[Limdep Nlogit List] bootstrap LCM

[William Greene]

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
> >>
> >> _______________________________________________
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> >> 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
> > _______________________________________________
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> > http://limdep.itls.usyd.edu.au
> >
>
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>

-- 
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