[Limdep Nlogit List] NLOGIT6 mixed logit Halton draws

[Jürgen Meyerhoff]

Hi Bart, check this publication:
Czajkowski, M., Budziński, W., 2019. Simulation error in maximum likelihood
estimation of discrete choice models. Journal of Choice Modelling 31, 73-85.
Best from Berlin
Jürgen

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Dr. Jürgen Meyerhoff, TU Berlin, FG Landschaftsökonomie
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Am Mi., 4. Sept. 2019 um 13:33 Uhr schrieb Bart Immerzeel <
bart.immerzeel at nmbu.no>:

> Hello,
>
> I am running a mixed logit model in NLOGIT6 on some DCE data.
> It uses random parameters for the attributes in the DCE, and I am using
> Halton draws.
> However, the higher the number of Halton draws I use, the lower the
> McFadden pseudo R2, and the less statistically significant coefficients I
> get. I have no idea why that is. Does anyone know what might cause this
> issue?
>
> Here is the model spec:
>
> ? MXL with continuous attributes
>
> Sample; All $
> Create; Tax2=Tax/1000$
> Create; Tax3=Tax2*-1$
> Reject ;choice=-999$
> ?Reject ;Protest=1$
>
> NLOGIT
>       ;Lhs=choice
>       ;Choices=1,2,3
>       ;Rhs=
> BAU,
> ShareF,
> Inten1v,
> Inten3e,
> Water2m,
> Water3c,
> Nature,
> Flood,
> Employ,
> Tax3
>       ;Pds=Panel2
>       ;RPL
>       ;Halton ? type of draws
>       ;pts=1000 ? number of draws
>       ;Fcn=
> BAU(n),
> ShareF(n),
> Inten1v(n),
> Inten3e(n),
> Water2m(n),
> Water3c(n),
> Nature(n),
> Flood(n),
> Employ(n),
> Tax3(l)
>       ;correlated
>       ?;WTP=
> ShareF/Tax3,Inten1v/Tax3,Inten3e/Tax3,Water2m/Tax3,Water3c/Tax3,Nature/Tax3
>       ;Parameters
>       ;maxit=200
>       ;tlf=0.00000000001
>
> $
>
> Kind regards,
> Bart Immerzeel
>
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