[Limdep Nlogit List] Model structure for Three Level NL Model (nlogit)
Saidur Rahman Milan
srmilan at gmail.com
Sat Jun 28 00:32:16 EST 2008
Hello,
I apologize in advance for the simplicity of my question. I'm a very new
user of LimDep/NLogit.I'm currently trying to run a three-level
nested logit model in NLogit. But I am confused about the results. *I need
to be clarified about the values of IV parameters, the meaning of **B(1|2,1),
the parameter NMV fixed to 1* and overall Tree Structure. For clarification,
I am herewith mentioning the code and some parts of output.
Hope for your cordial help.
Sample ; all $
--> NLOGIT ; Lhs = mode
; Choices= tran,rick,taxi,cng,mc,walk,pc
; Tree = MV[HWV(pc,mc),HWNV(tran,taxi,cng)],NMV[(walk,rick)]
; Model: U(pc) = BTIME*TIME+BCOST*COST/
U(mc) =BM+BTIME*TIME+BCOST*COST/
U(tran) =BT+BTIME*TIME+BCOST*COST/
U(rick) =BR+BTIME*TIME+BCOST*COST/
U(Walk) =BW+BTIME*TIME+BCOST*COST/
U(taxi) =BX+BTIME*TIME+BCOST*COST/
U(cng) =BG+BTIME*TIME+BCOST*COST
; RU2; Ivset: (NMV)=[1]
; Show Tree; describe $
Maximum iterations reached. Exit iterations with status=1.
===========
|Variable | Coefficient | Standard Error |b/St.Er.|P[|Z|>z] |
+---------+--------------+----------------+--------+---------+
Attributes in the Utility Functions (beta)
BTIME -.08426040 .01459747 -5.772 .0000
BCOST -.00916726 .00181938 -5.039 .0000
BM -1.52023183 .30704136 -4.951 .0000
BT .83081999 .27967858 2.971 .0030
BR .67846266 .28787269 2.357 .0184
BW .75780756 .32920326 2.302 .0213
BX -.69604180 .40091212 -1.736 .0825
BG -.30215605 .31482338 -.960 .3372
IV parameters, RU2 form = mu(j|i),gamma(i)
HWV 1.08518867 .24703212 4.393 .0000
HWNV 2.12584605 .54670496 3.888 .0001
B(1|2,1) .58476955 .09938627 5.884 .0000
MV 2.01097909 .61503056 3.270 .0011
NMV 1.00000000 ......(Fixed Parameter).......
Underlying standard deviation = pi/(IVparm*sqr(6))
HWV 1.18186803 .26904019 4.393 .0000
HWNV .60331264 .15515423 3.888 .0001
B(1|2,1) 2.19325680 .37276154 5.884 .0000
MV .63777381 .19505443 3.270 .0011
NMV 1.28254980 ......(Fixed Parameter).......
Best regards,
--
Saidur Rahman Milan
Hiroshima University
JAPAN
Phone: 0081-90-6430-7214 (Mobile), 0081-82-422-6555 (Home)
Web URL: http://srmilan.tripod.com/
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