Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: fractional logit convergence problem


From   Jochen Späth <jochen.spaeth@iaw.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: fractional logit convergence problem
Date   Wed, 18 Mar 2009 10:51:09 +0100

Dear statalisters,

I try to fit a fractional logit model with 
-glm depvar indepvars, family(binomial) link(logit) scale(x2)-, which uses Quasi-ML for the estimation. My dependent variable is the share of high-qualified employees within a firm and my dependent variables include both industry and time dummies, firm size, and a dummy variable indicating whether the firm is a start-up or an incumbent.
My problem now is that the command does not converge. What can I do? Would it help to try alternative optimization routines? Or change the distributional assumption in -family()-?

Any comment is highly appreciated,
Jochen

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index