From F.Monsuur at lboro.ac.uk Fri Nov 8 21:53:29 2019
From: F.Monsuur at lboro.ac.uk (Derek Monsuur)
Date: Fri, 8 Nov 2019 10:53:29 +0000
Subject: [Limdep Nlogit List] question regarding simulated probabilities in
Ordered logit
Message-ID:
Dear sir/madam,
I have a question regarding the simulation of probabilities with an ordered logit model. The manual specifies the command "Simulate", or "Simulation", followed up by "Scenario", where the values of the independent variable are specified.
My problem has to do with a dataset on passenger satisfaction, and there are several independent variables that I included in the model. The variable 'MIN' is one of them, which indicates the delay minutes that a traveller had during his trip.
My idea is to simulate the probability for each satisfaction outcome (0 to 4) for a couple of delay minute levels, ranging from 0 to 80, to see how the probability for a certain satisfaction rating changes with delay minutes. I have followed the manual to try to correctly specify the code, however, whatever I try, I get the error message "Error 999: The specification ;SCE is not recognized."
My code goes as follows:
ORDERED;
LHS=SAT;
RHS = one, FEM, FREQ, MIN, STAND, INFO, IC, BCANCEL, CANCEL, AGE1, AGE3, MG3, COMB, PERB, LEI, COMN, RED;
logit;
Simulation;Scenario:MIN={*}0;Outcome=*$
Looking forward to your reply,
Fredrik Monsuur
From wgreene at stern.nyu.edu Sat Nov 9 05:09:26 2019
From: wgreene at stern.nyu.edu (William Greene)
Date: Fri, 8 Nov 2019 13:09:26 -0500
Subject: [Limdep Nlogit List] question regarding simulated probabilities
in Ordered logit
In-Reply-To:
References:
Message-ID:
Fredrik: SIMULATE should be a separate command. There should be a $, not
a ;, after ;logit. I.e.,
> ORDERED;
> LHS=SAT;
> RHS = one, FEM, FREQ, MIN, STAND, INFO, IC, BCANCEL, CANCEL,
AGE1, AGE3, MG3, COMB, PERB, LEI, COMN, RED;
> logit$
> Simulation;Scenario:MIN={*}0;Outcome=*$
/Bill Greene
On Fri, Nov 8, 2019 at 5:54 AM Derek Monsuur wrote:
> Dear sir/madam,
>
> I have a question regarding the simulation of probabilities with an
> ordered logit model. The manual specifies the command "Simulate", or
> "Simulation", followed up by "Scenario", where the values of the
> independent variable are specified.
>
> My problem has to do with a dataset on passenger satisfaction, and there
> are several independent variables that I included in the model. The
> variable 'MIN' is one of them, which indicates the delay minutes that a
> traveller had during his trip.
> My idea is to simulate the probability for each satisfaction outcome (0 to
> 4) for a couple of delay minute levels, ranging from 0 to 80, to see how
> the probability for a certain satisfaction rating changes with delay
> minutes. I have followed the manual to try to correctly specify the code,
> however, whatever I try, I get the error message "Error 999: The
> specification ;SCE is not recognized."
>
> My code goes as follows:
>
> ORDERED;
> LHS=SAT;
> RHS = one, FEM, FREQ, MIN, STAND, INFO, IC, BCANCEL, CANCEL,
AGE1, AGE3, MG3, COMB, PERB, LEI, COMN, RED;
> logit;
> Simulation;Scenario:MIN={*}0;Outcome=*$
>
> Looking forward to your reply,
>
> Fredrik Monsuur
>
> _______________________________________________
> 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/jEvBC3Q8Z2FQMOlEsgLxv4?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 botodavid at uniovi.es Sat Nov 9 05:27:51 2019
From: botodavid at uniovi.es (DAVID BOTO GARCIA)
Date: Fri, 8 Nov 2019 18:27:51 +0000
Subject: [Limdep Nlogit List] About Heteroskedastic Ordered Probit
Message-ID:
Hello,
I am using LIMDEP 11 and I am trying to estimate a Heteroskedastic Ordered Probit, where both the mean and the variance (multiplicative) are modelled as a function of covariates. I used the commands proposed in the Econometric Modelling Guide. However, when I run the model LIMDEP estimates only the Homoskedastic Model. I am not able to estimate the heteroskedastic version even through I specifically asked for it. I wonder whether my code is wrong or there might be another problem.
