Covairance cannot be estimated in HCM
Posted: 05 Mar 2024, 03:59
Dear Concern,
I use R to estimate HCM. I have attitudinal latent variables and socio-economic factors as sources of preference hetenegeneity. After about 12 hours, the iterates and final LL were estimated in HCM. But I take for two days to estimate covariance and cannot get it. Computing covariance matrix using numerical methods always shows 0%. And it shows that "INFORMATION: Your model took more than 10 minutes to estimate, so it was saved to file C:/Users/Adminstrator/Downloads/R/Hybrid
choice model_random effects_model.rds before calculating its covariance matrix. If calculation of the covariance
matrix fails or is stopped before finishing, you can load the model up to this point using apollo_loadModel. You
may also want to inspect the approximate BHHH standard errors shown above to determine whether you wish to
continue this process."
Then how to deal with issue? The innerdrawtype is MLHS, and interNDraws = 500 now. How can I get the covariance?
Best
QW
I use R to estimate HCM. I have attitudinal latent variables and socio-economic factors as sources of preference hetenegeneity. After about 12 hours, the iterates and final LL were estimated in HCM. But I take for two days to estimate covariance and cannot get it. Computing covariance matrix using numerical methods always shows 0%. And it shows that "INFORMATION: Your model took more than 10 minutes to estimate, so it was saved to file C:/Users/Adminstrator/Downloads/R/Hybrid
choice model_random effects_model.rds before calculating its covariance matrix. If calculation of the covariance
matrix fails or is stopped before finishing, you can load the model up to this point using apollo_loadModel. You
may also want to inspect the approximate BHHH standard errors shown above to determine whether you wish to
continue this process."
Then how to deal with issue? The innerdrawtype is MLHS, and interNDraws = 500 now. How can I get the covariance?
Best
QW