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Re: st: -mixlogit- numeric overflow


From   Arne Risa Hole <[email protected]>
To   statalist <[email protected]>
Subject   Re: st: -mixlogit- numeric overflow
Date   Tue, 5 Nov 2013 23:44:16 +0000

Filippo

I suspect your "group" variable is incorrectly defined - is it a
unique identifier for each choice situation as required, or does it
take the values 1,2,...,8 for each respondent? Also, please show us
your exact -mixlogit- syntax as requested in the Statalist FAQ.

Arne (author of -mixlogit-)

On 5 November 2013 11:09, Filippo Maria D'Arcangelo
<[email protected]> wrote:
> Dear statalisters,
>
> I'm running a mixed logit following Hole (2007) [http://www.stata-journal.com/sjpdf.html?articlenum=st0133].
> I have a dataset of 24000 observations, that is 1000 individuals, 8 choice situations and 3 alternatives per situation (i.e. 1000 * 8 * 3 = 24000).
> As soon as I run -mixlogit- with 7 independent variables (almost equally divided in the [indepvar] and rand(varlist) places) I receive the following error:
>> 3000 (group size) take 1000 (# positives) combinations results in numeric overflow; computations cannot proceed
>
> I keep on receiving the error, no matter how I rearrange the covariates (or if I reduce them). I get the same message even if I reduce the number of observations.
> I even tried to use the option [form] with a vector as a starting point with the mean of the covariates as per Hole (2007).
> Any suggestion?
>
> Filippo Maria D'Arcangelo
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