Dear all,
I am trying to estimate a multinomial logit model with mlogit.
The data I use for the estimation have the following format (in the full data
set, there are many more explanatory variables, but I omit them here for the
sake of simplicity):
> head(sample)
choice cl_vint_com gezinsid pr_tot
1 0 1 411060112 2176.015
2 0 2 411060112 2240.531
3 0 3 411060112 3649.945
4 0 4 411060112 3255.782
5 0 5 411060112 5391.076
6 0 6 411060112 3740.085
"choice" is 1 if the alternative is chosen and 0 otherwise
"cl_vint_com " is the ID of the alternative
"gezinsid " is the ID of the individuals
"pr_tot" is the price of each alternative.
I use the following steps for the estimation:
two_carmodel_data <- mlogit.data(sample, choice = "choice", shape = "long",
alt.var = "cl_vint_com", chid.var = "gezinsid" )
formula_2cars <- mFormula(choice ~ pr_tot )
mod_res <- mlogit(formula_2cars, two_carmodel_data)
This leads to the following error messages:
Error in solve.default(H, g[!fixed]) : system is computationally
singular: reciprocal condition number = 5.17802e-25
>From the documentation of the mlogit package, I do not see any mistake in my
>formulation of mFormula() (pr_tot is an alternative specific variable).
I have found some internet discussions of users facing a similar problem, and I
understand that in some cases, this may be due to some alternatives that are
never chosen in the sample (leading to separation problems).
However, I have eliminated all alternatives that are never chosen, and the
problem persists. The output of the following table confirms that no
quasi-separation occurs):
table(sample $pr_tot , sample $choice)
I have probably made a very trivial mistake leading to collinerarity, but I do
not see where (after all, mlogit takes care of setting the alternative-specific
constant for the 1st alternative to zero, doesn't it?)
Please advice.
Laurent Franckx, PhD
Senior researcher sustainable mobility
VITO NV | Boeretang 200 | 2400 Mol
Tel. ++ 32 14 33 58 22| mob. +32 479 25 59 07 | Skype: laurent.franckx |
[email protected] | Twitter @LaurentFranckx
#verify whether all cl_vint are chosen to avoid strict separation
test_for_separ <- table(input_for_NLOGIT_all_alt_joined$cl_vint_com
,input_for_NLOGIT_all_alt_joined$choice)
test_for_separ_sel <- test_for_separ[test_for_separ$1 == 0, ]
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