[Limdep Nlogit List] Skewed Logistic Model

[William Greene]

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