[Limdep Nlogit List] convergence & random parameters logit
Andrew Cooper
andrew.cooper at unh.edu
Tue Sep 4 22:45:38 EST 2007
I'm currently trying to analyze data from an observational study using
random parameters multinomial logit. I have 81 subjects with between 75
and 400 observations of each subject choosing between the same 9 chioces.
When I run this as a standard multinomial logit, the model converges
without a problem. When I switch to RPL, I can only get the model to
converge if: 1) I set the convergence criteria loose to the point of
absurdity (e.g., Tlg=Tlf=Tlb=0.1 - and I have my doubts as to whether it's
really converged) or 2) fix all the random parameters (e.g., set the
distribution to "C").
Otherwise, I get an error:
Initial iterations cannot improve function.Status=3
Error 805: Initial iterations cannot improve function.Status=3
Function= .39524066282D+04, at entry, .39515005851D+04 at exit
Error 1025: Failed to fit model. See earlier diagnostic.
I've tried subsampling my data so that I have approximately equal number
of observations per subject (ie. between 75 and 100). I've tried
restricting the choice set to remove the rarely chosen options (e.g.,
chosen less than 1% of the time). I've also subsampled to remove those
individuals who always chose the same option. I've tried different fitting
algorithms (Newton, BHHH, etc.) and different numbers of Pts. I've both
included and not included correlation in the random parameters.
None of this, alone or in combination, helped with convergence.
The listserv archives suggested trying a latent variable model, but when I
do that, I got an error message saying:
At least one parameter did not leave start value.
Normal exit from iterations. Exit status=0.
Error 1027: Models - estimated variance matrix of estimates is singular
Part of my problem is that I'm not sure why RPL models fail to converge,
so I'm not sure what else I should be looking for. Any suggestions as to
what I should try next? Or, should I just stick with a fixed-effects-only
repeated-measures multinomial logit by setting all the random parameter
distributions to "C"?
Thanks for your advice!!
Cheers,
Andy
******************************************************************
"What if the Hokey Pokey is all it really is about?" - Jimmy Buffett
Andrew B. Cooper, Ph.D.
Department of Natural Resources
Institute for the Study of Earth, Oceans and Space
Morse Hall 142
University of New Hampshire
Durham, NH 03824
andrew.cooper at unh.edu
603.862.4254, 603.862.0243 (FAX)
http://www.unh.edu/natural-resources/fac-cooper.html
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