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标题: Help：estimated Mixed Logit model with PROC GLIMMIX or PROC M [打印本页]

作者: shiyiming 时间: 2009-7-10 12:16
标题: Help：estimated Mixed Logit model with PROC GLIMMIX or PROC M
I am trying to estimate a mixed logit model to understand taste variation among the people. In my sample, there are 5000 people as decision makers and each of them make repeated choices ranging from 1 to 300 times. So I end up having 160000 observations.

I tried to use PROC MDC first (code listed below), then this model takes 160000 observation at one time and I can't specify individual person as cluster.
****************************************************

  proc mdc data=gdp.matlab_model_0610 type=mixedlogit;
   model response =
ini_dly_beta_trun
dly_sav_min2
freq
distance
rev
hub
mj_index
prm_airlines
marketfare
seat
/
            nchoice=2
            mixed=(normalparm=ini_dly_beta_trun  dly_sav_min2);
   id id;
run;
**************************************

Then I tried PROC GLIMMIX, then it can't converge. Damn it....
******************************
proc glimmix INITGLM data=gdp.y7;
class cluster;
model response  =
ini_dly_beta_trun
dly_sav_min2
freq
distance
rev
hub
mj_index
prm_airlines
marketfare
seat  /
dist=binary    link=logit
solution ;
random ini_dly_beta_trun
dly_sav_min2
/subject=cluster ;
;
run;
*******************************************

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