namelist; x=hom,age,tracp,est,ama,par,jub,ext,res,vac,trab,alone,pare,los,first,cy,orcos,
orint,nuacom,mcal,mcon,mexp,mgus,mrec,msit,mtran,mcer,mpre,aldes,mpen,pcom,gasto,s3,s4,s5,
t3,y06,y07,y08,y09,y10,y11,y12,y13,y14,y15,y16;
z=age,hom,first,pcom,cy,orcos,orint,s3,s4,s5,mcon,mgus,msit,mpre $
?BASELINE ORDERED MODEL
ORDERED ; Lhs = y ; Rhs = one,x $
?HETEROSKEDASTIC ORDERED MODEL
ORDERED ; Lhs = y ; Rhs = x; Heteroscedastic; Rh2=age,hom,first,pcom,cy,orcos,orint,s3,s4,s5,mcon,mgus,msit,mpre$
Regards,
David
From rtay888 at gmail.com Sun Nov 10 10:09:46 2019
From: rtay888 at gmail.com (Richard Tay)
Date: Sun, 10 Nov 2019 10:09:46 +1100
Subject: [Limdep Nlogit List] RPM Skewed Logistics
Message-ID:
Is it possible to estimate a random parameter skewed logistics (binary)
model using NLogit 5?
Cheers,
Rich
From Ida.dattoma2 at unibo.it Tue Nov 12 00:30:39 2019
From: Ida.dattoma2 at unibo.it (Ida D'attoma)
Date: Mon, 11 Nov 2019 14:30:39 +0100
Subject: [Limdep Nlogit List] ZINB (or ZIP) model with sample selection in
LIMDEP11
In-Reply-To:
References:
Message-ID:
Hi all,
I am wondering if LIMDEP11 could be used to fit the ZINB (or ZIP) model
with sample selection. I need to combine ZINB (or ZIP) model with sample
selection because the outcome variable of my model is a zero inflated count
variable, but it is observed only for a self-selected sample of statistical
units.
Do you know if LIMDEP11 supports this kind of model? Thank you in advance
for your attention and feedback.
Regards,
Ida
--
Ida D'Attoma
Senior Assistant Professor in Statistics for Economics
Department of Statistical Sciences
University of Bologna
Via Belle Arti 41
40126 Bologna-Italy
_____________________________________
Phone +39(051)2098248(office)
Fax +39(051)232153
E-mail Ida.dattoma2 at unibo.it
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From rtay888 at gmail.com Tue Nov 12 06:30:09 2019
From: rtay888 at gmail.com (Richard Tay)
Date: Tue, 12 Nov 2019 06:30:09 +1100
Subject: [Limdep Nlogit List] Skewed Logistic Model
Message-ID:
Is it possible to estimate a random parameter skewed logistic model? I
tried adding "model = burr;" but nothing happened; it produced the regular
rpm model but there was no error message.
Cheers,
Rich
From wgreene at stern.nyu.edu Tue Nov 12 07:41:43 2019
From: wgreene at stern.nyu.edu (William Greene)
Date: Mon, 11 Nov 2019 15:41:43 -0500
Subject: [Limdep Nlogit List] Skewed Logistic Model
In-Reply-To:
References:
Message-ID:
Richard. You can create a skewed logit model by fitting a logit model
with a lognormal or triangular constant term. The other coefficients
can be fixed or normally distributed. I would advise, though, don't
specify the RPs to be correlated. That would include the constant term
which would make a mess of things. Note, the distribution of the
random part of your logit model is assumed to be of the sum of a
logistic and a lognormal, which is not a burr distribution, but it is
asymmetric.
Regards
Bill Greene
/Bill Greene
On Mon, Nov 11, 2019 at 2:30 PM Richard Tay via Limdep <
limdep at mailman.sydney.edu.au> wrote:
> Is it possible to estimate a random parameter skewed logistic model? I
> tried adding "model = burr;" but nothing happened; it produced the regular
> rpm model but there was no error message.
