgreene at stern.nyu.edu
> Ph. +1.212.998.0876
> Editor in Chief: Journal of Productivity Analysis
> Editor in Chief: Foundations and Trends in Econometrics
> Associate Editor: Economics Letters
> Associate Editor: Journal of Business and Economic Statistics
> Associate Editor: Journal of Choice Modeling
> _______________________________________________
> Limdep site list
> Limdep at mailman.sydney.edu.au
> http://limdep.itls.usyd.edu.au
>
From mark.koetse at vu.nl Sat Mar 30 19:42:26 2019
From: mark.koetse at vu.nl (Koetse, M.J.)
Date: Sat, 30 Mar 2019 08:42:26 +0000
Subject: [Limdep Nlogit List] Saving RPL parameters to variables
Message-ID:
Dear All,
In saving parameters from RPL models to data area, all parameters are grouped together, instead of that they are assigned to the respondents. No problem to adjust this, but I would like to make 100% sure that the parameters are saved in the order that respondents appear in the data. Can anyone confirm this?
Below is the syntax I use, for completeness.
Best regards,
Mark
matrix; b_m=b $
matrix; bi_m=beta_i $
create; asc1_m=0;asc2_m=0;asc3_m=0;int_m=0;dur_m=0;max_m=0;noaf_m=0;addf_m=0;prem_m=0;glb_m=0 $
namelist; par_m=asc1_m,asc2_m,asc3_m,int_m,dur_m,max_m,noaf_m,addf_m,prem_m,glb_m $
From wgreene at stern.nyu.edu Sat Mar 30 21:59:03 2019
From: wgreene at stern.nyu.edu (William Greene)
Date: Sat, 30 Mar 2019 06:59:03 -0400
Subject: [Limdep Nlogit List] Saving RPL parameters to variables
In-Reply-To:
References:
Message-ID:
Mark. I can confirm that the RPs are saved with their corresponding
observations in the data.
Regards
Bill Greene
On Sat, Mar 30, 2019 at 4:42 AM Koetse, M.J. via Limdep <
limdep at mailman.sydney.edu.au> wrote:
> Dear All,
>
>
> In saving parameters from RPL models to data area, all parameters are
> grouped together, instead of that they are assigned to the respondents. No
> problem to adjust this, but I would like to make 100% sure that the
> parameters are saved in the order that respondents appear in the data. Can
> anyone confirm this?
>
>
> Below is the syntax I use, for completeness.
>
>
> Best regards,
>
> Mark
>
>
> matrix; b_m=b $
> matrix; bi_m=beta_i $
> create;
> asc1_m=0;asc2_m=0;asc3_m=0;int_m=0;dur_m=0;max_m=0;noaf_m=0;addf_m=0;prem_m=0;glb_m=0
> $
> namelist;
> par_m=asc1_m,asc2_m,asc3_m,int_m,dur_m,max_m,noaf_m,addf_m,prem_m,glb_m $
>
> _______________________________________________
> Limdep site list
> Limdep at mailman.sydney.edu.au
> http://limdep.itls.usyd.edu.au
>
>
--
William Greene
Department of Economics
Stern School of Business, New York University
44 West 4 St., 7-90
New York, NY, 10012
URL: https://protect-au.mimecast.com/s/ZpoyCE8kz9tVQVDqfNnDoJ?domain=people.stern.nyu.edu
Email: wgreene at stern.nyu.edu
Ph. +1.212.998.0876
Editor in Chief: Journal of Productivity Analysis
Editor in Chief: Foundations and Trends in Econometrics
Associate Editor: Economics Letters
Associate Editor: Journal of Business and Economic Statistics
Associate Editor: Journal of Choice Modeling
From david.hensher at sydney.edu.au Sat Mar 30 23:59:41 2019
From: david.hensher at sydney.edu.au (David Hensher)
Date: Sat, 30 Mar 2019 12:59:41 +0000
Subject: [Limdep Nlogit List] Saving RPL parameters to variables
In-Reply-To:
References: ,
Message-ID:
Nice to know the list is now working again
David
Sent from my iPhone
0418 433 057
David A Hensher
Note: hgroup at optusnet.com.au has been cancelled so instead use
hgroup at hensher.com.au David.hensher at bigpond.com
David.hensher at sydney.edu.au
These emails are linked so use one only
On 30 Mar 2019, at 12:59 pm, William Greene via Limdep > wrote:
Mark. I can confirm that the RPs are saved with their corresponding
observations in the data.
