Important: Read this before posting to this forum

  1. This forum is for questions related to the use of Apollo. We will answer some general choice modelling questions too, where appropriate, and time permitting. We cannot answer questions about how to estimate choice models with other software packages.
  2. There is a very detailed manual for Apollo available at http://www.ApolloChoiceModelling.com/manual.html. This contains detailed descriptions of the various Apollo functions, and numerous examples are available at http://www.ApolloChoiceModelling.com/examples.html. In addition, help files are available for all functions, using e.g. ?apollo_mnl
  3. Before asking a question on the forum, users are kindly requested to follow these steps:
    1. Check that the same issue has not already been addressed in the forum - there is a search tool.
    2. Ensure that the correct syntax has been used. For any function, detailed instructions are available directly in Apollo, e.g. by using ?apollo_mnl for apollo_mnl
    3. Check the frequently asked questions section on the Apollo website, which discusses some common issues/failures. Please see http://www.apollochoicemodelling.com/faq.html
    4. Make sure that R is using the latest official release of Apollo.
  4. If the above steps do not resolve the issue, then users should follow these steps when posting a question:
    1. provide full details on the issue, including the entire code and output, including any error messages
    2. posts will not immediately appear on the forum, but will be checked by a moderator first. This may take a day or two at busy times. There is no need to submit the post multiple times.

No Standard Error

Ask questions about the results reported after estimation. If the output includes errors, please include your model code if possible.
Post Reply
ps2u17
Posts: 2
Joined: 02 Aug 2021, 09:13

No Standard Error

Post by ps2u17 »

Hi Apollo Community!

Congratulations on the fantastic package !!

I am very new to discrete choice modeling, but I have to create a model for my thesis, and my supervisor suggested apollo.
Apologies for the very basic questions! (Still learning)
I have written the code and managed to create the five-level nesting structure that I need.
However, since I have too many alternatives (27) and a lot of independent variables (17 per alternative), the model ends up being very complicated.
I have created a test dataset ( to make sure that it runs properly and I have NA in all: s.e., t.rat.(0) , Rob.s.e. & Rob.t.rat.(0))
I do not know if the problem comes from the test data set (do I need more individuals (currently have 188))? Is there a problem with my model nesting structure?
I have read on the forum about bootstrap and tried it but had no luck!
I have also read somewhere in the forum that it is advised to start working on simpler models and then progressively making it complicated, but I have no idea on how this procedure is done? Do we start with less variables in the model? with a simpler nesting structure?

I would appreciate any help or advice!

Thank you very much!
Best Regards,
Vivian
dpalma
Posts: 190
Joined: 24 Apr 2020, 17:54

Re: No Standard Error

Post by dpalma »

Hi Vivian,

Welcome to the community. Glad you like the page :)

If you get all NAs in the s.e. and t-ratios, it is likely your model is misspecified. It could be that some parameters are not identified, for example because you put the same explanatory variable with the same coefficient in all alternatives, or because you have a perfect explanator among your explanatory variables (e.g. respondents always choose alternative 1 when dummy variable x1=1, and never choose it when x1=0). It is not possible to say what is the issue without looking at your code and data.

In general, it's always advisable to start with a simple MNL model and build from that. So I would recommend you start by estimating an MNL model (i.e. no nesting structure) on your data. If you still have issues, you know that the problem is in the definition of the utilities, and not in the nesting structure. So you can focus on solving that. Only after successfully estimating an MNL I would recommend moving to a nested logit.

Try estimating some MNL models with your data. If you keep having issues, you can write again attaching your data and script.

Best of luck!
David
ps2u17
Posts: 2
Joined: 02 Aug 2021, 09:13

Re: No Standard Error

Post by ps2u17 »

Hello,

I will try this and get back to you as soon as possible!

Thank you very much!
Best regards,
Vivian
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