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Re: st: clogit missing results


From   rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: clogit missing results
Date   Mon, 02 May 2005 14:31:15 -0500

Stanley Watt <watt@fas.harvard.edu> asks:

> I'm sorry to bother you, but I was wondering whether anyone had ever run
> into this problem. This is a problem for me both on Stata 7 and Stata 8.

> I am running a clogit regression where the dependent variable can be 1
> multiple times for observations within the same group.

> When I run a clogit regression against an independent variable which is a
> characteristic of the choice (and which is the same across different
> groups), I get the following results:

> . clogit indicator rgdpch, group(id_number)

> note: multiple positive outcomes within groups encountered.
> Iteration 0:   log likelihood = -41843.543
> Iteration 1:   log likelihood = -38224.759
> Iteration 2:   log likelihood = -37944.648
> Iteration 3:   log likelihood = -37831.499

[estimation results follow with log-likelihood, standard error, etc. missing]

This is quite curious considering that, for both examples, -clogit- apparently
iterated towards a solution only to switch to a missing log-likelihood once
it got there.

As a first step, I recommend that Stanley make sure his Stata 8 is fully
up-to-date.  During the lifetime of Stata 8 (July 2004), -clogit- was changed
from an internal command to one implemented in ado and optimized using -ml-
rather than Stata's internal optimizer.  This change is 99% transparent, but
very slight differences can result for some datasets and, when they do, we
firmly believe the new results to be superior.

If Stanley's Stata 8 is already current, or if updating doesn't fix the
problem, I would be glad to look into this further if Stanley can email me his
data.  Naturally, I would report back to the list as appropriate.

--Bobby
rgutierrez@stata.com
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