[Limdep Nlogit List] Errors in Nested Logit Model
eramosp at tmb.net
eramosp at tmb.net
Mon Aug 25 18:59:57 EST 2008
We're fitting a nested logit model. As a response variable we have two alternatives (public transport and private transport).
The syntax of the model, which we use, is:
NLOGIT;
Lhs=ALTER;
Choices=Privat,Public;
Model: U(Public) =BTP+BTPCG*CG_TP+BTPI*INTER /
U(Privat)=BVP+BVPCG*CG_VP+BVPA*AP_PAG;
PrintVC;
Crosstab;
Describe;
List;
ShowTree;
Effects:;
Pwt;
Means$
When we obtain the results after the execution of the model, we can see these two errors.
Error 803: Hessian is not positive definite at start values.
Error 806: Line search does not improve fn. Exit iterations. Status=3
Our question is what's the meaning of these errors, and how can we solve them?
And anyway, what does "fixed parameter" mean? We obtain these results:
+---------+--------------+----------------+--------+---------+
|Variable | Coefficient | Standard Error |b/St.Er.|P[|Z|>z] |
+---------+--------------+----------------+--------+---------+
BTP -.21798293 .70711009 -.308 .7579
BTPCG -.02629619 .00263815 -9.968 .0000
BTPTM -.15059392 .00334331 -45.043 .0000
BTPI. 1.11833554 ......(Fixed Parameter).......
BVP .21798293 ......(Fixed Parameter).......
BVPCG -.03140349 ......(Fixed Parameter).......
BVPAG -1.46198469 ......(Fixed Parameter).......
In our model, it hasn't sense, because some parameters are fitted as fixed parameters, and we don't understand why. Could you help us?
Ester Ramos Pérez
Gabinet d'Estudis
Transports Metropolitans de Barcelona
Tf. 93 298 75 57
Fax: 93 298 71 21
E-mail: eramosp at tmb.net <mailto:eramosp at tmb.net>
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