>
> Cheers,
> Rich
> _______________________________________________
> 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/f-8GCNLwM9iBGlDBumqIuI?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 rtay888 at gmail.com Tue Nov 12 10:14:22 2019
From: rtay888 at gmail.com (Richard Tay)
Date: Tue, 12 Nov 2019 10:14:22 +1100
Subject: [Limdep Nlogit List] Skewed Logistic Model
In-Reply-To:
References:
Message-ID:
Thanks,
Rich
On Tue, Nov 12, 2019 at 7:42 AM William Greene via Limdep <
limdep at mailman.sydney.edu.au> wrote:
> Richard. You can create a skewed logit model by fitting a logit model
> with a lognormal or triangular constant term. The other coefficients
> can be fixed or normally distributed. I would advise, though, don't
> specify the RPs to be correlated. That would include the constant term
> which would make a mess of things. Note, the distribution of the
> random part of your logit model is assumed to be of the sum of a
> logistic and a lognormal, which is not a burr distribution, but it is
> asymmetric.
> Regards
> Bill Greene
> /Bill Greene
>
> On Mon, Nov 11, 2019 at 2:30 PM Richard Tay via Limdep <
> limdep at mailman.sydney.edu.au> wrote:
>
> > Is it possible to estimate a random parameter skewed logistic model? I
> > tried adding "model = burr;" but nothing happened; it produced the
> regular
> > rpm model but there was no error message.
> >
> > Cheers,
> > Rich
> > _______________________________________________
> > 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/kZsXC81Zj6tRKoPVSn8xP8?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 cvmh.kiel at gmail.com Sun Nov 17 22:43:34 2019
From: cvmh.kiel at gmail.com (Cordula H)
Date: Sun, 17 Nov 2019 12:43:34 +0100
Subject: [Limdep Nlogit List] Cluster-robust standard errors
(panel-adjusted) for conditional logit model in Nlogit?
Message-ID:
Dear all,
I am new to this list and also new to Nlogit. ?
I have some basic experience with choice analysis, but I have only used
Stata so far.
Now I am supposed to use Nlogit and I have some issues figuring out the
right commands, although I have tried to find answers in the Nlogit
documentation.
I have conducted a pilot study of the choice experiment to get estimates
that I can use as priors for input into Ngene to generate an efficient
design. Each of the respondents got 8 choice sets out of a blocked 3x8
design. Each choice tasks consists of three alternatives.
Now I tried to estimate a conditional logit model.
First, I used Stata. I estimated the model with cluster-robust standard
errors, because I thought that it makes sense to account for the panel
data, so that it is recognized that one respondent is associated with
several observations.
However, I could not figure out yet how to do this in Nlogit. I estimated a
conditional logit model, which provides the same results as the basic
conditional logit model in Stata, without accounting for the panel data /
cluster-robust standard errors. I found some commands like "cluster" or
"robust" for Nlogit, but somehow this does not really seem to work.
Probably I am not using these commands correctly. (For instance, I tried
"cluster = ID", with ID being the individual ID of each respondent. The
results are different than the results of the basic model, but not the same
as in the Stata version, and in the output the number of respondents does
not seem to be recognized.
Could anybody please help me in this regard?
Thanks a lot in advance!
From F.Monsuur at lboro.ac.uk Tue Nov 19 00:06:42 2019
From: F.Monsuur at lboro.ac.uk (Derek Monsuur)
Date: Mon, 18 Nov 2019 13:06:42 +0000
Subject: [Limdep Nlogit List] simulation of ordered logit probabilities
after inclusion of random parameters
Message-ID:
Dear sir/madam,
I have a question with regards to the simulation of probabilities after estimating an ordered logit model with random parameters. After estimation, I like to simulate probabilities for several scenario's, in which the parameter 'MIN' is varied over several levels, e.g. from 0 to 80. The model looks like this:
ORDERED;
LHS=SAT;
RHS = one, FEM, FREQ, MIN, STAND, INFO, IC, BCANCEL, CANCEL, AGE1, AGE3, MG3, COMB, PERB, LEI, COMN, RED;
RST=b1,b2,b3,b4,b5,b6,b7,b8,b9,b10,b11,b12,b13,b14,b15,b16,b17,b18,b19,b20,b21,b22,b23,0,0,0,b27,0,b29,0,0,0,0,0,0,0,0,0,0,0;
RTM;
RPM;
halton;pts=20;
alg=bfgs;
logit;partials$
And after model estimation I use the following command:
Simulation;Scenario:&MIN=0(5)80;Outcome=*$
This command works perfectly fine with a basic ordered logit model, however, when I use this command after estimating the model with random thresholds and random parameters (for 'MIN' and 'INFO'), I get the following error message:
"Previous model did not store model setup for PARTIALS.
