[Limdep Nlogit List] Fwd: Question about Convolution test

[Thao Thai]

Hi again,

I found one relevant previous message with instructions on the Poe test
below (
https://protect-au.mimecast.com/s/cs-gCVARKgCxg9OXRfGUCf7?domain=mailman.sydney.edu.au.
However, I am still not sure how to test WTP estimates from WTP-space
models for individual attributes from two datasets.

I tried to replicate the suggested command as below:
1. I ran the first WTP-space model on one data subset and defined the
vector of WTP estimates of 12 attributes:
MATRIX ; vector1 = b (6:20)$

2. I ran the second WTP-space using another data subset and defined the
vector of WTP estimates (two data subsets have information on the same
attributes)
MATRIX ; vector2 = b (6:20)$

3. I then ran the Poe test command as instructed.
 CALC ; List ; Poe(vector1,vector2,1) $
This command produced one single test statistic. However, I would like to
have Poe test statistics for 12 individual attributes.

Your suggestions would be appreciated. Please help!
Best wishes,
Thao


"CALC ; List ; Poe(vector1,vector2) $
This produces the statistic based on the full convolution. Vectors must be
defined
with a MATRIX command.  If x1 and x2 are two variables, use
MATRIX ; vector1 = x1 ; vector2 = x2 $
then CALC Poe.  The test can be based on the difference of the vectors if
they
are the same length.  Use
CALC ; List ; Poe(vector1,vector2,1) $
Regards
Bill Greene"


---------- Forwarded message ---------
From: Thao Thai <Thao.T.Thai at monash.edu>
Date: Wed, 21 Apr 2021 at 16:47
Subject: Question about Convolution test
To: Limdep and Nlogit Mailing List <limdep at mailman.sydney.edu.au>


Hi Nlogit user community,

I would like to compare the WTP estimates from two WTP-space models (all
random coefficients) using two different datasets. I am wondering what is
the detailed procedure to conduct a Convolution test (Poe test) on the
distributions of WTPs estimates in Nlogit?

I could not find the procedure in the Manual, so any suggestions would be
appreciated.

Poe test: Poe GL, Giraud KL, Loomis JB (2005). Computational methods for
measuring the difference of empirical distributions. American Journal of
Agricultural Economics, 87, 353–365.

Thank you in advance.
Best wishes,
Thao