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st: Problems with xtlogit during a simulation

From   "Joseph McDonnell" <>
Subject   st: Problems with xtlogit during a simulation
Date   Tue, 01 Aug 2006 20:09:41 +0200


I'm looking at xtlogit in simulated samples. Each sample has 100 cases and each case may undergo a maximum of 3 cycles. Each case has a random age (between 25 and 40) and a constant (per-case), per-cycle chance of success. The probability is based on a known, linear function of age and is logistic in form. No other covariates are used. The simulation involves generating a uniform random variable and comparing it to the chance of success. If it is lower than this chance, success is 'achieved'. If success is achieved in one cycle, no further cycles are undertaken. Cases are not censored and 'leave' only after 3 cycles or the achievement of success.

However, I encounter the following message...

discontinuous region encountered
cannot compute an improvement

I'm surprised by this message. I have an extremely simple data structure and would expect no problems in the likelihood function. But I have this problem and it occurs quite early in the simulation suggesting it occurs quite frequently. I've tried several options (intpoints, difficult) but to no real avail.

I've used xtlogit many a time on real data and never had this problem. Is the simplicity of my data set itself a problem?

I'd be interested to hear if others have had similar problems and how they solved them.



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