[Limdep Nlogit List] FW: starting values in mixed logit with correlated par

[William Greene]

You can provide starting values for the named parameters in the choice
model by adding them
to the first occurrences in the definitions of the model.  For example,
  ;Model:   U(NF)=b0(-3.5)*BAU    (Delete the ;labels setting)
However, I'm not sure what this implies for the associated variance
parameters.
(1) 15 random parameters in a model like this will be very optimistic.
This is a difficult log likelihood
to maximize in any event.  This specification may be excessive.
(2)  You might want to try fitting the model with your desired starting
values and fixed (nonrandom)
parameters, just to find a setup that works initially.
Regards,
William Greene

On Wed, Apr 8, 2020 at 5:13 AM Grammatikopoulou Ioanna (Luke) <
ext.ioanna.grammatikopoulou at luke.fi> wrote:

> Hi!
> I am trying to impose starting values on a mixed logit with correlated
> parameters models. As starting values I would like to use the values I get
> from the mixed logit model. What I get though when I try to run the model
> is the following errors:
>
> Error     71: Variable list contains a name not in the expected table.
> Error    539: Variable list: The unidentifiable string is NF
> Error   1085: Unidentified name found in NF)
>
> Why is that?
>
> Here is the syntax I am using:
>
> NLOGIT;Lhs=CHOICE
>     ;Choices=NF,SQ,MF
>       ;pds=8
>     ;Labels=b0,b1,b2,b3,b4,b5,b6,b7,b8,b9,b10,b11,b12,b13,b14,b15
>
> ;Start=-3.5,0.07,0.09,0.04,0.09,-0.009,0.08,0.02,0.19,-0.06,0.54,-0.04,0.15,-0.07,0.46,-0.001
>     ;rpl
> ;corr
>     ;pts=10
>
> ;Fcn=b0(N),b1(N),b2(N),b3(N),b4(N),b5(N),b6(N),b7(N),b8(N),b9(N),b10(N),b11(N),b12(N),b13(N),b14(N),b15(N)
>     ;parameters
> ;Halton
>     ;Model:
>     U(NF)=b0*BAU+
> b1*Plant2+b2*Plant3+b3*BUTERF2+b4*BUTERF3+b5*BIRD2+b6*BIRD3+b7*EROSION2+b8*EROSION3+b9*WATER2+b10*WATER3+b11*CLIMATE2+b12*CLIMATE3+b13*FOOD2+b14*FOOD3+b15*PRICE/
>
> U(SQ)=b1*Plant2+b2*Plant3+b3*BUTERF2+b4*BUTERF3+b5*BIRD2+b6*BIRD3+b7*EROSION2+b8*EROSION3+b9*WATER2+b10*WATER3+b11*CLIMATE2+b12*CLIMATE3+b13*FOOD2+b14*FOOD3+b15*PRICE/
>
> U(MF)=b1*Plant2+b2*Plant3+b3*BUTERF2+b4*BUTERF3+b5*BIRD2+b6*BIRD3+b7*EROSION2+b8*EROSION3+b9*WATER2+b10*WATER3+b11*CLIMATE2+b12*CLIMATE3+b13*FOOD2+b14*FOOD3+b15*PRICE$
>
>
> Thank you in advance.
>
> Ioanna Grammatikopoulou
>
>
> Ioanna Grammatikopoulou
> Post-doc fellow
> Natural Resources Institute Finland (LUKE)
> Latokartanonkaari 9
> FI-00790, Helsinki
> FINLAND
> E-mail: ioanna.grammatikopoulou at luke.fi<mailto:
> ioanna.grammatikopoulou at mtt.fi>
>
>
> Ioanna Grammatikopoulou
> Post-doc fellow
> Natural Resource Institute Finland (LUKE)
> Latokartanonkaari 9
> FI-00790, Helsinki
> Finland
> E-mail: ioanna.grammatikopoulou at luke.fi<mailto:
> ioanna.grammatikopoulou at luke.fi>
>
>
>
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>


-- 
William Greene
Department of Economics, emeritus
Stern School of Business, New York University
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Email: wgreene at stern.nyu.edu
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