[Limdep Nlogit List] Non-linear optimization in Limdep

Nanni Concu g.concu at uq.edu.au
Tue Aug 21 09:20:03 EST 2007


 A.Bujosa,
I wrote this code lond ago, and don't remember all the details now.
ASC* are Alternative Specific constants; ASC_* are interactions with 
individual characteristics; WEED, FIRE, ACCS and COST are choice attributes.
I think the part that should interest you is the bit in the Fnc 
specification. As you can see is a simple Conditional Logit. Hope it helps.

NAMELIST;x=ASC1,A1AT,A1INC,AS1,AED11,AED12,AED13,AI1,W1,F1,N1,C1 $
NAMELIST;y=ASC2,A2AT,A2INC,AS2,AED21,AED22,AED23,AI2,W2,F2,N2,C2 $
NAMELIST;z=ASC3,A3AT,A3INC,AS3,AED31,AED32,AED33,AI3,W3,F3,N3,C3 $
MAXIMIZE
;labels=ASC,ASC_ATT, ASC_INC, ASC_SEX,A_Y12, A_CERT, 
A_UNI,A_INFO,WEED,FIRE,ACCS,COST
;Fcn=
bx=(ASC'x)|
by=(ASC'y)|
bz=(ASC'z)|
bset1=Exp(bx)|
bset2=Exp(by)|
bset3=Exp(bz)|
bset=bset1+bset2+bset3|
pr1=bset1/bset|
pr2=bset2/bset|
pr3=bset3/bset|
d1*Log(pr1)+d2*Log(pr2)+d3*Log(pr3)
;start=0,0,0,0,0,0,0,0,0,0,0,0 $
CALC; nodist=logl$

Nanni Concu
Univeristy of Queensland


----- Original Message ----- 
From: "Angel Bujosa Bestard" <angel.bujosa at uib.es>
To: <limdep at limdep.itls.usyd.edu.au>
Sent: Monday, August 20, 2007 6:45 PM
Subject: [Limdep Nlogit List] Non-linear optimization in Limdep


>I am wondering if it is possible to use Limdep-Nlogit for estimating a
> variation of a conditional logit model. That is, it is possible to use
> the minimize/maximize commands to optimize the likelihood function of a
> conditional logit model (or a variation of it)?
>
> In such case, does anybody has some examples??
>
> Thanks!
>
>
> --
> A.Bujosa
> Balearic Islands University
>
> _______________________________________________
> Limdep site list
> Limdep at limdep.itls.usyd.edu.au
> http://limdep.itls.usyd.edu.au
> 





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