[Limdep Nlogit List] RPL panel data random effects model

Iain Pardoe ipardoe at lcbmail.uoregon.edu
Thu Jan 4 11:45:14 EST 2007


I'm a beginning nlogit user with what is almost surely a naïve question (sorry).  I'm working through the nlogit v3.0 reference guide and have come to a grinding halt at the part I'm most interested in, that is fitting a random parameters logit model to panel data (section N7.6.1).  With the code on page N7-20 (attached below) for the CLOGIT data I am currently getting error message 806: "Line search does not improve fn. Exit iterations."  I thought I better get a known example working correctly first before I started with my own data, so any guidance would be greatly appreciated.

Best wishes, Iain

Iain Pardoe <ipardoe at lcbmail.uoregon.edu>
Assistant Professor of Decision Sciences
Charles H. Lundquist College of Business
1208 University of Oregon
Eugene, OR 97403-1208, USA
Ph: 541-346-3250, Fax: 541-346-3341
http://lcb1.uoregon.edu/ipardoe

NLOGIT ; Lhs=mode
    ; Choices=air,train,bus,car
    ; Rhs=gc,ttme
    ; Rh2=one
    ; RPL=hinc
    ; Fcn=a_air(N),a_train(N),a_bus(N),gc(N),ttme(N)
    ; Correlation
    ; Parameters
    ; Pds=3
    ; Pts=10 $

Line search does not improve fn. Exit iterations. Status=3
  Error   806: Line search does not improve fn. Exit iterations. Status=3
Function=  .19997662311D+03, at entry,  .12364020610D+03 at exit
  Error  1025: Failed to fit model. See earlier diagnostic.



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