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st: clogit, "initial values not feasible" error

From   joachim jarreau <>
Subject   st: clogit, "initial values not feasible" error
Date   Wed, 16 Dec 2009 14:25:39 +0100

Hi statalist,

I am trying to fit a conditional logit model on some 160,000 obs.;
there are about 150 groups spanning 11 years. In the specification Id
want to include 3 additional sets of fixed effects; so that the
command line is of the type :

clogit export x1 x2 x3  provd* secd* yeard*, group(country)

where "export" is a binomial variable for positive exports in a given
sector and year, from a province to a given country. "provd", "secd"
and "yeard" are corresponding sets of dummies.
I get "initial values not feasible" (r1400) as error message.
Ive got two questions:

- What is the critical aspect that makes this specification to heavy
to implement/prevents convergence? what should I cut? Do you think
there are too many observations, too many dummy variables, or both?
(Im am trying these alternative solutions, but any indication
concerning a preferred direction to search would be helpful).

- In searching through precedent posts on the topic, i found a
reference to a possibility to feed results from an OLS estimation into
a clogit estimation. How can one do this? do you think it would help?

Thank you in advance for any advice.


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