Hi,
I am using -mixlogitwtp- from SSC to estimate logit models in the WTP space. In my research, I am using survey data about three cities and estimating the model separately for each.
I am facing convergence issues in only one of these cities, but not in the others. By convergence issues I mean, specifically, the message error "(not concave)" and "numerical derivatives are approximate flat or discontinuous region encountered".
When I first started my investigation on the topic, I tried the "usual prescription", namely, removing controls and running the simplest model possible. I still fail to find convergence.
Right now I am at a loss as to why this problem is happening. The data treatment and variables are identical between the cities (as I will show in the MWE below) so I do not think it is an identification problem. It could be that the log-likelihood is at a flat area, as the error message suggests. Then, how can I change the initial guess so as to, hopefully, go out of this flat area?
Any suggestion will be much appreciated, thanks!
[ it follows below the MWE]
First city (it converges)
Second city (it does not converge)
Third city (it converges)
The model I am running is:
I am using -mixlogitwtp- from SSC to estimate logit models in the WTP space. In my research, I am using survey data about three cities and estimating the model separately for each.
I am facing convergence issues in only one of these cities, but not in the others. By convergence issues I mean, specifically, the message error "(not concave)" and "numerical derivatives are approximate flat or discontinuous region encountered".
When I first started my investigation on the topic, I tried the "usual prescription", namely, removing controls and running the simplest model possible. I still fail to find convergence.
Right now I am at a loss as to why this problem is happening. The data treatment and variables are identical between the cities (as I will show in the MWE below) so I do not think it is an identification problem. It could be that the log-likelihood is at a flat area, as the error message suggests. Then, how can I change the initial guess so as to, hopefully, go out of this flat area?
Any suggestion will be much appreciated, thanks!
[ it follows below the MWE]
First city (it converges)
Code:
* Example generated by -dataex-. For more info, type help dataex clear input byte choice float(modo2 modo4) double expansao float(mprice mtempo id) long cidades 0 0 0 34.3045536748879 -6.15 -.1887057 98472 1 0 0 1 34.3045536748879 -7.15 -.16327105 98472 1 1 1 0 34.3045536748879 -3.97303 -.10017508 98472 1 1 0 0 227.247278971441 -6.15 -.2044469 98473 1 0 0 1 227.247278971441 -7.15 -.1768906 98473 1 0 1 0 227.247278971441 -6.018733 -.10853136 98473 1 1 0 0 15.8392356500174 -6.15 -.2044469 98474 1 0 0 1 15.8392356500174 -7.15 -.1768906 98474 1 0 1 0 15.8392356500174 -4.012489 -.10853136 98474 1 1 0 0 227.247278971441 -6.15 -.15143263 98475 1 0 0 1 227.247278971441 -7.15 -.13102183 98475 1 0 1 0 227.247278971441 -3.8795974 -.08038855 98475 1 1 0 0 33.3430493243497 -6.15 -.15143263 98476 1 0 0 1 33.3430493243497 -7.15 -.13102183 98476 1 0 1 0 33.3430493243497 -5.819396 -.08038855 98476 1 0 0 0 152.898298152986 -6.15 -.15143263 98477 1 0 0 1 152.898298152986 -7.15 -.13102183 98477 1 1 1 0 152.898298152986 -3.8795974 -.08038855 98477 1 1 0 0 101.982903726231 -6.15 -.179227 98478 1 0 0 1 101.982903726231 -7.15 -.1550699 98478 1 0 1 0 101.982903726231 -3.94927 -.09514327 98478 1 0 0 0 13.3756287264471 -6.15 -.179227 98479 1 0 0 1 13.3756287264471 -7.15 -.1550699 98479 1 1 1 0 13.3756287264471 -3.94927 -.09514327 98479 1 0 0 0 119.799109462961 -6.15 -.179227 98480 1 0 0 1 119.799109462961 -7.15 -.1550699 98480 1 1 1 0 119.799109462961 -3.94927 -.09514327 98480 1 1 0 0 25.8698479984875 -6.15 -.208468 98481 1 0 0 1 25.8698479984875 -7.15 -.1803697 98481 1 0 1 0 25.8698479984875 -6.033853 -.11066597 98481 1 1 0 0 73.2116698357196 -6.15 -.208468 98482 1 0 0 1 73.2116698357196 -7.15 -.1803697 98482 1 0 1 0 73.2116698357196 -6.033853 -.11066597 98482 1 0 0 0 15.9458475797644 -6.15 -.208468 98483 1 0 0 1 15.9458475797644 -7.15 -.1803697 98483 1 1 1 0 15.9458475797644 -4.0225687 -.11066597 98483 1 1 0 0 19.3571305989791 -6.15 -.17976004 98484 1 0 0 1 19.3571305989791 -7.15 -.15553112 98484 1 0 1 0 19.3571305989791 -3.950606 -.09542625 98484 1 1 0 0 108.912060073632 -6.15 -.17976004 98485 1 0 0 1 108.912060073632 -7.15 -.15553112 98485 1 0 1 0 108.912060073632 -3.950606 -.09542625 98485 1 0 0 0 75.8844003080431 -6.15 -.17976004 98486 1 0 0 1 75.8844003080431 -7.15 -.15553112 98486 1 1 1 0 75.8844003080431 -3.950606 -.09542625 98486 1 1 0 0 124.68627973592 -6.15 -.17976004 98487 1 0 0 1 124.68627973592 -7.15 -.15553112 98487 1 0 1 0 124.68627973592 -5.925909 -.09542625 98487 1 1 0 0 36.971929130169 -6.15 -.17976004 98488 1 0 0 1 36.971929130169 -7.15 -.15553112 98488 1 0 1 0 36.971929130169 -5.925909 -.09542625 98488 1 1 0 0 138.348555437176 -6.15 -.17976004 98489 1 0 0 1 138.348555437176 -7.15 -.15553112 98489 1 0 1 0 138.348555437176 -5.925909 -.09542625 98489 1 1 0 0 124.68627973592 -6.15 -.17976004 98490 1 0 0 1 124.68627973592 -7.15 -.15553112 98490 1 0 1 0 124.68627973592 -5.925909 -.09542625 98490 1 1 0 0 103.910556127258 -6.15 -.17976004 98491 1 0 0 1 103.910556127258 -7.15 -.15553112 98491 1 0 1 0 103.910556127258 -3.950606 -.09542625 98491 1 0 0 0 112.622793876684 -6.15 -.17976004 98492 1 0 0 1 112.622793876684 -7.15 -.15553112 98492 1 1 1 0 112.622793876684 -5.925909 -.09542625 98492 1 0 0 0 128.934455674196 -6.15 -.17976004 98493 1 0 0 1 128.934455674196 -7.15 -.15553112 98493 1 1 1 0 128.934455674196 -3.950606 -.09542625 98493 1 0 0 0 18.0399505387465 -6.15 -.17976004 98494 1 0 0 1 18.0399505387465 -7.15 -.15553112 98494 1 1 1 0 18.0399505387465 -3.950606 -.09542625 98494 1 0 0 0 119.799109462961 -6.15 -.17976004 98495 1 0 0 1 119.799109462961 -7.15 -.15553112 98495 1 1 1 0 119.799109462961 -3.950606 -.09542625 98495 1 1 0 0 179.608927421712 -6.15 -.17976004 98496 1 0 0 1 179.608927421712 -7.15 -.15553112 98496 1 0 1 0 179.608927421712 -5.925909 -.09542625 98496 1 0 0 0 75.8844003080431 -6.15 -.17976004 98497 1 0 0 1 75.8844003080431 -7.15 -.15553112 98497 1 1 1 0 75.8844003080431 -3.950606 -.09542625 98497 1 0 0 0 107.450884102458 -6.15 -.17976004 98498 1 0 0 1 107.450884102458 -7.15 -.15553112 98498 1 1 1 0 107.450884102458 -3.950606 -.09542625 98498 1 1 0 0 15.8585867500785 -6.15 -.17976004 98499 1 0 0 1 15.8585867500785 -7.15 -.15553112 98499 1 0 1 0 15.8585867500785 -5.925909 -.09542625 98499 1 0 0 0 114.528820970203 -6.15 -.29149082 98500 1 0 0 1 114.528820970203 -7.15 -.2522023 98500 1 1 1 0 114.528820970203 -4.2306824 -.1547389 98500 1 1 0 0 78.997299153129 -6.15 -.29149082 98501 1 0 0 1 78.997299153129 -7.15 -.2522023 98501 1 0 1 0 78.997299153129 -6.346024 -.1547389 98501 1 0 0 0 117.705532792734 -6.15 -.29149082 98502 1 0 0 1 117.705532792734 -7.15 -.2522023 98502 1 1 1 0 117.705532792734 -4.2306824 -.1547389 98502 1 1 0 0 130.854102426549 -6.15 -.29149082 98503 1 0 0 1 130.854102426549 -7.15 -.2522023 98503 1 0 1 0 130.854102426549 -4.2306824 -.1547389 98503 1 0 0 0 75.2742947767382 -6.15 -.29149082 98504 1 1 0 1 75.2742947767382 -7.15 -.2522023 98504 1 0 1 0 75.2742947767382 -6.346024 -.1547389 98504 1 0 0 0 114.528820970203 -6.15 -.29149082 98505 1 end
Code:
* Example generated by -dataex-. For more info, type help dataex clear input byte choice float(modo2 modo4) double expansao float(mprice mtempo id) long cidades 0 0 0 23.6535 -6.58 -.3101199 118004 2 0 0 1 23.6535 -9 -.2488805 118004 2 1 1 0 23.6535 -5.308028 -.22083002 118004 2 0 0 0 23.6535 -6.58 -.56142086 118005 2 0 0 1 23.6535 -9 -.4505571 118005 2 1 1 0 23.6535 -6.773136 -.3997763 118005 2 0 0 0 22.9718 -6.58 -.17822076 118006 2 0 0 1 22.9718 -9 -.14302751 118006 2 1 1 0 22.9718 -4.5390434 -.12690735 118006 2 0 0 0 17.9476 -6.58 -.4390465 118007 2 0 0 1 17.9476 -9 -.352348 118007 2 1 1 0 17.9476 -6.059682 -.312636 118007 2 0 0 0 17.9476 -6.58 -.58460796 118008 2 0 0 1 17.9476 -9 -.4691654 118008 2 1 1 0 17.9476 -6.908319 -.4162873 118008 2 0 0 0 33.1979 -6.58 -.51330984 118009 2 0 0 1 33.1979 -9 -.4119465 118009 2 1 1 0 33.1979 -6.492644 -.3655174 118009 2 1 0 0 23.6535 -6.58 -.4461772 118010 2 0 0 1 23.6535 -9 -.3580706 118010 2 0 1 0 23.6535 -6.101254 -.31771365 118010 2 1 0 0 21.6564 -6.58 -.5634343 118011 2 0 0 1 21.6564 -9 -.4521729 118011 2 0 1 0 21.6564 -10.177312 -.40121 118011 2 1 0 0 22.0455 -6.58 -.4348046 118012 2 0 0 1 22.0455 -9 -.3489437 118012 2 0 1 0 22.0455 -6.034951 -.3096154 118012 2 0 0 0 23.6535 -6.58 -.6603255 118013 2 0 0 1 23.6535 -9 -.529931 118013 2 1 1 0 23.6535 -7.349759 -.4702042 118013 2 0 0 0 17.9476 -6.58 -.6795928 118014 2 0 0 1 17.9476 -9 -.5453936 118014 2 1 1 0 17.9476 -7.462089 -.4839241 118014 2 0 0 0 23.6535 -6.58 -.7226252 118015 2 0 0 1 23.6535 -9 -.5799284 118015 2 1 1 0 23.6535 -7.712972 -.5145666 118015 2 0 0 0 22.0455 -6.58 -.6544104 118016 2 0 0 1 22.0455 -9 -.525184 118016 2 1 1 0 22.0455 -7.315273 -.4659922 118016 2 1 0 0 17.9476 -6.58 -.6733209 118017 2 0 0 1 17.9476 -9 -.5403602 118017 2 0 1 0 17.9476 -7.425524 -.479458 118017 2 1 0 0 22.0455 -6.58 -.6733209 118018 2 0 0 1 22.0455 -9 -.5403602 118018 2 0 1 0 22.0455 -7.425524 -.479458 118018 2 0 0 0 21.6564 -6.58 -.6733209 118019 2 0 0 1 21.6564 -9 -.5403602 118019 2 1 1 0 21.6564 -7.425524 -.479458 118019 2 1 0 0 17.9476 -6.58 -.8787546 118020 2 0 0 1 17.9476 -9 -.7052268 118020 2 0 1 0 17.9476 -12.93483 -.6257431 118020 2 1 0 0 21.6564 -6.58 -.9791325 118021 2 0 0 1 21.6564 -9 -.7857832 118021 2 0 1 0 21.6564 -9.208433 -.6972202 118021 2 0 0 0 17.9476 -6.58 -.8726065 118022 2 0 0 1 17.9476 -9 -.7002928 118022 2 1 1 0 17.9476 -8.587377 -.6213651 118022 2 0 0 0 31.3336 -6.58 -1.0282129 118023 2 0 0 1 31.3336 -9 -.8251717 118023 2 1 1 0 31.3336 -9.494577 -.7321693 118023 2 0 0 0 22.0455 -6.58 -.7266191 118024 2 0 0 1 22.0455 -9 -.58313364 118024 2 1 1 0 22.0455 -7.736257 -.5174106 118024 2 1 0 0 21.6564 -6.58 -.7266191 118025 2 0 0 1 21.6564 -9 -.58313364 118025 2 0 1 0 21.6564 -11.604385 -.5174106 118025 2 0 0 0 39.1419 -6.58 -1.5467265 118026 2 0 0 1 39.1419 -9 -1.2412943 118026 2 1 1 0 39.1419 -12.51756 -1.1013921 118026 2 0 0 0 21.6564 -6.58 -1.7155348 118027 2 0 0 1 21.6564 -9 -1.376768 118027 2 1 1 0 21.6564 -13.501728 -1.2215972 118027 2 1 0 0 21.6564 -6.58 -3.860686 118028 2 0 0 1 21.6564 -9 -3.0983164 118028 2 0 1 0 21.6564 -26.00816 -2.7491155 118028 2 1 0 0 39.3071 -6.58 -.2480093 118029 2 0 0 1 39.3071 -9 -.1990349 118029 2 0 1 0 39.3071 -7.418876 -.17660233 118029 2 0 0 0 23.6535 -6.58 -1.0109034 118030 2 0 0 1 23.6535 -9 -.8112803 118030 2 1 1 0 23.6535 -9.3936615 -.7198436 118030 2 0 0 0 17.9476 -6.58 -1.2553185 118031 2 0 0 1 17.9476 -9 -1.0074308 118031 2 1 1 0 17.9476 -10.818624 -.8938866 118031 2 1 0 0 39.5112 -6.58 -.9039527 118032 2 0 0 1 39.5112 -9 -.7254491 118032 2 0 1 0 39.5112 -8.770128 -.6436862 118032 2 0 0 0 41.0196 -6.58 -1.2107304 118033 2 0 0 1 41.0196 -9 -.9716475 118033 2 1 1 0 41.0196 -10.558672 -.8621364 118033 2 1 0 0 35.8116 -6.58 -2.124199 118034 2 0 0 1 35.8116 -9 -1.7047333 118034 2 0 1 0 35.8116 -15.884277 -1.5125985 118034 2 0 0 0 49.7901 -6.58 -2.1921356 118035 2 0 0 1 49.7901 -9 -1.7592545 118035 2 1 1 0 49.7901 -16.280354 -1.5609747 118035 2 1 0 0 58.7155 -6.58 -2.049162 118036 2 0 0 1 58.7155 -9 -1.644514 118036 2 0 1 0 58.7155 -15.446805 -1.459166 118036 2 0 0 0 22.9718 -6.58 -1.8780423 118037 2 end
Code:
* Example generated by -dataex-. For more info, type help dataex clear input byte choice float(modo2 modo4) double expansao float(mprice mtempo id) long cidades 0 0 0 43.191617 -7.3 -.14533018 1 3 0 0 1 43.191617 -7.3 -.11297736 1 3 1 1 0 43.191617 -3.7991676 -.07831901 1 3 1 0 0 233.287244 -7.3 -.1660461 2 3 0 0 1 233.287244 -10.46 -.11469173 2 3 0 1 0 233.287244 -5.762718 -.0894829 2 3 0 0 0 279.343984 -7.3 -.1747469 3 3 1 0 1 279.343984 -7.3 -.13584545 3 3 0 1 0 279.343984 -5.789585 -.0941718 3 3 0 0 0 38.537426 -7.3 -.14503396 4 3 0 0 1 38.537426 -7.3 -.11274707 4 3 1 1 0 38.537426 -3.798558 -.07815938 4 3 0 0 0 22.132647 -7.3 -.24945304 5 3 1 0 1 22.132647 -7.3 -.1939208 5 3 0 1 0 22.132647 -6.020263 -.13443123 5 3 1 0 0 279.539321 -7.3 -.2198862 6 3 0 0 1 279.539321 -7.3 -.170936 6 3 0 1 0 279.539321 -5.928966 -.11849755 6 3 1 0 0 90.432332 -7.3 -.3560533 7 3 0 0 1 90.432332 -10.46 -.24593395 7 3 0 1 0 90.432332 -6.349423 -.19187854 7 3 0 0 0 8.475953 -7.3 -.4490484 8 3 1 0 1 8.475953 -10.46 -.3101678 8 3 0 1 0 8.475953 -6.636574 -.241994 8 3 1 0 0 168.504332 -7.3 -.19604996 9 3 0 0 1 168.504332 -7.3 -.1524061 9 3 0 1 0 168.504332 -5.855364 -.1056521 9 3 0 0 0 83.718713 -7.3 -.17298283 10 3 1 0 1 83.718713 -7.3 -.13447408 10 3 0 1 0 83.718713 -5.784137 -.09322114 10 3 1 0 0 91.081643 -7.3 -.28734875 11 3 0 0 1 91.081643 -7.3 -.2233803 11 3 0 1 0 91.081643 -6.137277 -.15485337 11 3 1 0 0 140.567946 -7.3 -.2321457 12 3 0 0 1 140.567946 -7.3 -.18046637 12 3 0 1 0 140.567946 -3.9778805 -.12510425 12 3 0 0 0 