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AW: st: fractional logit convergence problem


From   Jochen Späth <jochen.spaeth@iaw.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: fractional logit convergence problem
Date   Wed, 18 Mar 2009 11:59:55 +0100

Thanks, Maarten, for your comment.

Unfortunately, there is no perfect multicollinearity in my regressors: before doing the fractional logit I ran simple OLS on the same equations and none of the variables was dropped.

Jochen


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Maarten buis
Gesendet: Mittwoch, 18. März 2009 11:36
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: fractional logit convergence problem


--- On Wed, 18/3/09, Jochen Späth <jochen.spaeth@iaw.edu> wrote:
> 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()-?

I would start with removing some of your covariates. Given 
your describtion I would not be surprised if there is some
perfect colinearity going on here. 

-- Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://home.fsw.vu.nl/m.buis/
-----------------------------------------





      

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