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st: xtprobit problem


From   "Salkov, Rick" <Rick.Salkov@eia.doe.gov>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: xtprobit problem
Date   Wed, 22 Jun 2005 13:15:21 -0400

I was trying to run a panel probit model but the program hung after 2 itterations of the full model.

the data is large with 450,00 observations anf 240 variables, but using clogit, the model converges after 4 itterations.

 

Is there anything I can do to get model results?

 

I enclose a modified run:

 

 

 

 

 

Current memory allocation

 

                    current                                 memory usage

    settable          value     description                 (1M = 1024k)

    --------------------------------------------------------------------

    set maxvar         5000     max. variables allowed           1.733M

    set memory          500M    max. data space                500.000M

    set matsize         400     max. RHS vars in models          1.254M

                                                            -----------

                                                               502.987M

 

.

end of do-file

 

. do "C:\DOCUME~1\HS5\LOCALS~1\Temp\STD02000000.tmp"

 

. set more off

 

 

. xtprobit cW cL cB ... PryE, i(kR)

note: PrSR dropped due to collinearity

note: PrLP dropped due to collinearity

note: PryE dropped due to collinearity

 

Fitting comparison model:

 

Iteration 0:   log likelihood = -164401.58

Iteration 1:   log likelihood = -141252.46

Iteration 2:   log likelihood = -140158.76

Iteration 3:   log likelihood = -140079.94

Iteration 4:   log likelihood = -140076.59

Iteration 5:   log likelihood = -140076.58

Iteration 6:   log likelihood = -140076.58

 

Fitting full model:

 

rho =  0.0     log likelihood = -140076.58

rho =  0.1     log likelihood = -146880.47

 




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