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st: Problem with Random effects cloglog


From   "Vartia, Niini" <Niini.Vartia@iue.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Problem with Random effects cloglog
Date   Thu, 18 Mar 2004 10:32:45 +0100

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.

 

Best regards,

 

Laura Vartia


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