[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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