[Limdep Nlogit List] Simulation using estimates from SP data and ASCs from RP data

Thao Thai Thao.T.Thai at monash.edu
Sat Jul 4 12:29:42 AEST 2020


Hi Nlogit users,

I am simulating some scenarios using the coefficient estimates from a CL
model on SP data and alternative specific constants (ASCs) calibrated to
reflect the RP data.

However, the reported market shares in the base case shows the market
shares observed in SP data. The reported market shares of the simulated
scenarios are also compared to these SP data market shares, which I think
is not correct (It should be compared to the market shares from RP data)?

Could you please kindly let me know if my syntax below is correct?

Thank you so much for your help!
Thao

|-> sample;all$
|-> reject;sprp=1$
|-> Nlogit
    ;lhs = cho, cset, alti
    ;choices = H, C, P, I, G, N
    ;crosstabs
    ;checkdata
    ;model:
    U(H) = rl_h1    * RL_H1  + rl_h2  * RL_H2
    + fl_      * FL_H
    + cr_h1    * CR_H1  + cr_2  * CR_H2
    + lo_h1    * LO_H1
    + sa_      * SA_H
    /
    U(C) = com
    + rl_c1    * RL_C1  + rl_c2  * RL_C2
    + fl_      * FL_C
    + cr_c1    * CR_C1  + cr_2  * CR_C2
    + lo_c1    * LO_C1  + lo_c2  * LO_C2
    + sa_      * SA_C/
    U(P) = pri
    + rl_p1    * RL_P1
    + fl_      * FL_P
    + cr_p1    * CR_P1  + cr_2  * CR_P2
    + lo_p1    * LO_P1  + lo_p2  * LO_P2
    + sa_      * SA_P/
    U(I) = ind
    + rl_i1    * RL_I1  + rl_i2  * RL_I2
    + fl_      * FL_I
    + cr_i1    * CR_I1
    + lo_i1    * LO_I1
    + sa_      * SA_I/
    U(G) = gov
    + rl_g1    * RL_G1
    + fl_      * FL_G
    + cr_g1    * CR_G1
    + lo_g1    * LO_G1
    + sa_      * SA_G/
    U(N) = non
    + rl_n1    * RL_N1
    + fl_      * FL_N
    + cr_n1    * CR_N1
    + lo_n1    * LO_N1  + lo_n2   * LO_N2
    + sa_      * SA_N
    $
+----------------------------------------------------------+
| Inspecting the data set before estimation.               |
| These errors mark observations which will be skipped.    |
| Row Individual = 1st row then group number of data block |
+----------------------------------------------------------+
No bad observations were found in the sample

Iterative procedure has converged
Normal exit:   5 iterations. Status=0, F=    .4001834D+04

-----------------------------------------------------------------------------
Discrete choice (multinomial logit) model
Dependent variable               Choice
Log likelihood function     -4001.83388
Estimation based on N =   2434, K =  32
Inf.Cr.AIC  =   8067.7 AIC/N =    3.315
---------------------------------------
            Log likelihood R-sqrd R2Adj
ASCs  only  model must be fit separately
               Use NLOGIT ;...;RHS=ONE$
Note: R-sqrd = 1 - logL/Logl(constants)
---------------------------------------
Chi-squared[27]          =    655.81735
Prob [ chi squared > value ] =   .00000
Response data are given as ind. choices
Number of obs.=  2434, skipped    0 obs
--------+--------------------------------------------------------------------
        |                  Standard            Prob.      95% Confidence
     CHO|  Coefficient       Error       z    |z|>Z*         Interval
--------+--------------------------------------------------------------------
   RL_H1|     .07005         .16175      .43  .6650     -.24697    .38707
   RL_H2|     .23104*        .13433     1.72  .0855     -.03225    .49433
     FL_|     .17867***      .05585     3.20  .0014      .06920    .28813
   CR_H1|     .27104**       .13131     2.06  .0390      .01368    .52840
    CR_2|     .05296         .09477      .56  .5763     -.13279    .23871
   LO_H1|    -.41466***      .12119    -3.42  .0006     -.65219   -.17713
     SA_|     .01231***      .00086    14.30  .0000      .01062    .01399
     COM|    -.10806         .15871     -.68  .4959     -.41913    .20300
   RL_C1|     .38787**       .16751     2.32  .0206      .05956    .71618
   RL_C2|     .26364*        .15216     1.73  .0832     -.03459    .56187
   CR_C1|     .19661         .13691     1.44  .1510     -.07174    .46496
   LO_C1|    -.22246*        .12854    -1.73  .0835     -.47440    .02949
   LO_C2|    -.82061***      .15800    -5.19  .0000    -1.13027   -.51094
     PRI|     .40590***      .14002     2.90  .0037      .13146    .68034
   RL_P1|     .01672         .12447      .13  .8932     -.22725    .26068
   CR_P1|     .33357**       .13132     2.54  .0111      .07619    .59095
   LO_P1|    -.95156***      .14221    -6.69  .0000    -1.23029   -.67282
   LO_P2|   -1.03276***      .14087    -7.33  .0000    -1.30885   -.75667
     IND|   -1.11685***      .15286    -7.31  .0000    -1.41645   -.81725
   RL_I1|     .64312***      .14665     4.39  .0000      .35570    .93054
   RL_I2|     .79032***      .15550     5.08  .0000      .48555   1.09508
   CR_I1|     .61024***      .12199     5.00  .0000      .37115    .84933
   LO_I1|    -.64615***      .12354    -5.23  .0000     -.88828   -.40402
     GOV|    -.07470         .14043     -.53  .5948     -.34993    .20053
   RL_G1|    -.33174**       .12927    -2.57  .0103     -.58510   -.07838
   CR_G1|     .51684***      .12294     4.20  .0000      .27588    .75781
   LO_G1|    -.57783***      .12464    -4.64  .0000     -.82212   -.33354
     NON|    -.26651*        .14521    -1.84  .0665     -.55112    .01810
   RL_N1|    -.08143         .13884     -.59  .5576     -.35355    .19070
   CR_N1|     .36292***      .13942     2.60  .0092      .08965    .63618
   LO_N1|    -.58506***      .15904    -3.68  .0002     -.89677   -.27336
   LO_N2|    -.46639***      .16171    -2.88  .0039     -.78333   -.14945
--------+--------------------------------------------------------------------
***, **, * ==>  Significance at 1%, 5%, 10% level.
Model was estimated on Jul 04, 2020 at 00:17:29 PM
-----------------------------------------------------------------------------

