[Limdep Nlogit List] Skewed Logistic Model

[Richard Tay]

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