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


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: AW: clogit, "initial values not feasible" error
Date   Wed, 16 Dec 2009 15:07:07 +0100

<> 

Taking a cue from -h maximize-, the technical way to do this would be:


*************
webuse union, clear

reg union age grade  /* 
*/ not_smsa south black

mat A=e(b)

clogit union age grade  /* 
*/ not_smsa south black,  /* 
*/ group(idcode) from(A, skip)
*************

I have no idea, though, whether this is appropriate for your circumstances.
The help file remarks that "Only in rare circumstances would you ever need
to specify any of these options..."


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 15:00
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: AW: clogit, "initial values not feasible" error

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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