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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 15:47:10 +0100

thank you. I tried this, but i get "time-series operators not allowed"
as response to the -clogit- line. That help file indicates that "Not
all estimators in Stata support this option", i guess its the case
here.
Thanks nonetheless

j.



On Wed, Dec 16, 2009 at 3:07 PM, Martin Weiss <martin.weiss1@gmx.de> wrote:
>
> <>
>
> 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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>>
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>
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