[Limdep Nlogit List] Inconisistent RPL results
Raffaele Zanoli
zanoli at agrecon.univpm.it
Sat Feb 2 00:27:09 AEDT 2019
Hello Bill,
I have the following issue with NLOGIT 6.
I had strange results for this estimation, and I checked if something would change in I switch the baseline from the SWQ alternative to another one (SC in my case).
While the MNL exhibit the same results apart, obviously, from ASC coefficinets, I get inconsistent results in the RPL model (I send here 100 iterations but with 1000 the problem worsen).
The attributes are effects coded, but dummy coding will produce basically the same inconsistencies (though obviously with different parameter values).
Could you give me a hint of what could be going on?
Thanks
Raffaele
Prof. Dr. Raffaele Zanoli
Professor of Food Marketing & Management
Department of Agricultural, Food and Environmental Sciences
Università Politecnica delle Marche
Via Brecce Bianche
60129 Ancona- Italy
tel. +39 071 220 4929
mobile +39 3483235654
|-> RPLOGIT
; Lhs=CHOICE
; CHOICES = CA,CO,SQ
; Model:
U(CA)=ascCA+BIOD10*BIOD10+BIOD15*BIOD15+CLIMA*CLIRED+SCIE*SCIE+PRICE*PRICE/
U(CO)=ascCO+BIOD10*BIOD10+BIOD15*BIOD15+CLIMA*CLIRED+SCIE*SCIE+PRICE*PRICE/
U(SQ)=BIOD10*BIOD10+BIOD15*BIOD15+CLIMA*CLIRED+SCIE*SCIE+PRICE*PRICE
; Fcn = BIOD10(n),BIOD15(n),CLIMA(n),SCIE(n)
; Halton
; Pds=9
; Pts=100
; WTP=biod10/price,biod15/price,clima/price,scie/price
; Par$
Iterative procedure has converged
Normal exit: 5 iterations. Status=0, F= .7317761D+04
-----------------------------------------------------------------------------
Start values obtained using MNL model
Dependent variable Choice
Log likelihood function -7317.76051
Estimation based on N = 7200, K = 7
Inf.Cr.AIC = 14649.5 AIC/N = 2.035
---------------------------------------
Log likelihood R-sqrd R2Adj
Constants only -7566.7162 .0329 .0322
Note: R-sqrd = 1 - logL/Logl(constants)
---------------------------------------
Chi-squared[ 5] = 497.91129
Prob [ chi squared > value ] = .00000
Response data are given as ind. choices
Number of obs.= 7200, skipped 0 obs
--------+--------------------------------------------------------------------
| Standard Prob. 95% Confidence
CHOICE| Coefficient Error z |z|>Z* Interval
--------+--------------------------------------------------------------------
BIOD10| .24256*** .05384 4.51 .0000 .13704 .34809
BIOD15| .32428*** .04215 7.69 .0000 .24166 .40689
CLIMA| .04615 .03355 1.38 .1689 -.01960 .11190
SCIE| .19312*** .03403 5.68 .0000 .12643 .25981
ASCCA| -.94905*** .12115 -7.83 .0000 -1.18650 -.71160
PRICE| -.02365*** .00110 -21.46 .0000 -.02581 -.02149
ASCCO| -.41455*** .11970 -3.46 .0005 -.64915 -.17995
--------+--------------------------------------------------------------------
***, **, * ==> Significance at 1%, 5%, 10% level.
Model was estimated on Feb 01, 2019 at 00:34:30 PM
-----------------------------------------------------------------------------
Iterative procedure has converged
Normal exit: 23 iterations. Status=0, F= .5184372D+04
-----------------------------------------------------------------------------
Random Parameters Multinom. Logit Model
Dependent variable CHOICE
Log likelihood function -5184.37204
Restricted log likelihood -7910.00848
Chi squared [ 11](P= .000) 5451.27287
Significance level .00000
McFadden Pseudo R-squared .3445807
Estimation based on N = 7200, K = 11
Inf.Cr.AIC = 10390.7 AIC/N = 1.443
---------------------------------------
Log likelihood R-sqrd R2Adj
No coefficients -7910.0085 .3446 .3441
Constants only -7566.7162 .3148 .3143
At start values -7317.7605 .2915 .2910
Note: R-sqrd = 1 - logL/Logl(constants)
---------------------------------------
Response data are given as ind. choices
Replications for simulated probs. = 100
Used Halton sequences in simulations.
RPL model with panel has 800 groups
Fixed number of obsrvs./group= 9
Number of obs.= 7200, skipped 0 obs
--------+--------------------------------------------------------------------
| Standard Prob. 95% Confidence
CHOICE| Coefficient Error z |z|>Z* Interval
--------+--------------------------------------------------------------------
|Random parameters in utility functions..........................
BIOD10| -.18622 .13056 -1.43 .1538 -.44211 .06968
BIOD15| -.24311* .14080 -1.73 .0842 -.51907 .03284
CLIMA| -.06382 .04788 -1.33 .1826 -.15766 .03003
SCIE| .25900*** .04937 5.25 .0000 .16223 .35576
|Nonrandom parameters in utility functions.......................
ASCCA| .99982*** .17680 5.66 .0000 .65330 1.34634
PRICE| -.03730*** .00155 -24.13 .0000 -.04033 -.03427
ASCCO| 1.69001*** .17484 9.67 .0000 1.34733 2.03269
|Distns. of RPs. Std.Devs or limits of triangular................
