[Limdep Nlogit List] Non-linear optimization in Limdep

[Nanni Concu]

Again, if i remember well, you need to organise the dataset in single rows.
W1, W2,W3 are values of the WEED attribute for each choice alternative.


----- Original Message ----- 
From: "Angel Bujosa Bestard" <angel.bujosa at uib.es>
To: <limdep at limdep.itls.usyd.edu.au>
Sent: Tuesday, August 21, 2007 6:59 PM
Subject: [Limdep Nlogit List] Non-linear optimization in Limdep


> Thanks for all your comments, they have been very helpfull!!
>
> I would like to make another question about the code send by Nanni Concu.
> It looks like it is fitted for a model with three alternatives, doesn't 
> it?
> In that case, do you have the data in the usual limdep format, or dou you 
> have
> it arranged in another way? It looks to me that in each observation (row) 
> you
> have all the variables (attributes) related to all alternatives. I mean, 
> are W1, W2
> and W3 the values of the attribute WEED for three alternatives of the 
> model?
>
> Usually, I use my data in the traditional limdep format, one row by 
> individual and
> alternative. Then I only have one variable for each choice attribute, 
> which takes
> different values in each row. Do I need to change the arrengement of my 
> data?
>
> Again, many thanks!!!
> A. Bujosa
>
>
>
> ----- Original Message ----- 
> To: <limdep at limdep.itls.usyd.edu.au 
> <http://limdep.itls.usyd.edu.au/mailman/listinfo/limdep>>
> Subject: [Limdep Nlogit List] Non-linear optimization in Limdep
>
>
> 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 
> <http://limdep.itls.usyd.edu.au/mailman/listinfo/limdep>>
> To: <limdep at limdep.itls.usyd.edu.au 
> <http://limdep.itls.usyd.edu.au/mailman/listinfo/limdep>>
> 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/mailman/listinfo/limdep>
> />/ http://limdep.itls.usyd.edu.au
> />/ /
>
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