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st: problem of running xtlogit, fe


From   "J. Li" <lij53@univmail.cis.mcmaster.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: problem of running xtlogit, fe
Date   Wed, 07 Oct 2009 21:12:11 -0400

Dear all,

I am now running a fixed effect logit model using the following lines.
(Note that the panel data I am using is with N=2,200 and T=10.) 

iis id
xtlogit status treatment age group, i(id) fe 
mfx, predict(pu0)

STATA then gave the notes as following--

note: multiple positive outcomes within groups encountered.
note: 2054 groups (20506 obs) dropped due to all positive or
      all negative outcomes.

After that STATA ran over more than 3000 iterations without stopping
nor giving any results. The log-likelihood values didn't improve after
iteration 40. For each iteration, it showed  "(not concave)" after
every log likelihood value. Do you know why is this happening? Thanks a
lot!

Daisy


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