[Limdep Nlogit List] Statistical significance value for the omitted/reference level in an effects coded model

William Greene wgreene at stern.nyu.edu
Tue Apr 14 03:13:38 AEST 2020

Jason. The coefficient on the "reference" level is zero, not the negative
of the sum of the other
coefficients.  To make this calculation, you are assuming that the sum of
the coefficients equals
zero. I don't think that is appropriate.  On the other hand, if you do want
to compute a standard
error for that function of several coefficients, you can use the WALD
command after your NLOGIT
command.   It's simple.
Bill Greene

On Mon, Apr 13, 2020 at 12:13 AM Jason Ong via Limdep <
limdep at mailman.sydney.edu.au> wrote:

> hi NLOGIT team,
> I am running an RPL model which I have effects coded.
> The model output doesn't display the reference level's coefficient
> so because this is effects coded, to get the coefficient of the reference
> level, I use the negative sum of the other level's coefficients.
> currently to calculate the standard error of the coefficient of the
> reference level, I have to use the covariance matrix for each level of the
> attribute to calculate the standard error for the coefficient of the
> reference level.
> Is there an easier way in the current NLOGIT output for me to do this or do
> I just need to keep manually calculating this?
> thanks for your help.
> *Jason Ong*
> Twitter: @DrJasonJOng
> Sexual Health Physician, Melbourne Sexual Health Centre, Alfred Health
> Associate Professor (Hon), London School of Hygiene and Tropical Medicine,
> UK
> Central Clinical School, Monash University, Australia
> Melbourne School of Population and Global Health, University of Melbourne,
> Australia
> Associate Editor, Sexually Transmitted Infections
> Special Issues Editor, Sexual Health
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William Greene
Department of Economics, emeritus
Stern School of Business, New York University
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New York, NY, 10012
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