| loglik_draws | R Documentation |
This data frame contains the converged log-likelihoods of the same
preference space mixed logit model used in the runtimes and
runtimes_draws benchmarks, estimated repeatedly at increasing numbers of
random draws. At each draw count the model is estimated 10 times using
randomized MLHS draws with a different seed each time, with every run
starting from the same converged reference solution, so the across-seed
spread in log-likelihood at a given draw count reflects simulation error:
the noise in the simulated log-likelihood surface shifts the converged
value, and at low draw counts it can distort the surface enough that runs
converge to different local optima entirely. It is used to show that low
draw counts produce unstable simulated log-likelihoods, which stabilize as
the number of draws grows.
It is generated by the script data-raw/runtimes.R in the package
repository.
data(loglik_draws)
| Variable | Description |
numDraws | The number of random draws used during estimation. |
seed | The random seed used to generate the MLHS draws. |
logLik | The converged log-likelihood of the model. |
time_sec | The estimation time in seconds (on a 10-core Apple M-series Mac). |
The data-raw/runtimes.R script in the logitr repository.
data(loglik_draws)
head(loglik_draws)
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