[Limdep Nlogit List] Problems in Nested Multinomial Logit Model
eramosp at tmb.net
eramosp at tmb.net
Wed Sep 10 21:50:12 EST 2008
We're fitting a nested multinomial logit model. As a response variable we have three alternatives (public transport, car and motorcycle). The syntax of the model, which we use, is:
NLOGIT;Lhs=MODE,N_ALT,ALT; Wts=ELEV;
Choices=Public,Cotxe,Moto;
Tree=Travel[TP(Public),VP(Cotxe,Moto)];
Model:
U(Cotxe)=BC+BCC*CGCO+BCA*DIA+BCR*RISC/
U(Moto)=BMC*CGMO/
U(Public)=BP+BPC*CGTP+BPI*INT1;
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.
Line search does not improve fn. Exit iterations. Status=3
Error 806: Line search does not improve fn. Exit iterations. Status=3
Function= .11853876438D+06, at entry, .11812641048D+06 at exit
Error 1025: Failed to fit model. See earlier diagnostic.
Our first question is what's the meaning of these errors, and how can we solve them?
According to the above, We're fitting the same model without weight. The syntax of the model, which we use, is (without weight):
NLOGIT;Lhs=MODE,N_ALT,ALT;
Choices=Public,Cotxe,Moto;
Tree=Travel[TP(Public),VP(Cotxe,Moto)];
Model:
U(Cotxe)=BC+BCC*CGCO+BCA*DIA+BCR*RISC/
U(Moto)=BMC*CGMO/
U(Public)=BP+BPC*CGTP+BPI*INT1;
PrintVC;Crosstab;
Describe;List;ShowTree;Effects:;Pwt;Means$
Now, the results in all parameters of Public transport are not significant.
+---------+--------------+----------------+--------+---------+
|Variable | Coefficient | Standard Error |b/St.Er.|P[|Z|>z] |
+---------+--------------+----------------+--------+---------+
Attributes in the Utility Functions (beta)
BC .66774715 .08919300 7.487 .0000
BCC -.07808303 .01075774 -7.258 .0000
BCA -2.51885645 .15944988 -15.797 .0000
BCR -.06917638 .00737276 -9.383 .0000
BMC -.13290383 .02072193 -6.414 .0000
BP -.76015104 158.734729 -.005 .9962
BPC -.03802969 7.94136259 -.005 .9962
BPI -.38789100 80.9993955 -.005 .9962
IV parameters, tau(j|i,l),sigma(i|l),phi(l)
TP 2.10762224 440.113628 .005 .9962
VP 2.35485967 .12374261 19.030 .0000
We don't understand why, because if we apply the model the degree of success is very good
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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