[Limdep Nlogit List] clustering on a RP nested logit model

[William Greene]

Federica. It sounds like there are 2 levels of grouping here - "groups" and
"alternatives."
For purposes of the RPLogit models, the cluster, such as it is - more on
that later - is the
number of choice tasks.  But, the group will contain 19*groupsize rows of
data in the
group.  You would use ;PDS = 19 for your model to set up the RP model. I do
note, the
conventional "cluster" idea doesn't make sense in a random parameters
multinomial choice
model.  The RPs are creating the clustering effect, and that is already
accounted for in the
estimates and the asymptotic covariance matrix.  The latter is already
hugely complicated,
and already accounts for the common random effect across group members.
Regards
Bill Greene

On Mon, Nov 19, 2018 at 5:48 AM Liberini Federica <liberini at kof.ethz.ch>
wrote:

> Hello,
>
> I am trying to estimate a random parameter nested logit model, on a pooled
> database, where there are 19 alternatives to choose from. When using the
> cluster options (with command "; cluster=groupname "), I get the error
> message :
>
> Error: 1081: Mismatch of # indivs. and number implied by groups
> Error: 1081: Mismatch of # indivs. and number implied by groups
>
> I should point out that the data is sorted by group first, then by
> individuals, then alternatives. I also tried sorting with different orders
> and it still did not work.
> Additionally, I checked the data for any bug on other softwares (e.g.
> stata) and there I had no problems with the clusters.
>
> Any idea of what could be triggering the error code?
>
> Many thanks
> Federica
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-- 
William Greene
Department of Economics
Stern School of Business, New York University
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