Check model setup and output for errors. Setup does
not occur if model command contains Expand(variable)."
To me it seems that I somehow need to store the individual specific parameter means, and according to the manual this can be done with the command ;Parameters. If I include this command however, NLOGIT crashes immediately, without giving me the opportunity to inspect the error message. Or is it the case that this functionality is simply not available for ordered logit with random parameters?
With kind regards,
Derek Monsuur
From pienaar.ef at gmail.com Wed Nov 20 07:16:50 2019
From: pienaar.ef at gmail.com (E Pienaar)
Date: Tue, 19 Nov 2019 15:16:50 -0500
Subject: [Limdep Nlogit List] Issues with LCM
Message-ID:
I am trying to run a latent class model with dummy coded data. There are 3
programs per choice set. Programs 2 and 3 have a cost associated with them
($10 to $100) and the other attributes are dummy coded. Program 1 has no
cost and the attributes are all zero.
This is a large data set (22,370+ choice sets, i.e. over 61,000 lines of
data).
I am including an ASC in the model.
I have written the code as follows:
NLOGIT; Lhs = choice
; Choices = alta, altb, altc
; Rhs = ASC, ...., cost
; Alg = BFGS
; maxit = 200
; Tlg = 0.0001
; Tlb = 0.0001
; Tlf = 0.0001
; lcm
; pds = 3
; pts = 3
; parameters
; prb = class
; keep = pred $
When I specify there should be 2 classes, the model converges but the p
values for all variables in class 2 are 0.99 or above.
If I run the model with 3 classes then I get the following error message:
"Iterative procedure has converged
Normal exit: 96 iterations. Status=0, F= .1394539D+05
Error 1027: Models - estimated variance matrix of estimates is singular"
This suggests the model has converged but I also receive the error code
claiming the variance matrix is singular.
Thank you for any assistance in resolving this problem.
Elizabeth
From wgreene at stern.nyu.edu Thu Nov 28 03:56:54 2019
From: wgreene at stern.nyu.edu (William Greene)
Date: Wed, 27 Nov 2019 11:56:54 -0500
Subject: [Limdep Nlogit List] Issues with LCM
In-Reply-To:
References:
Message-ID:
Dear Elizabeth. It actually doesn't sound like the two class model worked
either. There is nothing wrong with the program - other data sets and
models
work fine. This does sound like the LCM may not be appropriate for your
data.
That can happen with any data set. The failure to be able to estimate the
model
often suggests a mismatch between the model and the data. You might try to
greatly simplify the model (temporarily) to see if it is possible to get
*any* form
of the model to converge properly. If so, build outward from there.
Regards,
Bill Greene
On Tue, Nov 19, 2019 at 3:17 PM E Pienaar via Limdep <
limdep at mailman.sydney.edu.au> wrote:
> I am trying to run a latent class model with dummy coded data. There are 3
> programs per choice set. Programs 2 and 3 have a cost associated with them
> ($10 to $100) and the other attributes are dummy coded. Program 1 has no
> cost and the attributes are all zero.
>
> This is a large data set (22,370+ choice sets, i.e. over 61,000 lines of
> data).
>
> I am including an ASC in the model.
>
> I have written the code as follows:
> NLOGIT; Lhs = choice
> ; Choices = alta, altb, altc
> ; Rhs = ASC, ...., cost
> ; Alg = BFGS
> ; maxit = 200
> ; Tlg = 0.0001
> ; Tlb = 0.0001
> ; Tlf = 0.0001
> ; lcm
> ; pds = 3
> ; pts = 3
> ; parameters
> ; prb = class
> ; keep = pred $
>
> When I specify there should be 2 classes, the model converges but the p
> values for all variables in class 2 are 0.99 or above.
>
> If I run the model with 3 classes then I get the following error message:
> "Iterative procedure has converged
> Normal exit: 96 iterations. Status=0, F= .1394539D+05
> Error 1027: Models - estimated variance matrix of estimates is singular"
>
> This suggests the model has converged but I also receive the error code
> claiming the variance matrix is singular.
>
> Thank you for any assistance in resolving this problem.
