[Limdep Nlogit List] Errors in Nested Logit Model

[Thomas C. Eagle]

You cannot have a constant term for both alternatives (BTP and BVP) remove
one.

Tom Eagle


-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of eramosp at tmb.net
Sent: Monday, August 25, 2008 5:00 AM
To: limdep at limdep.itls.usyd.edu.au
Subject: [Limdep Nlogit List] Errors in Nested Logit Model
Importance: High

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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