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RE: st: xmelogit error message


From   "Amanda Elam" <amanda.elam@yahoo.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: xmelogit error message
Date   Mon, 24 Mar 2008 11:09:36 -0500

Bobby and Gary -

Thank you both for your responses to my query.  I am just back from some
travels and tackling the data again.  After some experimentation, the best
work around to the "initial values not feasible problem appears to be to run
a simple logit to generate start values.  It looks like this:


I have one instance where this approach has failed repeatedly and the final
option that Bobby suggested -

About the data, my outcome is a binary (0,1) variable representing business
start-up.  This is basically what the data looks like:


---------------------------------------------
country of     |
origin         | mean(suboanw)   mean(female)
---------------+-----------------------------
 united states |       .074097        .466376
        russia |                             
  south africa |        .04159        .506809
        greece |       .040339             .5
   netherlands |       .031722        .541918
       belgium |       .021397        .555813
        france |       .047433         .51462
         spain |       .019844        .488231
       hungary |       .027218        .506893
         italy |       .023165        .543777
            40 |                             
   switzerland |                             
            43 |                             
united kingdom |       .027073        .598141
       denmark |       .025733        .517756
        sweden |       .015271         .48023
        norway |       .039281         .50188
        poland |        .03948        .503248
       germany |       .042635        .541674
          peru |       .315451        .512876
        mexico |                             
     argentina |       .103866         .49798
        brazil |          .049           .512
         chile |                             
            57 |                             
            58 |                             
            60 |                             
     australia |       .076825        .619048
            62 |                             
            63 |                             
   new zealand |       .077515        .598817
     singapore |       .031153        .496625
      thailand |                             
         japan |       .004173        .497131
         korea |                             
         china |                             
            90 |                             
         india |                             
        canada |       .055488        .582927
        uganda |       .157107        .526185
      portugal |       .020877         .52714
           352 |                             
       ireland |       .040727        .587719
       iceland |          .075        .502222
           357 |                             
       finland |       .026241        .511694
           370 |                             
           371 |                             
           372 |                             
           381 |                             
       croatia |       .027184        .500971
      slovenia |       .018463         .50268
           420 |                             
           421 |                             
       ecuador |       .167164        .534826
           598 |                             
           701 |                             
           787 |                             
           852 |       .014189        .552745
           876 |                             
        jordan |       .110608        .427853
           971 |                             
        israel |        .04314        .500899

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Roberto G.
Gutierrez, StataCorp
Sent: Tuesday, March 04, 2008 6:03 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: xmelogit error message

Amanda Elam <amanda.elam@yahoo.com> asks:

> Does anyone have any idea what this error message means? Is there a
> work-around?

> . xtmelogit suboanw female || country: female, or variance
>  Refining starting values: 
>  initial values not feasible
>  r(1400);

The error message means that -xtmelogit-'s automatic choice of starting
values
produced values that choked the optimizer.  Although rare, it has been known
to happen.

One solution would be to fit a simpler -xtmelogit- model

   . xtmelogit suboanw female || country:

and then use these estimates as starting values for the model you are
interested in

   . mat b = e(b)
   . xtmelogit suboanw female || country: female, or variance from(b)

-from(b)- sets the starting values as those from the simpler model, and
-xtmelogit- is smart enough to fill in a trailing zero as the starting value
for the log of the new variance component.

If that doesn't work, you could also try adding a further option to
eliminate
the initial rough optimization process

    . xtmelogit suboanw female || country: female, or variance from(b) 
                refineopts(iterate(0))

(all on one line)

If that doesn't do the trick, then it would probably be best if we could get
a
look at these particular data.  Amanda can feel free to email me directly or
tech-support@stata.com.

--Bobby
rgutierrez@stata.com
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