[Limdep Nlogit List] problem matrix singular in latent class model

William Greene wgreene at stern.nyu.edu
Mon Sep 5 22:36:23 AEST 2022


Dear Elias. The model is definitely not identified.  The LCRP model would
typically be used with one
or a small few RPs.  You have specified the entire model to be both
continuously and discretely
random.  I think this is too much to ask of a finite sample.  I'm not sure
even of two classes. You might
want to look at  the two class results.  If the standard errors are *huge*
that would be an identification
problem as well.
/B. Greene
/Bill Greene

On Mon, Sep 5, 2022 at 12:10 AM Elias José Gordillo Chávez via Limdep <
limdep at mailman.sydney.edu.au> wrote:

> Dear Willian Greene
> Thank you very much; I can run the model with my full dataset (876
> individuals and three options). But I have a problem I can only run the
> model with two classes; if I try to use 3 or 4, I get an error message:
> Error 1027: Models - variance matrix of estimates is singular.
>
> My question is, is it possible that my data is inappropriate for the
> model, or am I specifying the model wrong?
>
> I used the following syntax for the random latent class:
>
> LCRPLOGIT
> ;LHS=CHOICE
> ;CHOICES= A,B,C
> ;RH2=ONE
> ;RHS=LAND75,LAND25,LAND10,INTENS,SILVO,EXTENS,WP,JAG0,JAG2,JAG9
> ;RPL
> ;DRAWS=50
> ;FCN=
> LAND75(t),LAND25(t),LAND10(t),INTENS(t),SILVO(t),EXTENS(t),WP(t),JAG0(t),JAG2(t),JAG9(t)
> ;HALTON
> ;PDS=6
> ;PTS=2
> ;maxit=100; tlg=.0001
> ;lcm
> U(A)= LAND75*LAND75 + LAND25*LAND25 + LAND10*LAND10 +INTENS*INSTENS +
> SILVO*SILVO + EXTENS*EXTENS +WP*WP +JAG0*JAG0 +JAG2*JAG2+JAG9*JAG9/
> U(B)= LAND75*LAND75 + LAND25*LAND25 + LAND10*LAND10 +INTENS*INSTENS +
> SILVO*SILVO + EXTENS*EXTENS +WP*WP +JAG0*JAG0 +JAG2*JAG2+JAG9*JAG9/
> U(C)= LAND75*LAND75 + LAND25*LAND25 + LAND10*LAND10 +INTENS*INSTENS +
> SILVO*SILVO + EXTENS*EXTENS +WP*WP +JAG0*JAG0 +JAG2*JAG2+JAG9*JAG9$
>
>
> Thank you
> Regards
> Elias Gordillo
>
>
> Enviado desde Correo para Windows
>
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>

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