>
> Elizabeth
> _______________________________________________
> Limdep site list
> Limdep at mailman.sydney.edu.au
> http://limdep.itls.usyd.edu.au
>
>
--
William Greene
Department of Economics, emeritus
Stern School of Business, New York University
44 West 4 St.
New York, NY, 10012
URL: https://protect-au.mimecast.com/s/PWxCCP7yOZtYRMMWHzK1LJ?domain=people.stern.nyu.edu
Email: wgreene at stern.nyu.edu
Ph. +1.646.596.3296
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
From wgreene at stern.nyu.edu Thu Nov 28 06:35:29 2019
From: wgreene at stern.nyu.edu (William Greene)
Date: Wed, 27 Nov 2019 14:35:29 -0500
Subject: [Limdep Nlogit List] Cluster-robust standard errors
(panel-adjusted) for conditional logit model in Nlogit?
In-Reply-To:
References:
Message-ID:
Cordula. Assuming you are using version 6.0 of NLOGIT, the appropriate
spec.
is ;Cluster = number of choice tasks. For you, that would be ;Cluster = 8.
Regards,
Bill Greene
On Sun, Nov 17, 2019 at 6:44 AM Cordula H via Limdep <
limdep at mailman.sydney.edu.au> wrote:
> Dear all,
>
>
> I am new to this list and also new to Nlogit. ?
>
> I have some basic experience with choice analysis, but I have only used
> Stata so far.
> Now I am supposed to use Nlogit and I have some issues figuring out the
> right commands, although I have tried to find answers in the Nlogit
> documentation.
>
>
> I have conducted a pilot study of the choice experiment to get estimates
> that I can use as priors for input into Ngene to generate an efficient
> design. Each of the respondents got 8 choice sets out of a blocked 3x8
> design. Each choice tasks consists of three alternatives.
>
> Now I tried to estimate a conditional logit model.
>
>
> First, I used Stata. I estimated the model with cluster-robust standard
> errors, because I thought that it makes sense to account for the panel
> data, so that it is recognized that one respondent is associated with
> several observations.
>
> However, I could not figure out yet how to do this in Nlogit. I estimated a
> conditional logit model, which provides the same results as the basic
> conditional logit model in Stata, without accounting for the panel data /
> cluster-robust standard errors. I found some commands like "cluster" or
> "robust" for Nlogit, but somehow this does not really seem to work.
> Probably I am not using these commands correctly. (For instance, I tried
> "cluster = ID", with ID being the individual ID of each respondent. The
> results are different than the results of the basic model, but not the same
> as in the Stata version, and in the output the number of respondents does
> not seem to be recognized.
>
>
> Could anybody please help me in this regard?
>
>
> Thanks a lot in advance!
> _______________________________________________
> Limdep site list
> Limdep at mailman.sydney.edu.au
> http://limdep.itls.usyd.edu.au
>
--
William Greene
Department of Economics, emeritus
Stern School of Business, New York University
44 West 4 St.
New York, NY, 10012
URL: https://protect-au.mimecast.com/s/TqUPCjZrzqHLX0v6fWiI7s?domain=people.stern.nyu.edu
Email: wgreene at stern.nyu.edu
Ph. +1.646.596.3296
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
From cppavone at gmail.com Sat Nov 30 03:44:12 2019
From: cppavone at gmail.com (Carla Pavone)
Date: Fri, 29 Nov 2019 10:44:12 -0600
Subject: [Limdep Nlogit List] Please Unsubscribe Me
Message-ID:
Please unsubscribe me from the Limdep list
--
Carla Pavone
612-670-7293 (cell)
[image: http://www.linkedin.com/in/carlappavone/]
From midasbaert at hotmail.com Sat Nov 30 09:17:27 2019
From: midasbaert at hotmail.com (Midas baert)
Date: Fri, 29 Nov 2019 22:17:27 +0000
Subject: [Limdep Nlogit List] Please Unsubscribe
In-Reply-To:
References:
Message-ID:
Please unsubscribe me.
Outlook voor iOS downloaden
________________________________
Van: Limdep namens Carla Pavone via Limdep
Verzonden: Friday, November 29, 2019 5:44:12 PM
Aan: Limdep at mailman.sydney.edu.au
CC: Carla Pavone
Onderwerp: [Limdep Nlogit List] Please Unsubscribe Me
Please unsubscribe me from the Limdep list
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http://limdep.itls.usyd.edu.au
From a.bakhshy at gmail.com Thu Nov 28 04:02:00 2019
From: a.bakhshy at gmail.com (ali bakhshi)
Date: Wed, 27 Nov 2019 20:32:00 +0330
Subject: [Limdep Nlogit List] Unsubscribe
Message-ID:
Unsubscribe