[Limdep Nlogit List] bootstrap LCM
jwb_bos at yahoo.com
Wed Mar 20 03:10:20 AEDT 2019
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:
I cannot figure out how to get the import and export to work. Is it possible at all?
> 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
> 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
> 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
> 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,
> 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:
>> 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
> William Greene
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> Stern School of Business, New York University
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