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Re: st: AW: clogit, "initial values not feasible" error


From   joachim jarreau <joachim.jarreau@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: clogit, "initial values not feasible" error
Date   Wed, 16 Dec 2009 14:59:52 +0100

http://www.stata.com/statalist/archive/2009-01/msg00732.html



On Wed, Dec 16, 2009 at 2:34 PM, Martin Weiss <martin.weiss1@gmx.de> wrote:
>
> <>
>
>
> " 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?"
>
> Post the link to the post in question as a first step!
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von joachim jarreau
> Gesendet: Mittwoch, 16. Dezember 2009 14:26
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: clogit, "initial values not feasible" error
>
> 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.
>
> Cheers,
>
> joachim
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