[Limdep Nlogit List] RE: RPL question on specifying starting values

Maksym Polyakov polyama at auburn.edu
Tue Feb 6 05:25:59 EST 2007


I have a question about specifying starting values for a model like 
Brownstone & Train (J. Econometrics, 1999)
mentioned by Iain Pardoe 
http://limdep.itls.usyd.edu.au/pipermail/limdep/2007-January/000210.html :
> NLOGIT ; Lhs = ch
>        ; Choices = A1,A2,B1,B2,C1,C2
>        ; Rhs = price,rang1,acc1,spee1,poll,size1,big,lugg,cost1,stav,
>  
> suv,spo,wag,tru,van,ev,noev,comev,colev,cng,nocng,meth,colmet
>        ; RPL
>        ; Fcn = noev(N,*,0),nocng(N,*,0),size1(N),lugg(N)
>        ; Halton
>        ; Pts = 100 $
>   
There are means of 23 coefficients (2 of which are restricted), and 
variances of 4 coefficients. LIMDEP accepts 27 parameters for this 
model. When I tried to provide parameters in the same order they appear 
in output, tracing using output=3 had shown that LIMDEP ignored first 
four parameters and duplicated last two. What is the correct way to 
specify starting values?

Code:
NLOGIT ; Lhs = ch
       ; Choices = A1,A2,B1,B2,C1,C2
       ; Rhs = price,rang1,acc1,spee1,poll,size1,big,lugg,cost1,stav,
                  
suv,spo,wag,tru,van,ev,noev,comev,colev,cng,nocng,meth,colmet
       ; RPL
       ; Fcn = noev(N,*,0),nocng(N,*,0),size1(N),lugg(N)
       ; Halton
       ; Pts = 100
       ;output = 3
       ; start= .000000, .000000, 1.39293693, 1.81442959, -.26872126, 
53035615, -1.11834103,
        .30670273, -.61532464, .23622439,  -1.27993747, .62350702, 
89638305, .70185209,
       -1.50438859, -1.09073195, -.81790292,  -1.36276549, .40458394, 
85239901, .65000510,
       -.42018760, .31061471, 2.95182904, 1.23502550, 7.12455487, 
6.28112112 $

Fragment of output:
Start values:  -.26872D+00   .53036D+00  -.11183D+01   .30670D+00  
-.61532D+00
   .23622D+00  -.12799D+01   .62351D+00   .89638D+00   .70185D+00  
-.15044D+01
  -.10907D+01  -.81790D+00  -.13628D+01   .40458D+00   .85240D+00   
65001D+00
  -.42019D+00   .31061D+00   .29518D+01   .12350D+01   .71246D+01   
62811D+01
   .71246D+01   .62811D+01

-- 
Maksym Polyakov
Research Fellow
School of Forestry and Wildlife Sciences
Auburn University, AL 36849-5418 
phone: (334) 844 8061
fax:   (334) 844 1084



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