[Limdep Nlogit List] NLOGIT6 mixed logit Halton draws
Jürgen Meyerhoff
juergen.meyerhoff at tu-berlin.de
Wed Sep 4 21:55:00 AEST 2019
Hi Bart, check this publication:
Czajkowski, M., Budziński, W., 2019. Simulation error in maximum likelihood
estimation of discrete choice models. Journal of Choice Modelling 31, 73-85.
Best from Berlin
Jürgen
*********************************************************************************************
Dr. Jürgen Meyerhoff, TU Berlin, FG Landschaftsökonomie
<https://protect-au.mimecast.com/s/rQypC71ZgLtgPApGC8lWXF?domain=landschaftsoekonomie.tu-berlin.de>, EB 4-2
Straße des 17. Juni 145, 10623 Berlin, Tel. 0049(30) 314 73 322
=> Berlin DCE Colloquium
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=> Personal Website <https://protect-au.mimecast.com/s/b8dyC91ZkQt0Zk34t3TM02?domain=jmber.de>
Am Mi., 4. Sept. 2019 um 13:33 Uhr schrieb Bart Immerzeel <
bart.immerzeel at nmbu.no>:
> Hello,
>
> I am running a mixed logit model in NLOGIT6 on some DCE data.
> It uses random parameters for the attributes in the DCE, and I am using
> Halton draws.
> However, the higher the number of Halton draws I use, the lower the
> McFadden pseudo R2, and the less statistically significant coefficients I
> get. I have no idea why that is. Does anyone know what might cause this
> issue?
>
> Here is the model spec:
>
> ? MXL with continuous attributes
>
> Sample; All $
> Create; Tax2=Tax/1000$
> Create; Tax3=Tax2*-1$
> Reject ;choice=-999$
> ?Reject ;Protest=1$
>
> NLOGIT
> ;Lhs=choice
> ;Choices=1,2,3
> ;Rhs=
> BAU,
> ShareF,
> Inten1v,
> Inten3e,
> Water2m,
> Water3c,
> Nature,
> Flood,
> Employ,
> Tax3
> ;Pds=Panel2
> ;RPL
> ;Halton ? type of draws
> ;pts=1000 ? number of draws
> ;Fcn=
> BAU(n),
> ShareF(n),
> Inten1v(n),
> Inten3e(n),
> Water2m(n),
> Water3c(n),
> Nature(n),
> Flood(n),
> Employ(n),
> Tax3(l)
> ;correlated
> ?;WTP=
> ShareF/Tax3,Inten1v/Tax3,Inten3e/Tax3,Water2m/Tax3,Water3c/Tax3,Nature/Tax3
> ;Parameters
> ;maxit=200
> ;tlf=0.00000000001
>
> $
>
> Kind regards,
> Bart Immerzeel
>
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