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  • mixlogitwtp not converging, anyone could help?

    Hi guys,
    I am estimating a model in willingness-to-pay space with mixlogitwtp . First,I really like how straightforward mixlogitwtp and mixlogit are, and they are a big help to my research.
    However I encounter issue with mixlogitwtp when halton draws is at 2000, specifically convergence issues. I wonder if anyone runs into similar issues when halton gets high.
    After a few rounds of research, we have tried a couple of suggestions, especially from Hong (https://www.statalist.org/forums/for...it#post1545090). As my preference space model has no problem at halton 2000, i wonder if something I can incorporate in the code to make it work. I will update the data sample as soon as my current stata program stops running.

    codes:

    mixlogitwtp selected, group(_caseid) id(res_id) price (mprice) rand($X) nrep(500) ////[can converge]
    mat b=e(b)
    mat v=e(v)

    this is the code that I have problem with:
    mixlogitwtp selected, group(_caseid) id(res_id) price (mprice) rand($X) nrep(2000) technique(bfgs 5 nr 5) from (b)
    ---
    (setting technique to bfgs)
    Iteration 0: Log likelihood = -4159.8497
    Iteration 1: Log likelihood = -4156.885 (backed up)
    Iteration 2: Log likelihood = -4156.123 (backed up)
    Iteration 3: Log likelihood = -4140.8442
    Iteration 4: Log likelihood = -4138.2942
    (switching technique to nr)
    Iteration 5: Log likelihood = -4135.0974
    Iteration 6: Log likelihood = -4133.2778 (not concave)
    Iteration 7: Log likelihood = -4128.9887 (not concave)
    Iteration 8: Log likelihood = -4124.2353
    Iteration 9: Log likelihood = -4122.9876 (not concave)
    (switching technique to bfgs)
    Iteration 10: Log likelihood = -4122.2715
    Iteration 11: Log likelihood = -4121.4353
    Iteration 12: Log likelihood = -4121.1275
    Iteration 13: Log likelihood = -4120.8714
    Iteration 14: Log likelihood = -4120.3652
    (switching technique to nr)
    Iteration 15: Log likelihood = -4120.2519 (not concave)
    Iteration 16: Log likelihood = -4119.9666 (not concave)
    Iteration 17: Log likelihood = -4119.9068 (not concave)
    Iteration 18: Log likelihood = -4119.884 (not concave)
    Iteration 19: Log likelihood = -4119.8739 (not concave)
    (switching technique to bfgs)
    Iteration 20: Log likelihood = -4119.8608
    Iteration 21: Log likelihood = -4119.8606
    Iteration 22: Log likelihood = -4119.8518
    Iteration 23: Log likelihood = -4119.8445
    Iteration 24: Log likelihood = -4119.8322
    (switching technique to nr)
    Iteration 25: Log likelihood = -4119.8321 (not concave)
    Iteration 26: Log likelihood = -4119.8321 (not concave)
    Iteration 27: Log likelihood = -4119.8321 (not concave)
    Iteration 28: Log likelihood = -4119.8321 (not concave)
    Iteration 29: Log likelihood = -4119.8321 (not concave)
    (switching technique to bfgs)
    Iteration 30: Log likelihood = -4119.8321 (backed up)
    Iteration 31: Log likelihood = -4119.8316
    Iteration 32: Log likelihood = -4119.827
    Iteration 33: Log likelihood = -4119.8263
    Iteration 34: Log likelihood = -4119.8259
    (switching technique to nr)
    Iteration 35: Log likelihood = -4119.8256 (not concave)
    Iteration 36: Log likelihood = -4119.8227 (not concave)
    Iteration 37: Log likelihood = -4119.8226 (not concave)
    Iteration 38: Log likelihood = -4119.8221 (not concave)
    Iteration 39: Log likelihood = -4119.8212 (not concave)
    (switching technique to bfgs)
    Iteration 40: Log likelihood = -4119.8188
    Iteration 41: Log likelihood = -4119.8123
    Iteration 42: Log likelihood = -4119.8055
    Iteration 43: Log likelihood = -4119.7964
    Iteration 44: Log likelihood = -4119.7879
    (switching technique to nr)
    Iteration 45: Log likelihood = -4119.7852 (not concave)
    Iteration 46: Log likelihood = -4119.7835 (not concave)
    Iteration 47: Log likelihood = -4119.7768
    Iteration 48: Log likelihood = -4119.7712 (not concave)
    Iteration 49: Log likelihood = -4119.7667 (not concave)
    (switching technique to bfgs)
    Iteration 50: Log likelihood = -4119.7592
    Iteration 51: Log likelihood = -4119.7553
    Iteration 52: Log likelihood = -4119.7525
    Iteration 53: Log likelihood = -4119.751
    Iteration 54: Log likelihood = -4119.7495
    (switching technique to nr)
    Iteration 55: Log likelihood = -4119.7489 (not concave)
    Iteration 56: Log likelihood = -4119.7473 (not concave)
    Iteration 57: Log likelihood = -4119.7472 (not concave)
    Iteration 58: Log likelihood = -4119.7471 (not concave)
    Iteration 59: Log likelihood = -4119.747 (not concave)
    (switching technique to bfgs)
    Iteration 60: Log likelihood = -4119.7469
    Iteration 61: Log likelihood = -4119.7468
    Iteration 62: Log likelihood = -4119.7463
    Iteration 63: Log likelihood = -4119.746
    Iteration 64: Log likelihood = -4119.746
    (switching technique to nr)
    Iteration 65: Log likelihood = -4119.7459 (not concave)
    Iteration 66: Log likelihood = -4119.7459 (not concave)
    Iteration 67: Log likelihood = -4119.7458 (not concave)
    Iteration 68: Log likelihood = -4119.7458 (not concave)
    Iteration 69: Log likelihood = -4119.7458 (not concave)
    (switching technique to bfgs)
    Iteration 70: Log likelihood = -4119.7457
    Iteration 71: Log likelihood = -4119.7457 (backed up)
    Iteration 72: Log likelihood = -4119.7457 (backed up)
    Iteration 73: Log likelihood = -4119.7457 (backed up)
    Iteration 74: Log likelihood = -4119.7457 (backed up)
    (switching technique to nr)
    Iteration 75: Log likelihood = -4119.7457 (not concave)
    Iteration 76: Log likelihood = -4119.7457 (not concave)
    Iteration 77: Log likelihood = -4119.7457 (not concave)
    Iteration 78: Log likelihood = -4119.7457 (not concave)
    Iteration 79: Log likelihood = -4119.7457 (not concave)
    (switching technique to bfgs)
    Iteration 80: Log likelihood = -4119.7457
    Last edited by Xuejuan Zh; 22 Dec 2024, 01:38.

