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From |
"Kyle K. Hood" <kyle.hood@yale.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Convergence time of logit with fixed effect |

Date |
Sun, 08 Mar 2009 20:09:22 -0700 |

. xtlogit y x1 x2, fe i(x3)

Glenn Goldsmith wrote:

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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

-- Kyle Hood Department of Economics Yale University New Haven, CT website: http://www.econ.yale.edu/~kkh25

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**References**:**st: Convergence time of logit with fixed effect***From:*"Glenn Goldsmith" <glenn.goldsmith@gmail.com>

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