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st: Gllamm multinominal logit model estimation problems
From
Alec Minnema <[email protected]>
To
<[email protected]>
Subject
st: Gllamm multinominal logit model estimation problems
Date
Mon, 13 Feb 2012 12:04:15 +0100
Dear Statalist users,
I am trying to estimate the choice of households to buy a product i in week t. I would like to do this with the gllamm module in Stata.
The data is in the expanded format and consist of the following variables:
Brand= The set of brands, in total 4 brands.
Brand1-Brand3 are dummy variables for the brands.
v35= Price of brand x in week t.
v37=The variable that identifies consist of the ID(v5) and the week t.
BrandSelected=Indicates if the brand is selected
v5=ID
The resulting model in Gllamm is specified in the following manner:
gllamm Brand Brand1 Brand2 Brand4 v35, expanded(v37 BrandSelected o) i(v5) noconstant iterate(20) nip(20) family(binom) link(mlogit) adapt trace search(20)
Please note that there are atleast 5 observations per ID, so in 5 weeks the households decides to buy a brand.
Please note that there are no none options.
Please note that a household can only buy one brand per week.
In total there are:
number of level 1 units = 1444
number of level 2 units = 37
If I estimate this model, it first finds initial values in four iterations.
Afterwards, stata produces the following output:
start running on 13 Feb 2012 at 11:51:57
Searching for initial values for random effects
likelihood:
-453.4502 -453.4502 -453.4502 -453.4502 -453.4502 -453.4502
-453.4502 -453.4502 -453.4502 -453.4502 -453.4502 -453.4502
-453.4502 -453.4502 -453.4502 -453.4502 -453.4502 -453.4502
-453.4502 -453.4502
Running adaptive quadrature
------------------------------------------------------------------------------
Iteration 0 of adaptive quadrature:
Initial parameters:
Brand: Brand: Brand: Brand: v51:
Brand1 Brand2 Brand4 v35 _cons
y1 -.4985762 -.7274367 .344051 -.0191824 .5
Updated log likelihood:
-453.4502 -453.4502
log likelihood = -453.4502
------------------------------------------------------------------------------
Iteration 1 of adaptive quadrature:
Updated parameters:
(error occurred in ML computation)
(use trace option and check correctness of initial model)
finish running on 13 Feb 2012 at 11:52:02
Can anybody please help me by explaining the reason for this error term and how to solve it.
Kind Regards,
Alec Minnema
PhD student, University of Groningen.
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