NsBIOD10| 1.92473*** .21870 8.80 .0000 1.49609 2.35337
NsBIOD15| 1.58946*** .17158 9.26 .0000 1.25317 1.92574
NsCLIMA| .46827*** .06076 7.71 .0000 .34918 .58736
NsSCIE| .56041*** .06751 8.30 .0000 .42810 .69272
--------+--------------------------------------------------------------------
***, **, * ==> Significance at 1%, 5%, 10% level.
Model was estimated on Feb 01, 2019 at 00:39:17 PM
-----------------------------------------------------------------------------
Saved Individual Estimates of WTP in matrix WTP_I [ 800x4]
Alternative Attribute Income/Cost
Chosen BIOD10 PRICE
Chosen BIOD15 PRICE
Chosen CLIMA PRICE
Chosen SCIE PRICE
(Saved absolute values. Check signs of coefficients.)
|-> RPLOGIT
; Lhs=CHOICE
; CHOICES = CA,CO,SQ
; Model:
U(CA)= +BIOD10*BIOD10+BIOD15*BIOD15+CLIMA*CLIRED+SCIE*SCIE+PRICE*PRICE/
U(CO)=ascCO+BIOD10*BIOD10+BIOD15*BIOD15+CLIMA*CLIRED+SCIE*SCIE+PRICE*PRICE/
U(SQ)=ascSQ
; Fcn = BIOD10(n),BIOD15(n),CLIMA(n),SCIE(n)
; Halton
; Pds=9
; Pts=100
; WTP=biod10/price,biod15/price,clima/price,scie/price
; Par$
Iterative procedure has converged
Normal exit: 5 iterations. Status=0, F= .7317761D+04
-----------------------------------------------------------------------------
Start values obtained using MNL model
Dependent variable Choice
Log likelihood function -7317.76051
Estimation based on N = 7200, K = 7
Inf.Cr.AIC = 14649.5 AIC/N = 2.035
---------------------------------------
Log likelihood R-sqrd R2Adj
Constants only -7566.7162 .0329 .0322
Note: R-sqrd = 1 - logL/Logl(constants)
---------------------------------------
Chi-squared[ 5] = 497.91129
Prob [ chi squared > value ] = .00000
Response data are given as ind. choices
Number of obs.= 7200, skipped 0 obs
--------+--------------------------------------------------------------------
| Standard Prob. 95% Confidence
CHOICE| Coefficient Error z |z|>Z* Interval
--------+--------------------------------------------------------------------
BIOD10| .24256*** .05384 4.51 .0000 .13704 .34809
BIOD15| .32428*** .04215 7.69 .0000 .24166 .40689
CLIMA| .04615 .03355 1.38 .1689 -.01960 .11190
SCIE| .19312*** .03403 5.68 .0000 .12643 .25981
PRICE| -.02365*** .00110 -21.46 .0000 -.02581 -.02149
ASCCO| .53450*** .03395 15.74 .0000 .46796 .60105
ASCSQ| .33606*** .05236 6.42 .0000 .23343 .43868
--------+--------------------------------------------------------------------
***, **, * ==> Significance at 1%, 5%, 10% level.
Model was estimated on Feb 01, 2019 at 00:58:50 PM
-----------------------------------------------------------------------------
Iterative procedure has converged
Normal exit: 23 iterations. Status=0, F= .6244799D+04
-----------------------------------------------------------------------------
Random Parameters Multinom. Logit Model
Dependent variable CHOICE
Log likelihood function -6244.79865
Restricted log likelihood -7910.00848
Chi squared [ 11](P= .000) 3330.41966
Significance level .00000
McFadden Pseudo R-squared .2105193
Estimation based on N = 7200, K = 11
Inf.Cr.AIC = 12511.6 AIC/N = 1.738
---------------------------------------
Log likelihood R-sqrd R2Adj
No coefficients -7910.0085 .2105 .2099
Constants only -7566.7162 .1747 .1741
At start values -7317.7605 .1466 .1460
Note: R-sqrd = 1 - logL/Logl(constants)
---------------------------------------
Response data are given as ind. choices
Replications for simulated probs. = 100
Used Halton sequences in simulations.
RPL model with panel has 800 groups
Fixed number of obsrvs./group= 9
Number of obs.= 7200, skipped 0 obs
--------+--------------------------------------------------------------------
| Standard Prob. 95% Confidence
CHOICE| Coefficient Error z |z|>Z* Interval
--------+--------------------------------------------------------------------
|Random parameters in utility functions..........................
BIOD10| .18120* .10393 1.74 .0813 -.02251 .38491
BIOD15| -.11670 .09614 -1.21 .2248 -.30512 .07173
CLIMA| -.31503*** .06763 -4.66 .0000 -.44757 -.18248
SCIE| -.18281** .07674 -2.38 .0172 -.33322 -.03240
|Nonrandom parameters in utility functions.......................
PRICE| -.03892*** .00160 -24.27 .0000 -.04206 -.03578
ASCCO| .77897*** .04635 16.81 .0000 .68813 .86981
ASCSQ| -.19761*** .06608 -2.99 .0028 -.32713 -.06809
|Distns. of RPs. Std.Devs or limits of triangular................
NsBIOD10| 2.03196*** .13903 14.61 .0000 1.75945 2.30446
NsBIOD15| 1.97433*** .10474 18.85 .0000 1.76904 2.17963
NsCLIMA| 1.22276*** .07530 16.24 .0000 1.07517 1.37035
NsSCIE| 1.62494*** .08083 20.10 .0000 1.46651 1.78336
--------+--------------------------------------------------------------------
***, **, * ==> Significance at 1%, 5%, 10% level.
Model was estimated on Feb 01, 2019 at 01:03:12 PM
-----------------------------------------------------------------------------
Saved Individual Estimates of WTP in matrix WTP_I [ 800x4]
Alternative Attribute Income/Cost
Chosen BIOD10 PRICE
Chosen BIOD15 PRICE
Chosen CLIMA PRICE
Chosen SCIE PRICE
(Saved absolute values. Check signs of coefficients.)
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