Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: bootstrap with mixed logit
From
"Marco N. Anterpi" <[email protected]>
To
<[email protected]>
Subject
st: bootstrap with mixed logit
Date
Fri, 27 Jan 2012 14:42:28 +0100
Hello everyone,
I have an unbalanced panel with a binary dependent
variable and I estimated a mixed logit model. However, I do not manage
to compute the standard errors for the summary statistics with the
command bootstrap.
More in detail, I estimated a mixed logit model with 5 latent classes via EM algorithm,
using the command:
lclogit choice price income gender, group(ind) id(dec) nclasses(5)
I can display the list of parameters
(matrix B) and the probability of class membership (matrix P) and 5
variance-covariance matrices of the estimators ( v1 v2 v3 v4 v5 one for each class).
My problem is that I do not manage to produce the standard errors
for the summary statistics of the different variables and I am probably
making a silly mistake in handling the data.
Can anyone tell me the exact steps I should follow?
Thank you very much in advance,
M.
*
* 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/