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From | "Berkhout, E." <E.Berkhout@seo.nl> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: how to calculate mills ratio after nlogit? |
Date | Wed, 15 Dec 2010 13:23:14 +0100 |
Hi Statalisters, i tried to search the archives and the FAQ, but i could not find the answer to my question: how can i calculate a mills ratio variable after a nested logit? I know that aftre probit it should be like >predict y_hat, xb >gen imr = normalden(y_hat)/normal(y_hat) But how does this apply to the nlogit parameters? To be more precise, my tree structure is as follows: tree structure specified for the nested logit model loterij N _j N k ---------------------------------------------- meeloters 27592 --- ingeloot 13796 648 +- uitgeloot 13796 557 control 13796 --- controlgroup 13796 12591 ---------------------------------------------- total 41388 13796 Many thanks, -- E.E. (Ernest) Berkhout senior researcher SEO Economic Research Roetersstraat 29 1018 WB Amsterdam The Netherlands T (+31)-20-5251630 F (+31)-20-5251686 E e.berkhout@seo.nl I www.seo.nl * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/