[Limdep Nlogit List] non linear mixed logit model

[William Greene]

Ioanna.  You can't use CML to do this.  It's easier.  In principle, you can
just change "r" to "exp(r)" in the function
definition.  Assuming this gets you estimates, the estimator of "r" is the
exponent of what you get.  BUT, I will
guess that either (1) your estimate of "r" will be large and negative or
(2) the restriction will be redundant.
On your second question, if you can find a way to combine terms, that will
help.  Also, for an RP model, your
model is huge.  You should expect it to take a very long time with that
many RPs.  You do not need 250 draws,
however.  100 should be sufficient.
/Bill Greene

On Wed, Feb 5, 2020 at 9:02 AM Grammatikopoulou Ioanna (Luke) <
ioanna.grammatikopoulou at luke.fi> wrote:

> Hi!
> I am applying a non linear mixed logit model. One of the parameters of the
> non linear function that I want to estimate needs to be positive. How can I
> impose such a restriction? I used the cml; command but it didn't work.
> Also, estimation time is quite large (it can be two to three weeks for 250
> draws that I have applied). Is there any way to speed up the model
> estimation?
> Here is my syntax:
>
> NLRPLOGIT
>     ;Lhs=CHOICE
>     ;Choices=BAU,ALT1,ALT2
>       ;Pds=6
>       ;Labels=b0,b1,b2,b3,b4,b5,b6,b7,b8,b9,b10,b11,r,g
>
> ;Start=0.22,0.89,0.13,0.12,0.39,-0.01,0.29,0.10,0.08,0.03,0.14,-0.002,0.1,0.5
>
> ;fcn=b0(n),b1(n),b2(n),b3(n),b4(n),b5(n),b6(n),b7(n),b8(n),b9(n),b10(n)
>       ;halton
>     ;cml:r>0
>       ;draws=250
>       ;rpl
>
> ;Fn1=pv=(1*VERSIO2+g*((1/(1+r)^(D+0))*(1-VERSIO2)+1/(1+r)^(D+1)+1/(1+r)^(D+2)+1/(1+r)^(D+3)+1/(1+r)^(D+4)+1/(1+r)^(D+5)+1/(1+r)^(D+6)+1/
>     (1+r)^(D+7)+1/(1+r)^(D+8)+1/(1+r)^(D+9)))
>     *annual+(1-annual)
>       ;Fn2=Util1=b0*BAU
>
> +b1*carbon1+b2*carbon2+b3*biod1+b4*biod2+b5*water1+b6*water2+b7*berry1+b8*berry2+b9*energy1+b10*energy2+
>     b11*pv*costrecf
>
>
> ;Fn3=Util2=b1*carbon1+b2*carbon2+b3*biod1+b4*biod2+b5*water1+b6*water2+b7*berry1+b8*berry2+b9*energy1+b10*energy2+
>     b11*pv*costrecf
>       ;Model:
>     U(BAU)=Util1/U(ALT1, ALT2)=Util2$
>
>
> Thank you in advance
>
> Kind regards
> Ioanna
>
>
> 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
44 West 4 St.
New York, NY, 10012
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Email: wgreene at stern.nyu.edu
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