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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 11:19:52 -0500

Oops! Misfire.  Sorry about that.  Below is the full response.  

-----Original Message-----

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:

logit suboanw female 
mat a = e(b)
xtmelogit suboanw female || country: female, or var from(a)

I have one instance where this approach has failed repeatedly and the final
option that Bobby suggested adding: refineopts(iterate(0)) option to the
xtmelogit.  No luck there either, despite several tries.

About the data, my outcome is a binary (0,1) variable representing business
start-up. The extra country values/labels.  The data comes from a larger
combined dataset of cross-sectional panels where the countries vary across
years. The country samples range in size from 1500 to 16000 obs. This is
basically what the data looks like for the simplest model and the year in
question:


---------------------------------------------
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


Thanks for any help you can give!

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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