Regards
Bill Greene
On Sat, Mar 30, 2019 at 4:42 AM Koetse, M.J. via Limdep <
limdep at mailman.sydney.edu.au> wrote:
Dear All,
In saving parameters from RPL models to data area, all parameters are
grouped together, instead of that they are assigned to the respondents. No
problem to adjust this, but I would like to make 100% sure that the
parameters are saved in the order that respondents appear in the data. Can
anyone confirm this?
Below is the syntax I use, for completeness.
Best regards,
Mark
matrix; b_m=b $
matrix; bi_m=beta_i $
create;
asc1_m=0;asc2_m=0;asc3_m=0;int_m=0;dur_m=0;max_m=0;noaf_m=0;addf_m=0;prem_m=0;glb_m=0
$
namelist;
par_m=asc1_m,asc2_m,asc3_m,int_m,dur_m,max_m,noaf_m,addf_m,prem_m,glb_m $
_______________________________________________
Limdep site list
Limdep at mailman.sydney.edu.au
http://limdep.itls.usyd.edu.au
--
William Greene
Department of Economics
Stern School of Business, New York University
44 West 4 St., 7-90
New York, NY, 10012
URL: https://protect-au.mimecast.com/s/JFAUCNLwM9iD2mq0imIgSs?domain=people.stern.nyu.edu
Email: wgreene at stern.nyu.edu
Ph. +1.212.998.0876
Editor in Chief: Journal of Productivity Analysis
Editor in Chief: Foundations and Trends in Econometrics
Associate Editor: Economics Letters
Associate Editor: Journal of Business and Economic Statistics
Associate Editor: Journal of Choice Modeling
_______________________________________________
Limdep site list
Limdep at mailman.sydney.edu.au
http://limdep.itls.usyd.edu.au
From mark.koetse at vu.nl Sun Mar 31 04:53:37 2019
From: mark.koetse at vu.nl (Koetse, M.J.)
Date: Sat, 30 Mar 2019 17:53:37 +0000
Subject: [Limdep Nlogit List] Saving RPL parameters to variables
In-Reply-To:
References: ,
Message-ID:
Thank you for confirming!
Best regards,
Mark
________________________________
Van: Limdep namens William Greene via Limdep
Verzonden: zaterdag 30 maart 2019 11:59:03
Aan: Limdep and Nlogit Mailing List
CC: William Greene
Onderwerp: Re: [Limdep Nlogit List] Saving RPL parameters to variables
Mark. I can confirm that the RPs are saved with their corresponding
observations in the data.
Regards
Bill Greene
On Sat, Mar 30, 2019 at 4:42 AM Koetse, M.J. via Limdep <
limdep at mailman.sydney.edu.au> wrote:
> Dear All,
>
>
> In saving parameters from RPL models to data area, all parameters are
> grouped together, instead of that they are assigned to the respondents. No
> problem to adjust this, but I would like to make 100% sure that the
> parameters are saved in the order that respondents appear in the data. Can
> anyone confirm this?
>
>
> Below is the syntax I use, for completeness.
>
>
> Best regards,
>
> Mark
>
>
> matrix; b_m=b $
> matrix; bi_m=beta_i $
> create;
> asc1_m=0;asc2_m=0;asc3_m=0;int_m=0;dur_m=0;max_m=0;noaf_m=0;addf_m=0;prem_m=0;glb_m=0
> $
> namelist;
> par_m=asc1_m,asc2_m,asc3_m,int_m,dur_m,max_m,noaf_m,addf_m,prem_m,glb_m $
>
> _______________________________________________
> Limdep site list
> Limdep at mailman.sydney.edu.au
> http://limdep.itls.usyd.edu.au
>
>
--
William Greene
Department of Economics
Stern School of Business, New York University
44 West 4 St., 7-90
New York, NY, 10012
URL: https://protect-au.mimecast.com/s/VLRXCoVzGQij7n4lH1jnOG?domain=people.stern.nyu.edu
Email: wgreene at stern.nyu.edu
Ph. +1.212.998.0876
Editor in Chief: Journal of Productivity Analysis
Editor in Chief: Foundations and Trends in Econometrics
Associate Editor: Economics Letters
Associate Editor: Journal of Business and Economic Statistics
Associate Editor: Journal of Choice Modeling
_______________________________________________
Limdep site list
Limdep at mailman.sydney.edu.au
http://limdep.itls.usyd.edu.au