[Limdep Nlogit List] LL values in LIMDEP (follow up)

Tue May 22 13:42:09 EST 2007

[This one was previously sent with a wrong subject name. So, I send it 
again. Thanks for your understanding!]

Dear Dr. Greene,

Andy again. Regarding LL values, sorry! I should have been more elaborated.

You are absolutely right when MNL models are applied. However, I am using 
mixed logit models. As the following outputs show, the manually calculated
LL value (at the end) is not close to both LL values of MNL and ML 
estimates. That is what I tried to ask. Any idea?

Best wishes,

Andy S. Choi

PhD Candidate
Australian National University

--> sample ;all$
--> Nlogit
;lhs=choice, cset, alti
;choices=1, 2, 3
;rpl=old,gen,uni,inc
;fcn=c2(n),cnpg(n),ctem(n),cint(n),cfac(n),ctax(n)
;Prob=prob_SD
;pts=100
;halton
;pds=5
;maxit=100
;Model:
U(1)=crep*rep+cnpg*npg+ctem*tem+cint*int+cexh*exh+ceve*eve+cfac*fac+ctax*...
U(2)=c2+crep*rep+cnpg*npg+ctem*tem+cint*int+cexh*exh+ceve*eve+cfac*fac+ct...
U(3)=c2+crep*rep+cnpg*npg+ctem*tem+cint*int+cexh*exh+ceve*eve+cfac*fac+ct...
Normal exit from iterations. Exit status=0.
+---------------------------------------------+
| Start values obtained using nonnested model |
| Maximum Likelihood Estimates |
| Model estimated: May 20, 2007 at 06:36:09PM.|
| Dependent variable Choice |
| Weighting variable None |
| Number of observations 3925 |
| Iterations completed 5 |
| Log likelihood function -3948.085 |
| Log-L for Choice model = -3948.08540 |
| R2=1-LogL/LogL* Log-L fncn R-sqrd RsqAdj |
| Constants only. Must be computed directly. |
| Use NLOGIT ;...; RHS=ONE $ |
| Response data are given as ind. choice. |
| Number of obs.= 3925, skipped 0 bad obs. |
+---------------------------------------------+
+---------+--------------+----------------+--------+---------+
|Variable | Coefficient | Standard Error |b/St.Er.|P[|Z|>z] |
+---------+--------------+----------------+--------+---------+
C2 -.2663306962 .12268521 -2.171 .0299
CNPG -.5192644722E-01 .55200724E-01 -.941 .3469
CTEM .9543844085E-01 .20985588E-01 4.548 .0000
CINT .2564211502 .57130348E-01 4.488 .0000
CFAC .2010000283 .30400071E-01 6.612 .0000
CTAX -.2421919430E-01 .10958630E-01 -2.210 .0271
CREP .1965589530 .18169612 1.082 .2793
CEXH .8434991488E-01 .69121601E-01 1.220 .2223
CEVE .9754254919E-01 .55469769E-01 1.758 .0787
(Note: E+nn or E-nn means multiply by 10 to + or -nn power.)

