[Limdep Nlogit List] Questions about LCA for ordered probit model

William Greene wgreene at stern.nyu.edu
Thu Aug 29 10:47:31 AEST 2019


You need to run the base model before each time you run the LC model.
The latent class model should consist of these two commands

ordered ; Lhs=depen   ; Rhs=one, AGE,RACEWHIT, STUDENTS, MALE  $
ordered ; Lhs=depen   ; Rhs=one, AGE,RACEWHIT, STUDENTS, MALE
               ; LCM=TRAVELWA, TRAVELCO, ENVENERG, LIKEDRIV,
           LIKERIDE, LIKETRAN, LIKEBIKE, LIKEWALK, WORRYOUT, LIKESHUT
                ; Pts=2$
-----------------------------------------------------------------------------------------------------------------

On Wed, Aug 28, 2019 at 8:35 PM Yan via Limdep <limdep at mailman.sydney.edu.au>
wrote:

> Hi! Can anyone help me with the following problem I met when doing LCA for
> an ordered probit model?
>
> "depen" is an ordered variable with the value range from 0 to 4.
>
> I ran same codes for many times. Most of time, I got outputs like shown in
> (1), but twice I got outputs like (2). Both the codes and data are exactly
> the same!! Why did this happen? Should a start value be given to compute
> function(Error 802)? How can I get results like (2) steadily? Many thanks!
>
> (1) |-> ordered ; Lhs=depen
>
>     ; Rhs=one, AGE,RACEWHIT, STUDENTS, MALE
>
>     ; LCM=TRAVELWA, TRAVELCO, ENVENERG, LIKEDRIV,
>
>     LIKERIDE, LIKETRAN, LIKEBIKE, LIKEWALK, WORRYOUT, LIKESHUT
>
>     ; Pts=2$
>
>
>
> ---------------------------------------------------------------
>
> Deleted     14 observations with missing data. N is now    162
>
> ---------------------------------------------------------------
>
> Warning   43: ORDERED PROBIT - Current estimated thresholds  not ordered.
>
> Error    802: Cannot compute function at start values. Exit status=4.
>
> Function value was   .1951595121D+03 at entry -----------
>
>                      .1581983858D+03 at exit  -----------
>
>  (2)
>
> |-> ordered ; Lhs=depen
>
>     ; Rhs=one, AGE,RACEWHIT, STUDENTS, MALE
>
>     ; LCM=TRAVELWA, TRAVELCO, ENVENERG, LIKEDRIV,
>
>     LIKERIDE, LIKETRAN, LIKEBIKE, LIKEWALK, WORRYOUT, LIKESHUT
>
>     ; Pts=2$
>
>
>
> ---------------------------------------------------------------
>
> Deleted     14 observations with missing data. N is now    162
>
> ---------------------------------------------------------------
>
> Warning   43: ORDERED PROBIT - Current estimated thresholds  not ordered.
>
> Warning   43: ORDERED PROBIT - Current estimated thresholds  not ordered.
>
> Warning   43: ORDERED PROBIT - Current estimated thresholds  not ordered.
>
> Warning   43: ORDERED PROBIT - Current estimated thresholds  not ordered.
>
> Line search at iteration 33 does not improve the function
>
> Exiting optimization
>
>
>
>
> -----------------------------------------------------------------------------
>
> Latent Class / Panel OrdProbs Model
>
> Dependent variable                DEPEN
>
> Log likelihood function      -158.19839
>
> Estimation based on N =    176, K =  27
>
> Inf.Cr.AIC  =    370.4 AIC/N =    2.105
>
> Sample is  1 pds and    176 individuals
>
> Latent class model with 2 latent classes
>
> Missing data: Skipped       14 individuals.
>
> Ordered probability model
>
> Ordered probit (normal) model
>
> LHS variable = values 0,1,..., 4
>
>
> --------+--------------------------------------------------------------------
>
>         |                  Standard            Prob.      95% Confidence
>
>    DEPEN|  Coefficient       Error       z    |z|>Z*         Interval
>
>
> --------+--------------------------------------------------------------------
>
>         |Model parameters for latent class
> 1.................................
>
> Constant|    5.29996      .3857D+07      .00 1.0000 ***********
> ***********
>
>      AGE|     .08170         .12721      .64  .5208     -.16764    .33103
>
> RACEWHIT|    -.23151         .86430     -.27  .7888    -1.92550   1.46248
>
> STUDENTS|   -4.86029      .3857D+07      .00 1.0000 ***********
> ***********
>
>     MALE|   -2.08153        3.67508     -.57  .5711    -9.28456   5.12150
>
>   Mu(01)|   -5.84096      .1474D+08      .00 1.0000 ***********
> ***********
>
>   Mu(02)|   -2.54470       14.21718     -.18  .8579   -30.40986  25.32045
>
>   Mu(03)|    -.61230         .81213     -.75  .4509    -2.20406    .97945
>
>         |Model parameters for latent class
> 2.................................
>
> Constant|    4.85715***     1.19866     4.05  .0001     2.50781   7.20649
>
>      AGE|    -.05742**       .02492    -2.30  .0212     -.10626   -.00858
>
> RACEWHIT|    -.72129**       .31729    -2.27  .0230    -1.34317   -.09941
> ................................
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