[Limdep Nlogit List] MX logit using different algorithms

Thao Thai Thao.T.Thai at monash.edu
Thu Jul 2 13:32:24 AEST 2020


Hi Nlogit users,

I am running a Mixed logit model with different algorithms which produce
exactly the same set of results.

- Newton-Raphson algorithm: I got this message "Line search at iteration 80
does not improve the function. Exiting optimization"

- BHHH algorithm: The model can converge after 80 iterations.

- BFGS algorithm: The model can converge after 81 iterations

Can I use the results given that three algorithms produced the same
coefficient estimates?  Why do all three algorithms produce the same
results with different messages?

Thank you so much for your help so far. I really appreciate it.
Best regards,
Thao


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