[Limdep Nlogit List] RPL panel data random effects model [SEC=UNCLASSIFIED]

[Laplagne, Patrick]

Iain,

I am not an NLogit guru, but I have had the same problem as you fitting a RPL model with panel data. Solutions you could try are:

1. Rescale some of your variables that have values orders of magnitude greater than the others (e.g. 0-100 instead of 0-1) 
2. Drop variables that are likely to be highly correlated or predict perfectly
3. Relax the default convergence criteria (see Limdep Reference Guide, p. R9-10)

Hope this helps,

Patrick

> -----Original Message-----
> From: limdep-bounces at limdep.itls.usyd.edu.au 
> [mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of 
> Iain Pardoe
> Sent: Thursday, 4 January 2007 11:45 AM
> To: limdep at limdep.itls.usyd.edu.au
> Subject: [Limdep Nlogit List] RPL panel data random effects model
> 
> 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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>  

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