[Limdep Nlogit List] RPLOGIT does not allow for proper heterogeneity in the variances
Yang, Yang
yang.yang at usask.ca
Sat Apr 22 08:08:10 AEST 2017
Dear Nlogit Users,
I estimated a random parameter logit model using Nlogit 6. In total, there are 6 random parameters, with 3 of them were specified as heterogeneous around the means and variances and the rest 3 were homogeneous and homoscedastic. However, the combination of binary values in fcn(# !) does not give proper estimation results. The codes and results are shown in the P.S.
In my case, it seems like "#" works well, but the "!" does not provide correct parameter estimates, i.e., parameters specified with fcn(!00) are still heteroscedastic. I appreciate if anyone can advise what may cause the problem and how to fix it. Thank you very much!
Yang
P.S.
SAMPLE ; all $
TIMER $
CALC ; ran(712) $
RPLOGIT ; lhs = choice, cset, alti
; choices = A, B, C, D
; pds = 6
; model:u(A) = 0 + pnb*nb + pae*ae + pge*pm1 + pgm*pm2 + pec*pm3 + ppri*pri /
u(B) = 0 + pnb*nb + pae*ae + pge*pm1 + pgm*pm2 + pec*pm3 + ppri*pri /
u(C) = 0 + pnb*nb + pae*ae + pge*pm1 + pgm*pm2 + pec*pm3 + ppri*pri /
u(D) = d
; output=IC
; halton
; pts = 100
; maxit = 200
; rpl = b_no, bp_narr
; hfr = b_no, bp_narr
; fcn = pnb(n|#00!00), pae(n|#00!00), pge(n|#11!11), pgm(n|#11!11), pec(n|#11!11), ppri(o|#00!00)
; par
; wtp = pnb/ppri, pae/ppri, pge/ppri, pgm/ppri, pec/ppri $
| Standard Prob. 95% Confidence
CHOICE| Coefficient Error z |z|>Z* Interval
--------+--------------------------------------------------------------------
|Random parameters in utility functions..............................
PNB| .73332*** .19034 3.85 .0001 .36026 1.10638
PAE| -.02348 .16747 -.14 .8885 -.35171 .30474
PGE| -1.66754*** .25230 -6.61 .0000 -2.16204 -1.17304
PGM| -2.46845*** .26151 -9.44 .0000 -2.98099 -1.95590
PEC| -2.53523*** .25533 -9.93 .0000 -3.03567 -2.03479
PPRI| -1.89376*** .06111 -30.99 .0000 -2.01354 -1.77398
|Nonrandom parameters in utility functions...........................
D| -9.59739*** .27756 -34.58 .0000 -10.14140 -9.05337
|Heterogeneity in mean, Parameter:Variable...........................
PNB:B_N| 0.0 .....(Fixed Parameter).....
PNB:BP_| 0.0 .....(Fixed Parameter).....
PAE:B_N| 0.0 .....(Fixed Parameter).....
PAE:BP_| 0.0 .....(Fixed Parameter).....
PGE:B_N| -.68219** .33986 -2.01 .0447 -1.34830 -.01608
PGE:BP_| 1.00234*** .29651 3.38 .0007 .42120 1.58348
PGM:B_N| -.61873* .35717 -1.73 .0832 -1.31877 .08131
PGM:BP_| .68697** .28617 2.40 .0164 .12609 1.24786
PEC:B_N| .68527** .29930 2.29 .0220 .09866 1.27188
PEC:BP_| .26818 .34257 .78 .4337 -.40325 .93961
PPRI:B_N| 0.0 .....(Fixed Parameter).....
PPRI:BP_| 0.0 .....(Fixed Parameter).....
|Distns. of RPs. Std.Devs or limits of triangular....................
NsPNB| 3.63726*** .25251 14.40 .0000 3.14235 4.13218
NsPAE| 2.51460*** .20341 12.36 .0000 2.11591 2.91328
NsPGE| 1.88191*** .23768 7.92 .0000 1.41606 2.34776
NsPGM| 1.76437*** .23479 7.51 .0000 1.30418 2.22456
NsPEC| 1.60885*** .22581 7.12 .0000 1.16627 2.05143
TsPPRI| 1.89376*** .06111 30.99 .0000 1.77398 2.01354
|Heteroscedasticity in random parameters.............................
sPNB|B_| -.23051** .10233 -2.25 .0243 -.43108 -.02994
sPNB|BP| -.10699 .09936 -1.08 .2816 -.30173 .08776
sPAE|B_| -.03226 .13381 -.24 .8095 -.29451 .23000
sPAE|BP| .05959 .11095 .54 .5912 -.15786 .27704
sPGE|B_| -.03325 .19776 -.17 .8665 -.42086 .35435
sPGE|BP| -.29729 .22377 -1.33 .1840 -.73587 .14128
sPGM|B_| -.42754 .31790 -1.34 .1787 -1.05061 .19554
sPGM|BP| -29.1298 .6985D+12 .00 1.0000 *********** ***********
sPEC|B_| -.44708 .33378 -1.34 .1804 -1.10129 .20712
sPEC|BP| .49542*** .17826 2.78 .0054 .14604 .84479
sPPRI|B_| .34530*** .08448 4.09 .0000 .17971 .51088
sPPRI|BP| .17615** .07949 2.22 .0267 .02036 .33194
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________________________________
Yang Yang, PhD candidate
Department of Agricultural and Resource Economics
College of Agriculture and Bioresources
University of Saskatchewan, Canada
Email: yang.yang at usask.ca
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