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st: Problem with Random effects cloglog
Dear Stata users,
I am trying to estimate a discrete time proportional hazard model incorporating unobserved heterogeneity using xtcloglog. However, I have faced the problem of missing std. errors for rho, /lnsig2u and sigma_u when estimating the model with the full set of my explanatory variables. Could this be related to the problem of convergence as I have found to be the case in some other models? I have tried to use maximize_options to control the maximization process but I do not get the std. errors for rho, /lnsig2u and sigma_u. Would anyone know whether there is a standard procedure how to proceed in these types of problems?
Thank you in advance.
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