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Re: Re: st: -mixlogit- numeric overflow
From
Arne Risa Hole <[email protected]>
To
statalist <[email protected]>
Subject
Re: Re: st: -mixlogit- numeric overflow
Date
Thu, 14 Nov 2013 10:52:32 +0000
Filippo
Thanks, that confirms my suspicion. You need to do
egen csid = group(ID Set)
mixlogit Choice bill, rand(_covariates_) group(csid) id(ID)
Arne
On 14 November 2013 09:46, Filippo Maria D'Arcangelo
<[email protected]> wrote:
> Arne,
>
> sorry for the late reply. Hereafter an extract of our dataset:
> +--------------------------------------------------------+
> ID Set Alter Choice bill [dummy covariates]
> ---------------------------------------------------------
> individual 1:
> 100080 1 1 1 10
> 100080 1 2 0 50
> 100080 1 3 0 0
> 100080 2 1 1 50
> 100080 2 2 0 100
> --------------------------------------------------------
> 100080 2 3 0 0
> 100080 3 1 0 100
> 100080 3 2 0 100
> 100080 3 3 1 0
> - + - + - + - + - + - + - + - + - + - + - + - + - + - +
> Other choices from same individual......
> - + - + - + - + - + - + - + - + - + - + - + - + - + - +
> individual 2:
> 100081 1 1 0 10
> 100081 1 2 1 50
> 100081 1 3 0 0
> 100081 2 1 0 50
> 100081 2 2 1 100
> --------------------------------------
> 100081 2 3 0 0
> 100081 3 1 1 100
> 100081 3 2 0 100
> 100081 3 3 0 0
> +--------------------------------------+
> Other individuals.....
>
>
> We use Set as our "group" variable, so it seems that we are doing it wrong.... Our stata command is
> mixlogit Choice bill, rand(_covariates_) group(Set) id(ID).
> Regards,
>
> Filippo
>
>
>
>>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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