[Limdep Nlogit List] non linear mixed logit model

Grammatikopoulou Ioanna (Luke) ioanna.grammatikopoulou at luke.fi
Fri Feb 7 22:29:30 AEDT 2020


Thank you! It worked. Thanks also for the recommendations regarding the draws.

Ioanna

>-----Original Message-----
>From: Limdep [mailto:limdep-bounces at mailman.sydney.edu.au] On Behalf
>Of William Greene via Limdep
>Sent: 6. helmikuuta 2020 5:15
>To: Limdep and Nlogit Mailing List
>Cc: William Greene
>Subject: Re: [Limdep Nlogit List] non linear mixed logit model
>
>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*wa
>ter2+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
>URL: https://protect-au.mimecast.com/s/1qtICANZvPiN3pl4pHGQlKv?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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