Scale parameter

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Nizam Husen

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Oct 21, 2021, 2:46:02 AMOct 21
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Hi Prof,

I am running a model and I defined the scale parameter as follows:

Scale = Beta('Scale',1.45608965291534,-1,1.5,0,'Scale' )

When it converges, I get the following: 

image.png

When I fix the scale to 1, this problem disappears.

Regards
Nizam

Bierlaire Michel

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Oct 21, 2021, 3:04:50 AMOct 21
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In discrete choice, the scale is not identified.
Moreover, it cannot be negative. So the lower bound set at -1 is incorrect. 

On 21 Oct 2021, at 09:51, Nizam Husen <abba...@gmail.com> wrote:


Hi Prof,

I am running a model and I defined the scale parameter as follows:

Scale = Beta('Scale',1.45608965291534,-1,1.5,0,'Scale' )

When it converges, I get the following: 

<image.png>

When I fix the scale to 1, this problem disappears.

Regards
Nizam

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Nizam Husen

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Oct 24, 2021, 1:59:08 AMOct 24
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Dear Prof,

Apologies for reposting this question and thanks for your suggestions about this couple of days ago.

You suggested that the lower bound of the scale parameter should not be negative, which I did wrong at first. 

I tries with other non-negative lower bound values, but still, the model is unidentified.

I defined the scale parameter as:

Scale = Beta('Scale',1.45608965291534, 0,1.5,0,'Scale' ) and other non-negative values. 


An example of utility function:

V1 = exp(Scale*LV_VID)*(ASC + Plantation*A1C1SFW1 + Repurposed*A1C1SFW2 + Farm*A1C1SFW3 + Poor*A1C1LFW1 + Jobs*A1C1LFW2 +  Wildlife*A1C1LFW3  + Distance*A1C1DFW + EC       + Cost*A1C1CFW)

where LV_VID is a latent variable. 

I am grateful if you have some suggestions for me.

Kind regards,

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