Dear all,

I am encountering a convergence problem with the 'mixlogit' command (written by Arne Risa Hole), using STATA 16.0 for windows.

I performed a discrete choice experiment with 5 attributes (specified random, hereafter regrouped under $att) + price (fixed). I also included an ASC (specified random). My dataset contains 5,373 observations. I am using 1,000 Halton draws for estimation:

mixlogit chosen price, rand(ASC $att) group(HHID_card) id(HHID) nrep(1000)
eststo model1, title("MXL")
matrix b=e(b)

When I run this command, I obtain results after 12 iterations and quite rapidly (10 min).

Now, I would like to use the mixlogit command while allowing for full covariance, using the ‘corr’ option (and with starting values obtained from the mixed logit model without correlation, like described by Professor Hole here: http://www.timberlake.co.uk/media/pd.../uk13_hole.pdf):

matrix start = b[1,1..15],0,0,0,0,0,0,0,0,0,0,0,0,b[1,16],0,0,0,0,0,0,0,0,0,0,0,b[1,17],0,0,0,0,0,0,0,0,0,0,b[1,18],0,0,0,0,0,0,0,0,0,b[1,19],0,0,0,0,0,0,0,0,b[1,20],0,0,0,0,0,0,0,b[1,21],0,0,0,0,0,0,b[1,22],0,0,0,0,0,b[1,23],0,0,0,0,b[1,24],0,0,0,b[1,25],0,0,b[1,26],0,b[1,27]

mixlogit chosen price, rand(ASC $att) group(HHID_card) id(HHID) nrep(1000) corr from(start,copy)
eststo model2, title("MXL corr")

The estimation is not converging, even after over 48 hours and over 150 iterations.

Does anyone have an idea how I could solve this issue?

Many thanks in advance,

Laura