[Limdep Nlogit List] Issues with LCM
pienaar.ef at gmail.com
Wed Nov 20 07:16:50 AEDT 2019
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
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
; pds = 3
; pts = 3
; 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.
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