[Limdep Nlogit List] Skewed Logistic Model

William Greene wgreene at stern.nyu.edu
Tue Nov 12 07:41:43 AEDT 2019

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
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
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William Greene
Department of Economics
Stern School of Business, New York University
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