by gwhite » Thu Jun 05, 2008 1:37 pm
Caspar:
The invalid link function is associated with the true model parameters. When you do simulations, you should use the identity link and an identity design matrix for the parameters of the true model, and then specify the real parameter values.
I suspect you have used MLogit links in your model, since the sin and logit link functions are supported. The median c-hat simulator does not know about the MLogit link for generating data. So, you need to re-run the model with other standard link functions. Unfortunately, using other link functions may cause convergence problem with the estimation model. So, at the moment, I don't have a perfect solution for you.
Gary