[Limdep Nlogit List] Running automatically mixed logit models with different seeds

[José L. Oviedo]

Dear Limdep users:

 

I am running a series of mixed logit models which are not very stable;
meaning, my estimation results can be quiet different when I change the
seed.

 

I would be very interested in finding a way to create a loop so that I can
make a large number of models in which the seed is changed every time,
without the need to do this manually.

 

Based on my previous experience with limdep sintax I created this command:

 

calc; cont=1$

create; alea=Rnn(0,1)$

proc

CALC  ; ran(alea)$

skip;

NLOGIT ; LHS=LUC06

       ; CHOICES=A1,A2,A3

       ; RPL

       ;
Fcn=bCRO(N),bFOR(N),bLINCCP2(N),bSUBCP2(N),bLINCRP2(N),bSUBRP2(N),bLINCFP2(N
),bSUBFP2(N)

       ; MODEL:u(A1) = bCRO*CRO+bFOR*FOR+bLINCCP2*LINCP2+bSUBCP2*SUBP2/

               u(A2) = bCRO*CRO+bFOR*FOR+bLINCRP2*LINCP2+bSUBRP2*SUBP2/

               u(A3) = bCRO*CRO+bFOR*FOR+bLINCFP2*LINCP2+bSUBFP2*SUBP2$

calc; cont=cont+1$

endproc

execute; n=100$

 

but it does not recognize “alea” as a number. Clearly, I am doing it wrong
but before exploring further this possibility, I would like to know if this
is possible at all.

 

Thanks for your help

 

Cheers,

 

José L. Oviedo

Institute of Public Goods and Policies (IPP) Spanish National Research
Council (CSIC) C/ Albasanz, 26-28, E-28037 Madrid, España

Tel: +34-916022448