[Limdep Nlogit List] Limdep Digest, Vol 54, Issue 2

[Julian Sagebiel]

Dear Warren,

thanks very much for the reply.

I acutally marked all missing values with -999, anyways, in this very simple specification there are no missing values, so i think this can not be the reason.

Cheers

Julian

>
> 
> Hi Julian,
>  
> Just shooting from the hip here - did you use the skip command or set it
> up in nlogit so that missing values do not return a 999 value?
>  
> cheers,
>  
> Darren.
> 
> ________________________________
> 
> From: limdep-bounces at limdep.itls.usyd.edu.au on behalf of Julian Sagebiel
> Sent: Mon 06-Sep-10 2:57 AM
> To: limdep at limdep.itls.usyd.edu.au
> Subject: [Limdep Nlogit List] NLogit converging problems compared with
> STATA
> 
> 
> 
> Dear all,
> 
> I estimated a Conditional Logit model with NLogit 4.0 and with Stata 10.1.
> The data comes from a choice experiment with 800 respondents facing 9
> choice sets each, and contains two alternatives per choice set. For testing
> purposes I estimated a very simple model with no respect to panel data and
> case specific variables. The results are ok but differ slightly in Stata and
> NLogit. In fact the results from Stata seem better (LL=-4249.105 in NLogit
> and LL= -3778.1856 in Stata, Pseudo R^2 is also higher in Stata). I am
> wondering what could be the reason for this difference. It seems that with
> NLogit, the log likelihood function does not converge properly. In Stata I used
> several methods namely Newton Raphson, BHHH, DFP and BFGS and checked for
> tolerance level. Not surprisingly, they all displayed the same LL value. I
> also heard about NLogit facing problems with coded data, so that I compared
> results with codes 0,1,2 and with the actual values, 0,15,30 for two
> attributes, 0.02, 0.05
>  ,0.1 for the third attribute aso.  I would be very happy to solve this
> issue as I am wondering that if NLogit does not converge properly with the
> conditional logit it will also have problems with the Latent Class model,
> which I cannot estimate with Stata.
> I am looking forward for fruitful answers. 
>                                                           
> Thank you so much in Advance
> 
> Julian
> 
>
> 
> End of Limdep Digest, Vol 54, Issue 2
> *************************************

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