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Re: st: RE: RE: convergence problems with zinb


From   Partha Deb <partha.deb@hunter.cuny.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: RE: convergence problems with zinb
Date   Thu, 14 Aug 2008 21:53:07 -0400

Hi Margaret,

Given this output, you may want to consider another source of your issues. The output suggests that collinearities or near collinearities between your regressors, or "perfect" predictors in the inflate part might be the source of your convergence problems. Do you have indicators for rare conditions? Could there be other collinearities between conditions? Someone already suggested starting with a pared down model - I would definitely try that. In addition, it might be well worth seeing what happens if you remove chronic and/or asthbronc from your specifications.

Finally, I've observed convergence problems using nb-based models if there isn't evidence of overdispersion. What is the value of alpha?

Hope these help.

Partha


Holland, Margaret wrote:

Thanks for the helpful suggestions.

I've tried a few of the different algorithms, with and without the
"difficult" option and I'm getting closer (I think). I don't get any
error messages, it looks like it converges, and I get coefficient
estimates, but some of the standard errors are missing (or huge):

-------------+------------------------------------------------------
inflate |
chronic | -11.51164 . . . . .
asthmbronc | -26.67018 193706.5 -0.00 1.000 -379684.4 379631.1


I'm interpreting this as there was a problem in the estimation, but for
some reason it didn't trigger an error message. Is this an appropriate?
I'll continue working to refine the model based on that assumption, but
was curious if there was anything else I should know.

I have not yet taken the time to explore potential problems with my
imputed data, but I suspect the problem is more in the model itself
because I have seen the same problem in my raw (not imputed) data.
However, I will take a look as suggested, just in case there is
something unusual. I should probably have done that by now anyway...

Thanks again for the help on this,
Maggie


-----Original Message-----
Sent: Wednesday, August 13, 2008 8:04 PM
Subject: st: RE: convergence problems with zinb

Hi Margaret,

You might like to look at the various maximize options that you can
tinker with.
Type - help maximize

There are four different algorithms used by ml and Stata follows a rule
for stepping though these when fitting a model. There is an option
called - difficult - which tells the ml program to use a different
stepping rule. You could try this.

Any algorithm used to maximize the log-likelihood has to start with some
initial coefficient values and sometimes these can be near a flat or
concave region of the likelihood function. Consequently, the fitting
algorithm will just wander around this region, unable to get out.
Changing the initial values might therefore improve the performance of
the algorithm.

The option - trace - will give you the current coefficient estimates at
each iteration. This might give you a clue as to what's going on.
I don't know how many variables you have in your model, but you could
try fitting a separate model for each variable thus obtaining a
coefficient estimate for each variable and then use these as your
initial estimates in the full model.

Kieran


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--
Partha Deb
Department of Economics
Hunter College
ph:  (212) 772-5435
fax: (212) 772-5398
http://urban.hunter.cuny.edu/~deb/

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