[Limdep Nlogit List] Nlogit shuts down

William Greene wgreene at stern.nyu.edu
Tue Aug 24 01:27:24 AEST 2021


Iris.  One would not expect the program to crash in any event.  But, either
way,
your model is EXTREMELY ambitious.  Having more than a handful of random
parameters is very optimistic.  I suspect that is the problem.  As for
saving WTP,
whether that works depends on how many observations you have.  The values
are saved in a matrix, so the internal limit on cells for WTP is 50,000.
You have
a rather small sample, so this is not the issue.  My guess is the huge size
of the
RP part of the model.  You might try the estimation with most, then some of
the
RPs removed from the specification.
Regards
Bill Greene

On Mon, Aug 23, 2021 at 9:41 AM Iris Vanermen <iris.vanermen at kuleuven.be>
wrote:

> Dear community members,
>
> I am analyzing a discrete choice experiment and am trying to
> simultaneously estimate certainty and preferences following the approach of
> Rose, Beck & Hensher, 2015 ("The joint estimation of respondent-reported
> certainty and acceptability with choice"), using the code below. This works
> perfectly fine but when I try to include WTP calculations, Nlogit 5 shuts
> down (I don't get an error message). My sample contains 143 individuals
> that each received 6 choice cards with 3 alternatives (2 + opt-out).
>
> Without WTP:
> RPLOGIT
> ;lhs = choice
> ;Choices = 1, 2, OO
> ;Halton
> ;pts = 1000
> ;pds = 6
> ;FCN =  bBD_Muc(n), bBD_Huc(n), bW_Muc(n), bW_Huc(n), bER_Muc(n),
> bER_Huc(n), bC_Muc(n), bC_Huc(n), bBD_Mc(n),
> bBD_Hc(n), bW_Mc(n), bW_Hc(n), bER_Mc(n), bER_Hc(n), bC_Mc(n), bC_Hc(n)
> ;Parameters
> ;Model:
> U(1,2) =  bBD_Muc * BD_Muc + bBD_Huc * BD_Huc + bW_Muc * W_Muc + bW_Huc *
> W_Huc + bER_Muc * ER_Muc + bER_Huc * ER_Huc
> + bC_Muc * C_Muc + bC_Huc * C_Huc + bPuc * price_uc + bBD_Mc * BD_Mc +
> bBD_Hc * BD_Hc + bW_Mc * W_Mc + bW_Hc * W_Hc
> + bER_Mc * ER_Mc + bER_Hc * ER_Hc + bC_Mc * C_Mc + bC_Hc * C_Hc + bPc *
> price_c/
> U(OO) = OO
> $
>
> With WTP:
> RPLOGIT
> ;lhs = choice
> ;Choices = 1, 2, OO
> ;Halton
> ;pts = 1000
> ;pds = 6
> ;FCN =  bBD_Muc(n), bBD_Huc(n), bW_Muc(n), bW_Huc(n), bER_Muc(n),
> bER_Huc(n), bC_Muc(n), bC_Huc(n), bBD_Mc(n),
> bBD_Hc(n), bW_Mc(n), bW_Hc(n), bER_Mc(n), bER_Hc(n), bC_Mc(n), bC_Hc(n)
> ;Parameters
> ;Model:
> U(1,2) =  bBD_Muc * BD_Muc + bBD_Huc * BD_Huc + bW_Muc * W_Muc + bW_Huc *
> W_Huc + bER_Muc * ER_Muc + bER_Huc * ER_Huc
> + bC_Muc * C_Muc + bC_Huc * C_Huc + bPuc * price_uc + bBD_Mc * BD_Mc +
> bBD_Hc * BD_Hc + bW_Mc * W_Mc + bW_Hc * W_Hc
> + bER_Mc * ER_Mc + bER_Hc * ER_Hc + bC_Mc * C_Mc + bC_Hc * C_Hc + bPc *
> price_c/
> U(OO) = OO
> ;WTP = bBD_Muc/bPuc
> $
>
> Additionally, when I try to add a component, namely the standard deviation
> of certainty so that I estimate four coefficients for each attribute
> (level) Nlogit 5 starts the estimation and after some time (+-10 min), it
> shuts down without showing an error message. The code that I used for this
> is:
> RPLOGIT
> ;lhs = choice
> ;Choices = 1, 2, OO
> ;Halton
> ;FCN =  bBD_Mcl(n), bBD_Hcl(n), bW_Mcl(n), bW_Hcl(n), bER_Mcl(n),
> bER_Hcl(n), bC_Mcl(n), bC_Hcl(n), bBD_Mucl(n), bBD_Hucl(n),
> bW_Mucl(n), bW_Hucl(n), bER_Mucl(n), bER_Hucl(n), bC_Mucl(n), bC_Hucl(n),
> bBD_Much(n), bBD_Huch(n), bW_Much(n), bW_Huch(n), bER_Much(n),
> bER_Huch(n), bC_Much(n), bC_Huch(n), bBD_Mch(n), bBD_Hch(n), bW_Mch(n),
> bW_Hch(n), bER_Mch(n), bER_Hch(n), bC_Mch(n), bC_Hch(n)
> ;pts = 1000
> ;pds = 6
> ;Parameters
> ;Model:
> U(1,2) =  bBD_Mucl * BD_Mucl + bBD_Hucl * BD_Hucl + bW_Mucl * W_Mucl +
> bW_Hucl * W_Hucl + bER_Mucl * ER_Mucl + bER_Hucl * ER_Hucl
> + bC_Mucl * C_Mucl + bC_Hucl * C_Hucl + bPucl * price_ul + bBD_Mcl *
> BD_Mcl + bBD_Hcl * BD_Hcl + bW_Mcl * W_Mcl + bW_Hcl * W_Hcl
> + bER_Mcl * ER_Mcl + bER_Hcl * ER_Hcl + bC_Mcl * C_Mcl + bC_Hcl * C_Hcl +
> bPcl * price_cl + bBD_Much * BD_Much + bBD_Huch * BD_Huch
> + bW_Much * W_Much + bW_Huch * W_Huch + bER_Much * ER_Much + bER_Huch *
> ER_Huch + bC_Much * C_Much + bC_Huch * C_Huch + bPuch * price_uh
> + bBD_Mch * BD_Mch + bBD_Hch * BD_Hch + bW_Mch * W_Mch + bW_Hch * W_Hch +
> bER_Mch * ER_Mch + bER_Hch * ER_Hch + bC_Mch * C_Mch + bC_Hch * C_Hch
> + bPch * price_ch/
> U(OO) = OO
> $
>
> Does anyone have an idea why nlogit shuts down? Is it too complex for the
> number of observations I have?
>
> Many thanks in advance.
> Best regards,
> Iris Vanermen
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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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