58.461203 -7.3 -.20494604 13 3 1 0 1 58.461203 -10.46 -.1415608 13 3 0 1 0 58.461203 -3.921889 -.11044624 13 3 0 0 0 298.827821 -7.3 -.23182558 14 3 0 0 1 298.827821 -10.46 -.1601271 14 3 1 1 0 298.827821 -3.9772215 -.12493173 14 3 0 0 0 128.247095 -7.3 -.3302537 15 3 0 0 1 128.247095 -10.46 -.2281136 15 3 1 1 0 128.247095 -4.1798396 -.17797504 15 3 1 0 0 276.119312 -7.3 -.1563583 16 3 0 0 1 276.119312 -10.46 -.10800016 16 3 0 1 0 276.119312 -5.732804 -.0842621 16 3 0 0 0 253.798162 -7.3 -.2531871 17 3 1 0 1 253.798162 -10.46 -.17488196 17 3 0 1 0 253.798162 -4.021195 -.13644353 17 3 0 0 0 59.316068 -7.3 -.3697634 18 3 0 0 1 59.316068 -10.46 -.25540382 18 3 1 1 0 59.316068 -4.2611713 -.19926696 18 3 1 0 0 89.967171 -7.3 -.4023775 19 3 0 0 1 89.967171 -10.46 -.27793112 19 3 0 1 0 89.967171 -6.492464 -.21684283 19 3 0 0 0 82.694334 -7.3 -.3368119 20 3 1 0 1 82.694334 -10.46 -.23264347 20 3 0 1 0 82.694334 -4.19334 -.18150926 20 3 1 0 0 89.967171 -7.3 -.4178809 21 3 0 0 1 89.967171 -10.46 -.28863963 21 3 0 1 0 89.967171 -6.540335 -.22519767 21 3 0 0 0 178.35644 -7.3 -.19087064 22 3 1 0 1 178.35644 -10.46 -.1318386 22 3 0 1 0 178.35644 -3.892914 -.10286095 22 3 0 0 0 67.128558 -7.3 -.3664159 23 3 1 0 1 67.128558 -10.46 -.25309163 23 3 0 1 0 67.128558 -4.2542806 -.197463 23 3 1 0 0 220.348144 -7.3 -.15817817 24 3 0 0 1 220.348144 -10.46 -.10925718 24 3 0 1 0 220.348144 -3.825616 -.08524284 24 3 0 0 0 22.438598 -7.3 -.24476655 25 3 1 0 1 22.438598 -10.46 -.1690657 25 3 0 1 0 22.438598 -6.005792 -.13190566 25 3 1 0 0 40.089773 -7.3 -.3230154 26 3 0 0 1 40.089773 -7.3 -.25110704 26 3 0 1 0 40.089773 -6.247409 -.1740743 26 3 0 0 0 59.945396 -7.3 -.25393894 27 3 1 0 1 59.945396 -7.3 -.19740807 27 3 0 1 0 59.945396 -6.034114 -.1368487 27 3 1 0 0 111.107364 -7.3 -.28941435 28 3 0 0 1 111.107364 -7.3 -.2249861 28 3 0 1 0 111.107364 -4.09577 -.15596655 28 3 0 0 0 37.978408 -7.3 -.3196334 29 3 1 0 1 37.978408 -7.3 -.2484779 29 3 0 1 0 37.978408 -6.236966 -.1722517 29 3 0 0 0 22.292463 -7.3 -.3567839 30 3 1 0 1 22.292463 -7.3 -.27735808 30 3 0 1 0 22.292463 -4.2344527 -.19227226 30 3 1 0 0 41.318549 -7.3 -.3461437 31 3 0 0 1 41.318549 -7.3 -.26908654 31 3 0 1 0 41.318549 -4.2125497 -.1865382 31 3 0 0 0 37.978408 -7.3 -.3139493 32 3 1 0 1 37.978408 -7.3 -.24405918 32 3 0 1 0 37.978408 -4.1462765 -.16918854 32 3 1 0 0 66.388737 -7.3 -.27349252 33 3 0 0 1 66.388737 -7.3 -.2126087 33 3 0 1 0 66.388737 -6.094492 -.14738621 33 3 0 0 0 43.191617 -7.3 -.302791 34 3 end
Code:
mixlogitwtp choice modo2 modo4 [pw=expansao], group(id) price(mprice) rand(mtempo) ln(1) iter(15) nrep(100)
Comment