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Re: st: Re: poisson will not converge


From   SamL <[email protected]>
To   [email protected]
Subject   Re: st: Re: poisson will not converge
Date   Wed, 24 May 2006 09:17:01 -0700 (PDT)

Fip includes codes for Puerto Rico, the Virgin Islands, Guam (I think),
and one or two other geographic entities that are not states in the United
States.  That accounts for the skipped numbers though, had I been
numbering, I might've also skipped thirteen.  ;-)

Sam

On Wed, 24 May 2006, Scott Cunningham wrote:

> On May 24, 2006, at 11:54 AM, Rodrigo A. Alfaro wrote:
>
> > Scott,
> >
> > What is "fip" variable? state? where did you get 55? It seems this
> > variable
> > is highly correlated with others in the model. A quick inspection
> > could be
> > helpful: -xtsum rp srfm age2 hgc hhd1 fip-. Moreover, is this panel
> > balanced?
>
> Rodrigo,
>
> Thank you for your reply.  I'll answer what I can.
>
> The panel is balanced (except for hhd1, as I hadn't noticed something
> before doing the xtsum [see below]).  "Fip" is a state indicator
> variable, and while the number goes to 55, it skips some numbers for
> reasons only the Census knows so that it still totals to either 50 or
> 51 (I forget if DC is included separately).   You say fip is highly
> correlated with others in the model.  With other variables in the
> model?  You may be right, as when I estimate the model without the -
> fip- variables, it does converge fine.  Also, when I re-estimate the
> model with fixed effects with just year and fip, it has trouble
> converging.  And this is perhaps due to the fact that there is some
> migration across time and state within my sample, but not much, as
> the individuals in the sample are relatively young and most live in
> the same state.  Do you have any suggestions as to what I can do to
> overcome this?  Also, OLS does work fine, making me wonder if I
> should be suspicious in light of what you said of those estimates.
>
>
> Variable         |      Mean   Std. Dev.       Min        Max |
> Observations
> -----------------+--------------------------------------------
> +----------------
> rp       overall |  3.113009   8.069344          0         99 |     N
> =    2283
>           between |             5.431478          0   44.66667 |
> n =     761
>           within  |             5.969858  -38.88699   67.11301 |
> T =       3
>                   |                                            |
> srfm     overall |  100.1544   11.52157    35.3187   243.9197 |     N
> =    2283
>           between |             8.116986   53.33359   172.0538 |
> n =     761
>           within  |             8.180396   46.42766   184.2222 |
> T =       3
>                   |                                            |
> age2     overall |  308.8257   74.43039        169        529 |     N
> =    2283
>           between |             47.65699   227.6667   443.6667 |
> n =     761
>           within  |              57.1899    226.159    394.159 |
> T =       3
>                   |                                            |
> hgc      overall |  10.58826   1.852228          4         16 |     N
> =    2283
>           between |              1.33929   5.666667   14.66667 |
> n =     761
>           within  |             1.280086   7.254928   14.25493 |
> T =       3
>                   |                                            |
> hhd1     overall |  .2415459   .4281144          0          1 |     N
> =    2277
>           between |             .3970831          0          1 |
> n =     761
>           within  |             .1596349  -.4251208   .9082126 | T-
> bar = 2.99212
>
>
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