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st: how to calculate mills ratio after nlogit?
From
"Berkhout, E." <[email protected]>
To
<[email protected]>
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 [email protected]
I www.seo.nl
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