Normal exit from iterations. Exit status=0.
+---------------------------------------------+
| Random Parameters Logit Model |
| Maximum Likelihood Estimates |
| Model estimated: May 21, 2007 at 00:12:44AM.|
| Dependent variable CHOICE |
| Weighting variable None |
| Number of observations 11775 |
| Iterations completed 87 |
| Log likelihood function -2999.925 |
| Restricted log likelihood -4312.053 |
| Chi squared 2624.257 |
| Degrees of freedom 39 |
| Prob[ChiSqd > value] = .0000000 |
| R2=1-LogL/LogL* Log-L fncn R-sqrd RsqAdj |
| No coefficients -4312.0532 .30429 .30082 |
| Constants only. Must be computed directly. |
| Use NLOGIT ;...; RHS=ONE $ |
| At start values -3948.0854 .24016 .23636 |
| Response data are given as ind. choice. |
+---------------------------------------------+
+---------------------------------------------+
| Random Parameters Logit Model |
| Replications for simulated probs. = 100 |
| Halton sequences used for simulations |
| ------------------------------------------- |
| RPL model with panel has 785 groups. |
| Fixed number of obsrvs./group= 5 |
| Random effects model was specified |
| ------------------------------------------- |
| Hessian was not PD. Using BHHH estimator. |
| Number of obs.= 3925, skipped 0 bad obs. |
+---------------------------------------------+
+---------+--------------+----------------+--------+---------+
|Variable | Coefficient | Standard Error |b/St.Er.|P[|Z|>z] |
+---------+--------------+----------------+--------+---------+
Random parameters in utility functions
C2 1.075217537 1.2441197 .864 .3875
CNPG .2720569803 .31342523 .868 .3854
CTEM .2843338080 .12117424 2.346 .0190
CINT .3929863233 .37191855 1.057 .2907
CFAC .5622360369 .19532371 2.878 .0040
CTAX -.1727720247 .87521371E-01 -1.974 .0484
Nonrandom parameters in utility functions
CREP .4431833560 .24476960 1.811 .0702
CEXH .2055225877 .90316183E-01 2.276 .0229
CEVE .3342026667E-02 .75659190E-01 .044 .9648
Heterogeneity in mean, Parameter:Variable
C2:OLD -.3942854455E-01 .16609177E-01 -2.374 .0176
C2:GEN -.1085920005 .48927588 -.222 .8244
C2:UNI .6564092435 .49696646 1.321 .1866
C2:INC .1226827228E-04 .81746597E-05 1.501 .1334
CNPG:OLD -.4951551004E-02 .43622492E-02 -1.135 .2563
CNPG:GEN -.8628792321E-01 .12957477 -.666 .5055
CNPG:UNI -.5875244064E-01 .13395609 -.439 .6610
CNPG:INC -.5862173776E-06 .21029477E-05 -.279 .7804
CTEM:OLD -.2798302276E-02 .16941507E-02 -1.652 .0986
CTEM:GEN -.1016663631E-01 .48672625E-01 -.209 .8345
CTEM:UNI -.9508708540E-02 .51551647E-01 -.184 .8537
CTEM:INC .8759373514E-06 .80704690E-06 1.085 .2778
CINT:OLD -.3227159342E-02 .50865164E-02 -.634 .5258
CINT:GEN .2371150816 .15674834 1.513 .1304
CINT:UNI -.7893586621E-01 .16537162 -.477 .6331
CINT:INC -.1900121273E-05 .24989246E-05 -.760 .4470
CFAC:OLD -.5237950787E-02 .27175897E-02 -1.927 .0539
CFAC:GEN -.9116722591E-01 .77305532E-01 -1.179 .2383
CFAC:UNI .4048481528E-02 .79532293E-01 .051 .9594
CFAC:INC .7875725277E-06 .12739218E-05 .618 .5364
CTAX:OLD .1539969693E-03 .12211236E-02 .126 .8996
CTAX:GEN .1622910026E-01 .37443357E-01 .433 .6647
CTAX:UNI .4625877590E-01 .38479590E-01 1.202 .2293
CTAX:INC .6640594438E-06 .62969174E-06 1.055 .2916
Derived standard deviations of parameter distributions
NsC2 4.017164742 .24138858 16.642 .0000
NsCNPG .3210807778 .15041239 2.135 .0328
NsCTEM .5380942876E-01 .88241729E-01 .610 .5420
NsCINT .6355227859 .12125596 5.241 .0000
NsCFAC .4276296049E-01 .19602661 .218 .8273
NsCTAX .1020525972 .39258483E-01 2.600 .0093
(Note: E+nn or E-nn means multiply by 10 to + or -nn power.)

--> Create ;LL_SD=log(prob_sd)*choice$ ?choice is 0 or 1 (the indicator
for the chosen options)
--> Calc ;list ;sum(LL_SD)$
Result = -.39096698358844520D+04