[Limdep Nlogit List] Error 1097 with random parameter logit model

[William Greene]

Yang Li. The internal limit is 25 RPs.  But, that is very optimistic.  The
approach might work with 5 or 10 RPs, but beyond that, there must be
identification issues.
/B. Greene

On Thu, Jun 18, 2020 at 2:13 PM Yang Li via Limdep <
limdep at mailman.sydney.edu.au> wrote:

> Dear all,
>
> I am new to NLOGIT and trying to fit my data with a random parameter logit
> model.
>
> I've used a MNL to filter the significant variables for the next step of
> running the ML model and everything went well with 59 variables at the end.
>
> But when I added the FCN command with all 59 parameters in it, this message
> "Error 1097: Unusable LHS variable in choice model setup" appeared and the
> program told me that all my observations flagged as bad.
>
> My code is:
> NLOGIT;
> LHS = DECISION;
> CHOICES = KA, B, PO, NONE;
> MODEL:
> U(KA) = KO*ONE + k1*v1 + k3*V3 + k4*V4 + k6*V6 + k7*V7 +
> k23*V23 + k24*V24 + k26*V26 + k27*V27 + k28*V28 + k30*V30 +
> k31*V31 + k32*V32 + k35*V35 + k38*V38 +
> k39*V39 + k40*V40 +
> k46*V46 + k47*V47 + k50*V50 + k52*V52 +
> k56*V56 + k65*V65/
>
> U(B) = BO*ONE + b1*v1 + b3*V3 + b4*V4 + b6*V6 + b7*V7 +
> b23*V23 + b24*V24 + b27*V27 + b28*V28 +
> b31*V31 + b32*V32 + b38*V38 +
> b39*V39 + b40*V40 +
> b46*V46 + b47*V47 +
> b55*V55 +
> b63*V63 + b65*V65/
>
> U(PO) = PO*ONE + p1*v1 + p3*V3 + p5*V5 + p7*V7 +
> p10*V10 + p15*V15 +
> p23*V23 + p27*V27 +
> p37*V37 +
> p39*V39 + p40*V40 + p41*V41 +
> p46*V46 + p47*V47 + p50*V50 +
> p55*V55 + p67*V67/
>
> U(NONE) = n13*V13;
>
>     OUTPUT = 1;
>     MAXIT = 200;
>     RPL;
>     FCN = K1(N), K3(N), k4(N), K6(N), K7(N), K23(N), k24(N), K26(N),
> k27(N),
>     K28(N), k30(N), k31(N), K32(N), k35(N), K38(N), K39(N), K40(N), K46(N),
>     K47(N), k50(N), k52(N), k56(N), k65(N), B1(N), B3(N), b4(N), b6(N),
>     B7(N), b23(N), b24(N), b27(N), B28(N), b31(N), B32(N), B38(N), B39(N),
>     B40(N), B47(N), b55(N), b63(N), b65(N), P1(N), P3(N), p5(N), P7(N),
>     P10(N), P15(N), p23(N), p27(N), P37(N), p39(N), P40(N), p41(N), P46(N),
>     p47(N), p50(N), p55(N), p67(N),n13(N);
>     PTS = 25;
>     HALTON$
>
> All my variables are 0-1 coded and choice invariant. The error will be gone
> when I reduce the number of parameters that are put into the FCN command.
> And the capability of the NLOGIT with ML model is described with up to 100
> random parameters. Since I am able to fit my data with the ML model in SAS,
> I am really confused with this error.  Any help would be appreciated and
> thanks in advance!
>
> Yang Li
> _______________________________________________
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> Limdep at mailman.sydney.edu.au
> http://limdep.itls.usyd.edu.au
>
>

-- 
William Greene
Department of Economics, emeritus
Stern School of Business, New York University
44 West 4 St.
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