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st: how to calculate mills ratio after nlogit?


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


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