I am trying to estimate a MDCEV model in which the gamma term is parameterised. However, I get the following warning:
Code: Select all
Preparing user-defined functions.
WARNING: The pre-processing of 'apollo_probabilities' failed in initial testing. Your model may still run, but this indicates a potential problem. Please contact the developers for
assistance! Code: Select all
Error in apollo_estimate(apollo_beta, apollo_fixed, apollo_probabilities, :
CALCULATION ISSUE - Log-likelihood calculation fails at values close to the starting values!For the following example, I tried parameterising gamma_work and added individual availabilities for each observation right after loading the database.
Code: Select all
# ################################################################# #
#### LOAD LIBRARY AND DEFINE CORE SETTINGS ####
# ################################################################# #
### Clear memory
rm(list = ls())
### Load Apollo library
library(apollo)
library(tidyverse)
### Initialise code
apollo_initialise()
### Set core controls
apollo_control = list(
modelName ="MDCEV_with_outside_good",
modelDescr ="MDCEV model on time use data, alpha-gamma profile with outside good and socio-demographics",
indivID ="indivID",
outputDirectory = "output"
)
# ################################################################# #
#### LOAD DATA AND APPLY ANY TRANSFORMATIONS ####
# ################################################################# #
### Loading data from package
### if data is to be loaded from a file (e.g. called data.csv),
### the code would be: database = read.csv("data.csv",header=TRUE)
database = apollo_timeUseData
database <- database %>%
group_by(indivID) %>%
mutate(w_sum = sum(t_a02),
w_avail = ifelse(w_sum == 0, sample(x = 0:1, size = 1), 1)) %>%
ungroup()
### for data dictionary, use ?apollo_timeUseData
### Create consumption variables for combined activities
database$t_outside = rowSums(database[,c("t_a01", "t_a06", "t_a10", "t_a11", "t_a12")]) # outside good: time spent at home and travelling
database$t_leisure = rowSums(database[,c("t_a07", "t_a08", "t_a09")])
# ################################################################# #
#### DEFINE MODEL PARAMETERS ####
# ################################################################# #
### Vector of parameters, including any that are kept fixed in estimation
apollo_beta = c(alpha_base = 0,
gamma_work = 1,
gamma_work_FT = 1,
gamma_school = 1,
gamma_shopping = 1,
gamma_private = 1,
gamma_leisure = 1,
delta_work = 0,
delta_school = 0,
delta_shopping = 0,
delta_private = 0,
delta_leisure = 0,
delta_work_FT = 0,
delta_work_wknd = 0,
delta_school_young = 0,
delta_leisure_wknd = 0,
sig = 1)
### Vector with names (in quotes) of parameters to be kept fixed at their starting value in apollo_beta, use apollo_beta_fixed = c() if none
apollo_fixed = c("sig")
# ################################################################# #
#### GROUP AND VALIDATE INPUTS ####
# ################################################################# #
apollo_inputs = apollo_validateInputs()
# ################################################################# #
#### DEFINE MODEL AND LIKELIHOOD FUNCTION ####
# ################################################################# #
apollo_probabilities=function(apollo_beta, apollo_inputs, functionality="estimate"){
### Attach inputs and detach after function exit
apollo_attach(apollo_beta, apollo_inputs)
on.exit(apollo_detach(apollo_beta, apollo_inputs))
### Create list of probabilities P
P = list()
### Define individual alternatives
alternatives = c("outside",
"work",
"school",
"shopping",
"private",
"leisure")
### Define availabilities
avail = list(outside = 1,
work = w_avail,
school = 1,
shopping = 1,
private = 1,
leisure = 1)
### Define continuous consumption for individual alternatives
continuousChoice = list(outside = t_outside/60,
work = t_a02/60,
school = t_a03/60,
shopping = t_a04/60,
private = t_a05/60,
leisure = t_leisure/60)
### Define utilities for individual alternatives
V = list()
V[["outside"]] = 0
V[["work"]] = delta_work + delta_work_FT * occ_full_time + delta_work_wknd * weekend
V[["school"]] = delta_school + delta_school_young * (age<=30)
V[["shopping"]] = delta_shopping
V[["private"]] = delta_private
V[["leisure"]] = delta_leisure + delta_leisure_wknd*weekend
### Define alpha parameters
alpha = list(outside = 1 /(1 + exp(-alpha_base)),
work = 1 /(1 + exp(-alpha_base)),
school = 1 /(1 + exp(-alpha_base)),
shopping = 1 /(1 + exp(-alpha_base)),
private = 1 /(1 + exp(-alpha_base)),
leisure = 1 /(1 + exp(-alpha_base)))
### Define gamma parameters
gamma = list(work = gamma_work + gamma_work_FT * occ_full_time,
school = gamma_school,
shopping = gamma_shopping,
private = gamma_private,
leisure = gamma_leisure)
### Define costs for individual alternatives
cost = list(outside = 1,
work = 1,
school = 1,
shopping = 1,
private = 1,
leisure = 1)
### Define settings for MDCEV model
mdcev_settings <- list(alternatives = alternatives,
avail = avail,
continuousChoice = continuousChoice,
utilities = V,
alpha = alpha,
gamma = gamma,
sigma = sig,
cost = cost,
budget = 24)
### Compute probabilities using MDCEV model
P[["model"]] = apollo_mdcev(mdcev_settings, functionality)
### Take product across observation for same individual
P = apollo_panelProd(P, apollo_inputs, functionality)
### Prepare and return outputs of function
P = apollo_prepareProb(P, apollo_inputs, functionality)
return(P)
}
# ################################################################# #
#### MODEL ESTIMATION ####
# ################################################################# #
model = apollo_estimate(apollo_beta, apollo_fixed, apollo_probabilities, apollo_inputs)
# ################################################################# #
#### MODEL OUTPUTS ####
# ################################################################# #
# ----------------------------------------------------------------- #
#---- FORMATTED OUTPUT (TO SCREEN) ----
# ----------------------------------------------------------------- #
apollo_modelOutput(model)
# ----------------------------------------------------------------- #
#---- FORMATTED OUTPUT (TO FILE, using model name) ----
# ----------------------------------------------------------------- #
apollo_saveOutput(model)