[Limdep Nlogit List] GMXL (WTP space) in Nlogit

[William Greene]

Dear Thamarasi Kularatne. Unfortunately, no, it will not work.  NLOGIT's
routine is specifically written to
expect a single normalized coefficient.  The computations are specifically
programmed with a single
normalization.  What you suggest below would require the full set of
parameters for each alternative
to be normalized separately.  For those parameters that are common across
alternatives, it's not clear
how this could be achieved while keeping the model internally consistent.
Regards,
Bill Greene

On Thu, Mar 5, 2020 at 7:36 PM Thamarasi Kularatne via Limdep <
limdep at mailman.sydney.edu.au> wrote:

> Hi,
> I'm trying to run a generalised mixed logit model (GMXL) in WTP space in
> order to account for taste and scale heterogeneity.
> As explained in the Nlogit 6 reference guide, we can choose one of the
> parameters in the GMXLOGIT model to have a coefficient of one and build
> this nonlinearity into the GMXLOGIT model by changing its type to (*type)
> in the ; Fcn = (*type),… specification.
> In my case, I have 3 alternatives and the cost parameters need to be
> alternative specific. Therefore when estimating GMXL in WTP space, I need
> to specify 3 fixed parameters. example below:
> GMXlogit ;userp
> ;lhs=choice,cset,altij
> ;choices=oral,inject,infuse,none
> ;pds=9 ;halton ;pts=10
> ;fcn=ocost(*n),icost(*n),ivcost(*n),eff(n),mild(n),inj_6m(n),spec(n)
> ;par
> ;pwt
> ;gmx
> ;cor
> ;gamma=0
> ;tau=0.1
> ;Model:
> U(oral)=eff*eff+ oral_wee*oral_wee + oral_m*oral_mon + mild*mild_se +
> sev2*sev_2 + ocost*oralcost+ spec*spec+ oself*oral_sel /
> U(inject)=inject+eff*eff+ inj_w*inj_week + inj_m*inj_mon + inj_6m*inj_6mon
> + inj_y*inj_yr + mild*mild_se + sev2*sev_2+ icost*injcost+
> spec*spec+iadmin*admin_in /
> U(infuse)=infuse+ eff*eff+ mild*mild_se + sev2*sev_2+ivcost*ivcost+
> iv_6m*iv_6mon + iv_yr*iv_yr + spec*spec + ivadmin*admin_iv/
> U(none)=None $
> This does not work. Nlogit only takes one parameter at a time with a * in
> the fcn specification. Is there a way for me to run the GMXL in WTP space
> with 3 alternative specific cost parameters?
> Thanks,Thames
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-- 
William Greene
Department of Economics, emeritus
Stern School of Business, New York University
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