[Limdep Nlogit List] Getting standard errors for omitted variables?

[William Greene]

Jason.  The coefficient on the base level is zero.  There is no standard
error for
it.  The zero is a fixed value, not an estimated coefficient.
/Bill Greene

On Thu, Jan 2, 2020 at 7:21 PM Jason Ong via Limdep <
limdep at mailman.sydney.edu.au> wrote:

> 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 (https://protect-au.mimecast.com/s/fsv6CNLwM9iO3rV7im9LZS?domain=ashm.org.au)
> https://protect-au.mimecast.com/s/diKNCOMxNyt7x95nUvIDkj?domain=lshtm.ac.uk
> https://protect-au.mimecast.com/s/THlzCP7yOZtjXrvWS118F3?domain=researchgate.net
>
> If you are more fortunate than others, build a longer table, not a taller
> fence.
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>
>

-- 
William Greene
Department of Economics, emeritus
Stern School of Business, New York University
44 West 4 St.
New York, NY, 10012
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Email: wgreene at stern.nyu.edu
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