[Limdep Nlogit List] Exit Optimization without Status Code

David Hensher david.hensher at sydney.edu.au
Fri Feb 24 17:49:24 AEDT 2017


This tells you that it cannot find a solution. Thts is quite common with lognormal.
A lognormal parameter is created as beta(i) = exp(b + sigma*w(i))
What you are looking at in your output are b and sigma.  Sigma has to be positive.  b can be positive or negative.
The lognormal distribution is used in RP models to constrain the sign of a coefficient. The
specification will appear as in ; Fcn = price(l). However, this forces the coefficient to
be positive. To force it to be negative the well known ‘trick’ is to multiply the price variable by
minus one, then force the coefficient to be positive as usual. Alternatively, the sign can be built into
the coefficient by using ; Fcn = -price(l).

David
On 24/02/2017 5:36 PM, Lixian Qian wrote:

Hello, we are running a mixed logit using NLogit.
The model runs well with coefficients with normal distributions (status =0), but if we change the distribution of monetary attributes to lognormal, the estimation ends with this statement.
"Line search at iteration   46 does not improve fn. Exiting optimization."

Can anyone please explain the issue? Thank you.


Best,
Lixian

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