  • #2
    Code:
    * Example generated by -dataex-. For more info, type help dataex
    clear
    input int(res_id _caseid) byte(alt_id selected price) float(optout fresh farmed supermarket coo_us coo_ca fresh_farmed)
    1001  1 1 0 55 0 0 1 1 0 0 0
    1001  1 2 1 31 0 1 1 1 1 0 1
    1001  1 3 0 70 0 0 0 0 0 1 0
    1001  1 4 0  0 1 0 0 0 0 0 0
    1001  4 1 1 31 0 1 1 0 1 0 1
    1001  4 2 0 39 0 0 1 1 0 1 0
    1001  4 3 0 70 0 0 0 1 0 0 0
    1001  4 4 0  0 1 0 0 0 0 0 0
    1001  5 1 0 70 0 1 0 0 0 0 0
    1001  5 2 0 31 0 0 1 0 0 1 0
    1001  5 3 1 55 0 1 0 1 1 0 0
    1001  5 4 0  0 1 0 0 0 0 0 0
    1001  6 1 1 70 0 0 1 1 1 0 0
    1001  6 2 0 39 0 0 1 0 0 1 0
    1001  6 3 0 31 0 1 0 1 0 0 0
    1001  6 4 0  0 1 0 0 0 0 0 0
    1002 13 1 0 55 0 0 1 1 0 0 0
    1002 13 2 1 31 0 1 1 1 1 0 1
    1002 13 3 0 70 0 0 0 0 0 1 0
    1002 13 4 0  0 1 0 0 0 0 0 0
    1002 14 1 1 31 0 0 1 0 1 0 0
    1002 14 2 0 70 0 1 1 1 0 1 1
    1002 14 3 0 39 0 0 0 1 0 0 0
    1002 14 4 0  0 1 0 0 0 0 0 0
    1002 17 1 0 70 0 1 0 0 0 0 0
    1002 17 2 0 31 0 0 1 0 0 1 0
    1002 17 3 0 55 0 1 0 1 1 0 0
    1002 17 4 1  0 1 0 0 0 0 0 0
    1002 18 1 0 70 0 0 1 1 1 0 0
    1002 18 2 0 39 0 0 1 0 0 1 0
    1002 18 3 1 31 0 1 0 1 0 0 0
    1002 18 4 0  0 1 0 0 0 0 0 0
    1003 25 1 0 31 0 1 0 1 0 1 0
    1003 25 2 1 55 0 0 1 1 0 0 0
    1003 25 3 0 70 0 1 1 0 1 0 1
    1003 25 4 0  0 1 0 0 0 0 0 0
    end
    Last edited by Xuejuan Zh; 22 Dec 2024, 18:29.

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