Log or not

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Yuri Groeneveld

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Jan 25, 2023, 11:55:35 AM1/25/23
to Biogeme
Dear Michel,

Should I use lognested or nested?
Lognested will give me a nest parameter of lower than 1. For both a mode>destination model as for destination>mode model.
If I used nested it will give me this error: runtimeWarning: overflow encountered in double_scalars rho = num / denom.

Any advise?
Thanks in advance.

Yuri

Bierlaire Michel

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Jan 26, 2023, 2:04:13 AM1/26/23
to yagroe...@gmail.com, Bierlaire Michel, Biogeme
The contribution to the loglikelihood is the log of the probability, given by lognested. 
“nested” (simply defined as exp(lognested)) is used for simulation, not estimation. 

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