[Limdep Nlogit List] Clarification on "Error 806: Line search does not improve fn. Exit iterations. Status=3"

[Saidur Rahman Milan]

*
Dear All,

I am facing  problems in running a program for two-level NL Model. I need
your cordial help to solve such problems. While running the program, errors
occurs like as :


Line search does not improve fn. Exit iterations. Status=3

Error 806: Line search does not improve fn. Exit iterations. Status=3

Function= .82017889876D+04, at entry, .78639135462D+04 at exit

Error 1025: Failed to fit model. See earlier diagnostic.
Sometimes, I get results with a report like "Maximum iteration reached. Exit
iterations with status=1" after 101 iteration completion. Please help me
solve the problem. I herewith mention all the codes and results below:


Thanks,
Saidur Rahman
Hiroshima University, Japan
========================


NLOGIT ; Lhs = mode

; Choices= tran,rick,taxi,cng,mc,walk,pc

; Tree = PV(pc,mc),CAP1(taxi,cng),cap2(tran,rick), CAP3(walk)

; Model: U(pc) = BTIME*TIME+BCOST*COST/

U(mc) =BM+BTIME*TIME+BCOST*COST/

U(tran) =BT+BTIME*TIME+BCOST*COST/

U(rick) =BR+BTIME*TIME+BCOST*COST/

U(Walk) =BW+BTIME*TIME+BCOST*COST/

U(taxi) =BX+BTIME*TIME+BCOST*COST/

U(cng) =BG+BTIME*TIME+BCOST*COST $
*

Normal exit from iterations. Exit status=0.

+---------------------------------------------+

| Discrete choice (multinomial logit) model |

| Maximum Likelihood Estimates |

| Model estimated: Jul 01, 2008 at 08:27:51PM.|

| Dependent variable Choice |

| Weighting variable None |

| Number of observations 6826 |

| Iterations completed 7 |

| Log likelihood function -8201.789 |

| R2=1-LogL/LogL* Log-L fncn R-sqrd RsqAdj |

| No coefficients -13869.8751 .40866 .40849 |

| Constants only -8800.8822 .06807 .06780 |

| Chi-squared[ 2] = 1198.18635 |

| Prob [ chi squared > value ] = .00000 |

| Response data are given as ind. choice. |

| Number of obs.= 6826, skipped 0 bad obs. |

+---------------------------------------------+

+---------+--------------+----------------+--------+---------+

|Variable | Coefficient | Standard Error |b/St.Er.|P[|Z|>z] |

+---------+--------------+----------------+--------+---------+

BTIME -.07334947 .00267528 -27.417 .0000

BCOST -.01658187 .00123668 -13.408 .0000

BM -2.95382058 .15921637 -18.552 .0000

BT 1.17038186 .09474623 12.353 .0000

BR 2.16408933 .08057977 26.856 .0000

BW 1.60071129 .11237772 14.244 .0000

BX 3.76596762 .24099093 15.627 .0000

BG -.74883756 .08786534 -8.523 .0000

Line search does not improve fn. Exit iterations. Status=3

Error 806: Line search does not improve fn. Exit iterations. Status=3

Function= .82017889876D+04, at entry, .78639135462D+04 at exit

Error 1025: Failed to fit model. See earlier diagnostic.


-- 
Saidur Rahman Milan
Room #: 301(Transportation Engineering Lab)
International Development and Cooperation (IDEC)
Hiroshima University
1-5-1 Kagamiyama, Higashi-Hiroshima
739-8529 JAPAN
Phone: 0081-90-6430-7214 (Mobile), 0081-82-422-6555 (Home)
Web URL: http://srmilan.tripod.com/, http://home.hiroshima-u.ac.jp/hitel/