[Limdep Nlogit List] simulation of ordered logit probabilities after inclusion of random parameters

Derek Monsuur F.Monsuur at lboro.ac.uk
Tue Nov 19 00:06:42 AEDT 2019


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



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