[Limdep Nlogit List] Issues with LCM

[E Pienaar]

I am trying to run a latent class model with dummy coded data. There are 3
programs per choice set.  Programs 2 and 3 have a cost associated with them
($10 to $100) and the other attributes are dummy coded.  Program 1 has no
cost and the attributes are all zero.

This is a large data set (22,370+ choice sets, i.e. over 61,000 lines of
data).

I am including an ASC in the model.

I have written the code as follows:
NLOGIT; Lhs = choice
; Choices = alta, altb, altc
; Rhs = ASC, ...., cost
; Alg = BFGS
; maxit = 200
; Tlg = 0.0001
; Tlb = 0.0001
; Tlf = 0.0001
; lcm
; pds = 3
; pts = 3
; parameters
; prb = class
; keep = pred $

When I specify there should be 2 classes, the model converges but the p
values for all variables in class 2 are 0.99 or above.

If I run the model with 3 classes then I get the following error message:
"Iterative procedure has converged
Normal exit:  96 iterations. Status=0, F=    .1394539D+05
Error   1027: Models - estimated variance matrix of estimates is singular"

This suggests the model has converged but I also receive the error code
claiming the variance matrix is singular.

Thank you for any assistance in resolving this problem.

Elizabeth