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

William Greene wgreene at stern.nyu.edu
Thu Apr 9 23:44:11 AEST 2020


Ioanna. It looks like perhaps you have used the name NF for some other
purpose in
your commands.  Is that correct?
/Bill Greene

On Thu, Apr 9, 2020 at 5:12 AM Grammatikopoulou Ioanna (Luke) <
ext.ioanna.grammatikopoulou at luke.fi> wrote:

> Dear William
> I tried your suggestion but the model doesnt run (I get error 1085).
> Thank you so much for your suggestions.
>
> Ioanna
>
> Ioanna Grammatikopoulou
> Post-doc fellow
> Natural Resources Institute Finland (LUKE)
> Latokartanonkaari 9
> FI-00790, Helsinki
> FINLAND
> E-mail: ioanna.grammatikopoulou at luke.fi
>
> ________________________________________
> From: Limdep <limdep-bounces at mailman.sydney.edu.au> on behalf of William
> Greene via Limdep <limdep at mailman.sydney.edu.au>
> Sent: Wednesday, April 8, 2020 8:43 PM
> To: Limdep and Nlogit Mailing List
> Cc: William Greene
> Subject: Re: [Limdep Nlogit List] FW: starting values in mixed logit with
> correlated par
>
> 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>
> >
> >
> >
> > _______________________________________________
> > Limdep site list
> > Limdep at mailman.sydney.edu.au
> > http://limdep.itls.usyd.edu.au
> >
>
>
> --
> William Greene
> Department of Economics, emeritus
> Stern School of Business, New York University
> 44 West 4 St.
> New York, NY, 10012
> URL: https://protect-au.mimecast.com/s/O_-nCNLJyQUExYjZSmo3f4?domain=people.stern.nyu.edu
> Email: wgreene at stern.nyu.edu
> Ph. +1.646.596.3296
> Editor in Chief: Journal of Productivity Analysis
> Editor in Chief: Foundations and Trends in Econometrics
> Associate Editor: Economics Letters
> Associate Editor: Journal of Business and Economic Statistics
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>
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>

-- 
William Greene
Department of Economics, emeritus
Stern School of Business, New York University
44 West 4 St.
New York, NY, 10012
URL: https://protect-au.mimecast.com/s/O_-nCNLJyQUExYjZSmo3f4?domain=people.stern.nyu.edu
Email: wgreene at stern.nyu.edu
Ph. +1.646.596.3296
Editor in Chief: Journal of Productivity Analysis
Editor in Chief: Foundations and Trends in Econometrics
Associate Editor: Economics Letters
Associate Editor: Journal of Business and Economic Statistics


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