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st: Strange behavior from conditional logistic - bug?


From   Ricardo Ovaldia <ovaldia@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Strange behavior from conditional logistic - bug?
Date   Fri, 26 Oct 2007 08:30:19 -0700 (PDT)

Dear _all,

I am not sure what is going on here, but this does not
look correct. My conditional logistic regression fails
with a "Hessian has become unstable or asymmetric"
error message, however the return list and the
coefficient matrices are populated:

. use cdata.dta, clear
. mat drop _all
. eret clear
. cap noi mat list e(b)
matrix e(b) not found

. clogit case expose, group(race)
note: multiple positive outcomes within groups
encountered.

Iteration 0:   log likelihood = -939.77277  
Hessian has become unstable or asymmetric
r(504);

. mat list e(b)

e(b)[1,2]
       expose      _cons
y1  .04772761  .71262832

. eret list

scalars:
                  e(N) =  1514
               e(ll_0) =  -954.663128837389
                 e(ll) =  -954.5735647746089
               e(df_m) =  1
               e(chi2) =  .1791281255600552
               e(r2_p) =  .0000938174525386
              e(N_cdf) =  0
              e(N_cds) =  0

macros:
            e(cmdline) : "logit __000002 expose if
__000001 , "
              e(title) : "Logistic regression"
                e(vce) : "oim"
             e(depvar) : "__000002"
                e(cmd) : "logit"
           e(crittype) : "log likelihood"
            e(predict) : "logit_p"
         e(properties) : "b V"
          e(estat_cmd) : "logit_estat"
           e(chi2type) : "LR"

matrices:
                  e(b) :  1 x 2
                  e(V) :  2 x 2
              e(rules) :  1 x 4

functions:
             e(sample)   


The hessian becoming unstable or asymmetric is also
strange. Race has 3 levels and >60 observations per
race.

Thank you,
Ricardo


Ricardo Ovaldia, MS
Statistician 
Oklahoma City, OK

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