Errors in Hybrid Choice Model with Bayesian Estimator
Posted: 27 Sep 2021, 11:01
I have tried several specifications of Hybrid Choice Model with Bayesian Estimator to solve my choice problem. My data contains several mode specific LVs in addition to other observable attributes like trip characteristics. I used initial 100k iterations as burn-in and next 100k for estimation. But after completing the estimation, I come across the same error each time:
The problem as I seen in my results is most probably related to estimation of covariance matrix (though not 100% sure).
It shows the initial loglikelihood value to -Inf though it was somewhere around -56000 when I started estimation.
I produces correlation matrices but NaNs in covariance matrices, what is the reason for that? I read somewhere that correlation matrix is unstandardized version of covariance matrix. Can you please suggest on this also?
I am attaching the code as well as my results.
Code: Select all
WARNING: RSGHB has censored the probabilities. Please note that in at least some iterations RSGHB has avoided numerical
issues by left censoring the probabilities. This has the side effect of zero or negative probabilities not leading to
failures!
Warning messages:
1: In log(test2_LL) : NaNs produced
2: In log(test1_LL) : NaNs producedIt shows the initial loglikelihood value to -Inf though it was somewhere around -56000 when I started estimation.
I produces correlation matrices but NaNs in covariance matrices, what is the reason for that? I read somewhere that correlation matrix is unstandardized version of covariance matrix. Can you please suggest on this also?
I am attaching the code as well as my results.