From mark.koetse at vu.nl Mon Jun 25 23:18:59 2018 From: mark.koetse at vu.nl (Koetse, M.J.) Date: Mon, 25 Jun 2018 13:18:59 +0000 Subject: [Limdep Nlogit List] Scale parameter from Nested Logit Message-ID: <08EF3AF5B9EBDD41889BFE045625BF5C7B6ECF4D@PEXMB300A.vu.local> Dear All, I am trying to estimate a Nested Logit in order to capture scale effects in choices made at three distinct stages (s1,s2,s3) in a choice experiment. For this I based the model on the Nested model provided in: https://protect-au.mimecast.com/s/SxOwCoVzGQioln9Zi1xNba?domain=people.stern.nyu.edu My model is given below with additional information. For all the tree structures I have tried I either get (after the CL model has provided normal output, so the problem is with the nested part): Initial iterations cannot improve function.Status=3 Error 805: Initial iterations cannot improve function.Status=3 Function= .15883760536D+04, at entry, .15883760536D+04 at exit Error 1025: Failed to fit model. See earlier diagnostic. OR Error 1026: Singular VC may mean model is unidentified. Check tree. Error 1027: Models - estimated variance matrix of estimates is singular Error 1027: Models - estimated variance matrix of estimates is singular Perhaps my data simply do not allow estimation of the model, but perhaps my syntax is flawed. Any tips or comments are highly appreciated! Best regards, Mark SYNTAX: NLOGIT ;lhs=choice,cset,altij ;choices=1,2,3,4,5,6,7,8,9 ;tree=mode [ s1(1,2,3) , s2(4,5,6) , s3(7,8,9) ] ;ivset: (S1)=[1.0] ;model: U(1) = asc1 / U(2) = r1*att1 + e1*att2 + p1*att3 + don1*don / U(3) = r1*att1 + e1*att2 + p1*att3 + don1*don / U(4) = asc2 / U(5) = r2*att1 + e2*att2 + p2*att3 + don2*don / U(6) = r2*att1 + e2*att2 + p2*att3 + don2*don / U(7) = asc3 / U(8) = r3*att1 + e3*att2 + p3*att3 + don3*don / U(9) = r3*att1 + e3*att2 + p3*att3 + don3*don $ - Cset is always equal to 3 in my case. - Choice options in stage 1 were always 1,2,3, those in s2 were always 4,5,6, and those in s3 were always 7,8,9. I would like to estimate the scale at the stage (s1,s2,s3) level, and so I specified the tree accordingly. From cathy.durham at oregonstate.edu Sat Jun 30 10:17:55 2018 From: cathy.durham at oregonstate.edu (Durham, Catherine Alison) Date: Sat, 30 Jun 2018 00:17:55 +0000 Subject: [Limdep Nlogit List] Having trouble with the String command and its use in a PROC Message-ID: <00E811FB06246F43A379835C171DD4D90129EA1F17@EX3.oregonstate.edu> Since it didn't seem to be working first I |-> create;c=2;y=4$ Just to give myself the same variables as in the example , I replicated the manual example: |-> PROC |-> DSTAT ;"ST0"$ |-> ENDPROC |-> STRING ;ST0= Rhs=c$ |-> EXECUTE Error 999: The specification ; Rh is not recognized. Maximum repetitions of PROC |-> STRING ;ST0= Rhs=y$ |-> EXECUTE Error 999: The specification ; Rh is not recognized. Maximum repetitions of PROC Variations in which I placed the STRING command in advance of the procedure did not work either. In the Strings folder of the project file the ST0 don't seem to update properly when I run the string command either. From wgreene at stern.nyu.edu Sat Jun 30 10:31:50 2018 From: wgreene at stern.nyu.edu (William Greene) Date: Fri, 29 Jun 2018 20:31:50 -0400 Subject: [Limdep Nlogit List] Having trouble with the String command and its use in a PROC In-Reply-To: <00E811FB06246F43A379835C171DD4D90129EA1F17@EX3.oregonstate.edu> References: <00E811FB06246F43A379835C171DD4D90129EA1F17@EX3.oregonstate.edu> Message-ID: Catherine. Remove the stray spaces after the equals sign in the STRING command. /Bill Greene On Fri, Jun 29, 2018 at 8:17 PM, Durham, Catherine Alison < cathy.durham at oregonstate.edu> wrote: > Since it didn't seem to be working first I > |-> create;c=2;y=4$ Just to give myself the same variables as in the > example > , I replicated the manual example: > |-> PROC > |-> DSTAT ;"ST0"$ > |-> ENDPROC > |-> STRING ;ST0= Rhs=c$ > |-> EXECUTE > Error 999: The specification ; Rh is not recognized. > > Maximum repetitions of PROC > > |-> STRING ;ST0= Rhs=y$ > |-> EXECUTE > Error 999: The specification ; Rh is not recognized. > > Maximum repetitions of PROC > Variations in which I placed the STRING command in advance of the > procedure did not work either. > In the Strings folder of the project file the ST0 don't seem to update > properly when I run the string command either. > > _______________________________________________ > Limdep site list > Limdep at mailman.sydney.edu.au > http://limdep.itls.usyd.edu.au > > -- William Greene Department of Economics Stern School of Business, New York University 44 West 4 St., 7-90 New York, NY, 10012 URL: https://protect-au.mimecast.com/s/IlZfCMwvLQToEBLlHwFvrZ?domain=people.stern.nyu.edu Email: wgreene at stern.nyu.edu Ph. +1.212.998.0876 Editor in Chief: Journal of Productivity Analysis Editor in Chief: Foundations and Trends in Econometrics Associate Editor: Economics Letters Associate Editor: Journal of Business and Economic Statistics Associate Editor: Journal of Choice Modeling From anna.robak at mymail.unisa.edu.au Sat Jun 30 21:59:06 2018 From: anna.robak at mymail.unisa.edu.au (Robak, Anna Michelle - robam013) Date: Sat, 30 Jun 2018 11:59:06 +0000 Subject: [Limdep Nlogit List] Weighting exogenous variables error In-Reply-To: References: <00E811FB06246F43A379835C171DD4D90129EA1F17@EX3.oregonstate.edu>, Message-ID: <82AAEDA8-0D44-4426-8741-529F1E93A5C4@mymail.unisa.edu.au> Hello All, I?m attempting to use exogenous weighting for a latent class model, but I?m getting an error that says, ? variable not in table or nonpositive weight found ?. The variable is showing in the data table, and there are no negative values. Is there another reason I could be getting this error? My script is: nlogit ;lhs=choice, cset, alt ;choices=invest,none ;wts=wtage ;prob=pr1 ;descriptives ;crosstab ;lcm=age, income,protecti, male, caucasia,restri_d , badtaste ;maxit=200 ;rst=i1,i2,i3,i4,i11,0,0,0,0,i10 ;pts=2 ;model: u(invest)=inc*inc+NPVE*NPVEgain+big*secondbi+small*secondsm/ u(none)=inc*inc+NPVE*NPVEgain+big*secondbi+small*secondsm+isdup$ Thanks, Anna