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Exploding coefficients in logit |
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Message/Author |
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Jintai Li posted on Tuesday, November 28, 2017 - 12:43 pm
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I am trying to run a discrete choice model (logistic regression) with two latent classes, with no constraints on the coefficients across classes (also fair to say that I am running two structurally similar logit models within each of the two latent classes). I am getting very reasonable estimates for coefficients of the larger class, but the coefficients of the smaller class are usually several hundred times the magnitude. Is this to be expected? How do I fix this problem? |
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Jintai Li posted on Tuesday, November 28, 2017 - 12:51 pm
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My code in the MODEL part is as follows: MODEL: %OVERALL% c ON HHCars-FullTime; PMD ON TT_WALK; PMD#1 ON PTPass(1) IVTT_BUS OVTT_BUS TT_WALK(2); PMD#2 ON PTPass(1) IVTT_TRAIN OVTT_TRAIN TT_WALK(2); PMD#3 ON PTPass(1) IVTT_MIX OVTT_MIX TT_WALK(2); PMD#4 ON HHCars-FullTime PTPass@0 TT_CAR TT_WALK(2) CUPB; %C#1% PMD#1 ON PTPass(3) IVTT_BUS OVTT_BUS TT_WALK(4); PMD#2 ON PTPass(3) IVTT_TRAIN OVTT_TRAIN TT_WALK(4); PMD#3 ON PTPass(3) IVTT_MIX OVTT_MIX TT_WALK(4); PMD#4 ON HHCars-FullTime PTPass@0 TT_CAR TT_WALK(4) CUPB; |
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