[Limdep Nlogit List] MX logit using different algorithms

[William Greene]

Thao. The mixed logit defaults to BFGS, which is the best algorithm for
that class of models.
The diagnostic in each case corresponds to the request that you issued, but
you should be
receiving only the BFGS results.  You can check this by adding ;Output=3 to
the commands.
/Bill Greene

On Wed, Jul 1, 2020 at 11:33 PM Thao Thai via Limdep <
limdep at mailman.sydney.edu.au> wrote:

> Hi Nlogit users,
>
> I am running a Mixed logit model with different algorithms which produce
> exactly the same set of results.
>
> - Newton-Raphson algorithm: I got this message "Line search at iteration 80
> does not improve the function. Exiting optimization"
>
> - BHHH algorithm: The model can converge after 80 iterations.
>
> - BFGS algorithm: The model can converge after 81 iterations
>
> Can I use the results given that three algorithms produced the same
> coefficient estimates?  Why do all three algorithms produce the same
> results with different messages?
>
> Thank you so much for your help so far. I really appreciate it.
> Best regards,
> Thao
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>

-- 
William Greene
Department of Economics, emeritus
Stern School of Business, New York University
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