|-> sample;all$
|-> reject;sprp=1$
|-> Nlogit
    ;lhs = cho, cset, alti
    ;choices = H, C, P, I, G, N/0.23,0.53,0.04,0.04,0.09,0.07
    ;checkdata
    ;show
    'Alg=BFGS
    ;calibrate
    ; simulation
    ; scenario: RL_C1(c)=1/RL_C2(c)=0
    ;model:
    U(H) =  rl_h1[0.0700481]    * RL_H1  + rl_h2[0.231038]  * RL_H2
    + fl_[0.178665]      * FL_H
    + cr_h1[0.271042]    * CR_H1  + cr_2[0.0529584]  * CR_H2
    + lo_h1[-0.414659]    * LO_H1
    + sa_[0.0123069]      * SA_H
    /
    U(C) = com
    + rl_c1[0.387869]    * RL_C1  + rl_c2[0.263637]  * RL_C2
    + fl_[0.178665]     * FL_C
    + cr_c1[0.19661]    * CR_C1  + cr_2[0.0529584]  * CR_C2
    + lo_c1[-0.222456]    * LO_C1  + lo_c2[-0.820609]  * LO_C2
    + sa_[0.0123069]      * SA_C
    /
    U(P) = pri
    + rl_p1[0.0167174]    * RL_P1
    + fl_[0.178665]      * FL_P
    + cr_p1[0.333571]    * CR_P1  + cr_2[0.0529584]  * CR_P2
    + lo_p1[-0.951557]    * LO_P1  + lo_p2[-1.03276]  * LO_P2
    + sa_[0.0123069]      * SA_P
    /
    U(I) = ind
    + rl_i1[0.643119]    * RL_I1  + rl_i2[0.790318]  * RL_I2
    + fl_[0.178665]      * FL_I
    + cr_i1[0.610239]    * CR_I1
    + lo_i1[-0.64615]    * LO_I1
    + sa_[0.0123069]      * SA_I
    /
    U(G) = gov
    + rl_g1[-0.331743]    * RL_G1
    + fl_[0.178665]      * FL_G
    + cr_g1[0.516844]    * CR_G1
    + lo_g1[-0.57783]    * LO_G1
    + sa_[0.0123069]      * SA_G
    /
    U(N) = non
    + rl_n1[-0.0814267]    * RL_N1
    + fl_[0.178665]      * FL_N
    + cr_n1[0.36292]    * CR_N1
    + lo_n1[-0.585064]    * LO_N1  + lo_n2[-0.466387]   * LO_N2
    + sa_[0.0123069]      * SA_N$
+----------------------------------------------------------+
| Inspecting the data set before estimation.               |
| These errors mark observations which will be skipped.    |
| Row Individual = 1st row then group number of data block |
+----------------------------------------------------------+
No bad observations were found in the sample


Sample proportions are marginal, not conditional.
Choices marked with * are excluded for the IIA test.
+----------------+------+
|Choice   (prop.)| Count|
+----------------+------+
|H         .18447|   449|
|C         .17707|   431|
|P         .19721|   480|
|I         .17502|   426|
|G         .14749|   359|
|N         .11873|   289|
+----------------+------+


+---------------------------------------------+
| Discrete Choice (One Level) Model           |
| Model Simulation Using Previous Estimates   |
| Number of observations             2434     |
+---------------------------------------------+

+------------------------------------------------------+
|Simulations of Probability Model                      |
|Model: Discrete Choice (One Level) Model              |
|Simulated choice set may be a subset of the choices.  |
|Number of individuals is the probability times the    |
|number of observations in the simulated sample.       |
|Column totals may be affected by rounding error.      |
|The model used was simulated with   2434 observations.|
+------------------------------------------------------+
-------------------------------------------------------------------------
Specification of scenario 1 is:
Attribute  Alternatives affected            Change type             Value
---------  -------------------------------  ------------------- ---------
RL_C1      C                                Fix base at new vlu     1.000
RL_C2      C                                Fix base at new vlu      .000
-------------------------------------------------------------------------
The simulator located   2434 observations for this scenario.
Simulated Probabilities (shares) for this scenario:
+----------+--------------+--------------+------------------+
|Choice    |     Base     |   Scenario   | Scenario - Base  |
|          |%Share Number |%Share Number |ChgShare ChgNumber|
+----------+--------------+--------------+------------------+
|H         | 18.447   449 | 17.950   437 |  -.497%      -12 |
|C         | 17.707   431 | 19.889   484 |  2.182%       53 |
|P         | 19.721   480 | 19.142   466 |  -.579%      -14 |
|I         | 17.502   426 | 17.095   416 |  -.407%      -10 |
|G         | 14.749   359 | 14.335   349 |  -.415%      -10 |
|N         | 11.873   289 | 11.589   282 |  -.284%       -7 |
|Total     |100.000  2434 |100.000  2434 |   .000%        0 |
+----------+--------------+--------------+------------------+


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