[Limdep Nlogit List] Getting standard errors for omitted variables?
Jason Ong
doctorjasonong at gmail.com
Fri Jan 3 11:20:23 AEDT 2020
hi,
When I run an MNL model, it gives me outputs of the coefficients for each
attribute level
However, I would also like to get the standard errors (to calculate the 95%
CI) for the omitted/reference level
how could I calculate this?
thank you kindly for your help
Discrete choice (multinomial logit) model
Dependent variable Choice
Log likelihood function -3332.83194
Estimation based on N = 7008, K = 14
Inf.Cr.AIC = 6693.7 AIC/N = .955
---------------------------------------
Log likelihood R-sqrd R2Adj
ASCs only model must be fit separately
Use NLOGIT ;...;RHS=ONE$
Note: R-sqrd = 1 - logL/Logl(constants)
Warning: Model does not contain a full
set of ASCs. R-sqrd is problematic. Use
model setup with ;RHS=one to get LogL0.
---------------------------------------
Response data are given as ind. choices
Number of obs.= 7008, skipped 0 obs
--------+--------------------------------------------------------------------
| Standard Prob. 95% Confidence
CHOICEV| Coefficient Error z |z|>Z* Interval
--------+--------------------------------------------------------------------
C20|1| .40410*** .03059 13.21 .0000 .34413 .46406
C40|1| -.46829*** .03070 -15.26 .0000 -.52845 -.40813
C60|1| -1.26084*** .03594 -35.08 .0000 -1.33128 -1.19040
ACVEND|1| -.09467** .04822 -1.96 .0496 -.18918 -.00017
ACSHEL|1| .45141*** .05013 9.00 .0000 .35315 .54967
ACMED|1| .08191* .04740 1.73 .0840 -.01099 .17480
ACPHAR|1| .05906 .05280 1.12 .2633 -.04443 .16255
ACCBO|1| -.13720*** .05293 -2.59 .0095 -.24095 -.03345
ACSOPV|1| -.81479*** .05596 -14.56 .0000 -.92448 -.70510
PLARBR|1| -.10541*** .03289 -3.21 .0013 -.16986 -.04095
PSMPL|1| .04375 .03167 1.38 .1671 -.01832 .10582
PSMBR|1| .03257 .03254 1.00 .3168 -.03120 .09635
INFVID|1| -.06273** .02688 -2.33 .0196 -.11540 -.01005
INFCHA|1| -.05929** .02529 -2.34 .0191 -.10886 -.00972
--------+--------------------------------------------------------------------
*Jason Ong*
Twitter: @DrJasonJOng
PhD, MMed, MBBS, FAChSHM, FRACGP
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
Board Director, ASHM (www.ashm.org.au)
https://protect-au.mimecast.com/s/6NWaCZYM2VFk9JELizttba?domain=lshtm.ac.uk
https://protect-au.mimecast.com/s/RrPzC1WZXriPNV1ohGBJsJ?domain=researchgate.net
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