ApolloChoiceModelling forum

Dear Stephane and David,

I have been running some MXL estimations on a Linux server using Apollo 0.2.5 with good results. When I moved the same files to a Windows computer, also with apollo 0.2.5., the same estimations show me "some eigenvalues of Hessian are positive" and I get many "NAN" in the s.e., t.rat, etc. Which was not the case in the Linux server.

Which estimation should I rely on, the Linux server one or the Windows one? Why is this happenning?

Thank you.
Best regards,
Emilia

Emilia

small differences can happen, but this looks like an identification issue in one system. Can you please share the output for both?

Thanks

Stephane

Dear Stephane,

Please find attach a zip with both outputs.

Best regards
Emilia

Emilia

apologies for the slow reply. This is quite odd, and what surprises is that the code doesn't use analytical derivatives. To help diagnose the issue further, would you be able to share the data with us offline?

Stephane

Dear Stephane,

I have sent the data to your e-mail. Please let me know if by any chance you have not receive it.

Thanks.

Best regards,

Emilia

Emilia

I had a look.

A few points:

1. I would strongly recommend using more than 100 draws for the model
2. There is no reason to use the workInLogs setting for your model with only 12 observations per individual
3. Most importantly, you are using the setting . There is no need for this. It would mean using numerical derivatives for the Hessian instead of analytical derivatives, and this, potentially coupled with the low number of draws, led to the problems you saw

Stephane