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

Elias José Gordillo Chávez elias.gordillo at yahoo.com.mx
Tue Sep 6 15:20:55 AEST 2022


Dear Greene thank you for your advice; I´ve been Reading and have some questions. I was Reading the thesis of Walker 2002, y he gave some recommendations; he said, with three alternatives (my case), the maximum number of random parameters that can be identified is two. But on the other hand, in your article The mixed logit: the state of practice (2002), you talk about the different methods to know which are random parameters. But what happens If I get more two-parameter? Can I run the different models with different parameters and use the AIC para choice as the best model?

I have to comment that I ran a classic latent class model with 4 classes, and I have coefficients more adequate and a better fit than a model RPL, and LCRP. In this case, es possible that my date set is more according to this model than model more complex as LCRP?.


excuse, I know that are a lot question onthe same issues, thank.

Regards
Elías Gordillo 

Enviado desde Correo para Windows

De: William Greene
Enviado: lunes, 5 de septiembre de 2022 07:36 a. m.
Para: Elias José Gordillo Chávez; Limdep and Nlogit Mailing List
Asunto: Re: [Limdep Nlogit List] problem matrix singular in latent class model

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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