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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   Thu, 17 Dec 2009 15:49:55 +0100

Yes, sorry this error simply came from a syntax problem. Indeed, the
from() option works with clogit; but it does not seem to help for my
problem: i get the same message, "initial values not feasible".



On Wed, Dec 16, 2009 at 3:50 PM, Martin Weiss <martin.weiss1@gmx.de> wrote:
>
> <>
>
>
> Well, -clogit- does support initial values as you can see from its dialog
> box and help file and from my example earlier. You can post your code that
> led to the error and we can try to work out the problem that leads to the
> error message. Also -set trace on- and report the area around the error...
>
> See -xtmixed- for an example where the -from()- option is indeed not
> allowed...
>
>
> 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 15:47
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: AW: clogit, "initial values not feasible" error
>
> 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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