Re: st: No convergance?

["Christer Thrane" <ch-thran@online.no>]

To my earlier posting, Josep replied:

"I don't know about the robust regressions not converging, but you can -set
matsize- to overcome the problem with the matsize-too-small error."

I have set the matsize to 800. As far as i know, that's maximum.

Chris

----- Original Message ----- 
From: "Joseph Coveney" <jcoveney@bigplanet.com>
To: "Statalist" <statalist@hsphsun2.harvard.edu>
Sent: Friday, December 16, 2005 1:52 PM
Subject: Re: st: No convergance?



> Christer Thrane wrote:
>
> I have a panel data set with approximately 5 000 persons surveyed in 12
> consecutive years totalling about 60 000 observation/years.
>
> If a regress earnings on gender, age, agesq, exp, gpa, year (the panel
> identifier; i.e. the time dimension) plus a few dummies for region with 
> the
> cluster option [cluster(id)], Stata produces the expected results results 
> in
> about two seconds.
>
> If i ty to estimate:
>
> qreg
> bsqreg
> clad
>
> on the same variables (ignoring the cluster option) I get:
>
> convergence not achieved
> r(430);
>
> I have tried to set # of iterations to 100, 500, 800--nothing helps...
>
> If I try:
>
> xtgls
>
> on the same variables I get:
>
> matsize too small - should be at least 5185
> r(908);
>
> Any suggestions?
>
> --------------------------------------------------------------------------------
>
> I don't know about the robust regressions not converging, but you can -set
> matsize- to overcome the problem with the matsize-too-small error.
>
> It might be helpful if you posted your exact code.
>
> Joseph Coveney
>
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