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st: Convergence time of logit with fixed effect


From   "Glenn Goldsmith" <glenn.goldsmith@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Convergence time of logit with fixed effect
Date   Sun, 8 Mar 2009 23:47:48 -0000

Hi Anupit,

This doesn't really answer any of your specific questions, but -help clogit-
might be useful to you as an alternative way of fitting your model. 

Glenn.

"Supnithadnaporn, Anupit" <gtg065t@mail.gatech.edu> writes:

Dear all,

I run the logit model with some fixed effect using

xi:logit y x1 x2 i.x3

My data is quite large around 686,000 observations.
And x3 has around 700 categories. I use Stata MP on
the server and it has been running for 2 days until now.
The current iteration is 402 but the log pseudolikelihood
does not change from the iteration 31.

Iteration 31:  log pseudolikelihood = -149641.22
...
Iteration 402:  log pseudolikelihood = -149641.22

Would anybody please advise?
1) Is this a sign that it will not converge?
2) Should I keep waiting? How long should I wait?
3) If I interrupt, will I get any result at all?

Thank you very much,
Anupit



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